191 citations · 448 across the 6 of their papers we have counts for
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q-fin.ST2014★ 1 cited
Predicting market instability: New dynamics between volume and volatility
Zeyu Zheng, Zhi Qiao, Joel N. Tenenbaum +2
Econophysics and econometrics agree that there is a correlation between volume and volatility in a time series. Using empirical data and their distributions, we further investigate…
q-fin.ST2012★ 47 cited
Carbon-dioxide emissions trading and hierarchical structure in worldwide finance and commodities markets
Zeyu Zheng, Kazuko Yamasaki, Joel N. Tenenbaum +1
In a highly interdependent economic world, the nature of relationships between financial entities is becoming an increasingly important area of study. Recently, many studies have s…