772 citations · 3.2k across the 39 of their papers we have counts for
6 papers · 1 filter
Scale invariant multiplier and multifractality of absolute returns in stock markets
Zhi-Qiang Jiang, Wei-Xing Zhou
The statistical properties of the multipliers of the absolute returns are investigated using one-minute high-frequency data of financial time series. The multiplier distribution is…
Detrended fluctuation analysis for fractals and multifractals in higher dimensions
Gao-Feng Gu, Wei-Xing Zhou
One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifrac…
Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates
Wei-Xing Zhou, Didier Sornette
We have recently introduced the ``thermal optimal path'' (TOP) method to investigate the real-time lead-lag structure between two time series. The TOP method consists in searching…
Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling
Wei-Xing Zhou, Zhi-Qiang Jiang, Didier Sornette
Song, Havlin and Makse (2005) have recently used a version of the box-counting method, called the node-covering method, to quantify the self-similar properties of 43 cellular netwo…
Inversion formula of multifractal energy dissipation in 3D fully developed turbulence
Jian-Liang Xu, Wei-Xing Zhou, Hai-Feng Liu +3
The concept of inverse statistics in turbulence has attracted much attention in the recent years. It is argued that the scaling exponents of the direct structure functions and the…
Statistical properties of daily ensemble variables in the Chinese stock markets
Gao-Feng Gu, Wei-Xing Zhou
We study dynamical behavior of the Chinese stock markets by investigating the statistical properties of daily ensemble returns and varieties defined respectively as the mean and th…