activity
20002009
most citedMultifractal detrended cross-correlation analysis for two nonstationary signals

772 citations · 3.2k across the 39 of their papers we have counts for

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Showing 2006Show all

6 papers · 1 filter

physics.soc-ph200662 cited

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…

physics.gen-ph2006242 cited

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…

physics.soc-ph200634 cited

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…

cond-mat.dis-nn200664 cited

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…

physics.flu-dyn20062 cited

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…

physics.soc-ph200623 cited

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…