94 citations · 605 across the 22 of their papers we have counts for
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q-fin.ST2015★ 76 cited
Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application
Wen-Jie Xie, Zhi-Qiang Jiang, Gao-Feng Gu +2
Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these l…
q-fin.ST2015★ 94 cited
Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets
Yu-Lei Wan, Wen-Jie Xie, Gao-Feng Gu +5
Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders' short-term trading mania on individual stocks and increase mar…