157 citations · 762 across the 16 of their papers we have counts for
4 papers · 1 filter
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…
Statistical Regularities of Equity Market Activity
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
Equity activity is an essential topic for financial market studies. To explore its statistical regularities, we comprehensively examine the trading value, a measure of the equity a…
Multifactor Analysis of Multiscaling in Volatility Return Intervals
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
We study the volatility time series of 1137 most traded stocks in the US stock markets for the two-year period 2001-02 and analyze their return intervals , which are time interv…
Indication of multiscaling in the volatility return intervals of stock markets
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
The distribution of the return intervals between volatilities above a threshold for financial records has been approximated by a scaling behavior. To explore how accurate i…