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20112022
most citedStatistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets

94 citations · 288 across the 14 of their papers we have counts for

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Showing 2012 · q-fin.STShow all

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q-fin.ST2012★ 45 cited

Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations

Hao Meng, Fei Ren, Gao-Feng Gu +4

Understanding the statistical properties of recurrence intervals of extreme events is crucial to risk assessment and management of complex systems. The probability distributions an…