11 citations · 27 across the 6 of their papers we have counts for
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physics.soc-ph2005
Impact of Investor's Varying Risk Aversion on the Dynamics of Asset Price Fluctuations
Baosheng Yuan, Kan Chen
While the investors' responses to price changes and their price forecasts are well accepted major factors contributing to large price fluctuations in financial markets, our study s…
physics.soc-ph2005★ 1 cited
Conditional Probability as a Measure of Volatility Clustering in Financial Time Series
Kan Chen, C. Jayaprakash, Baosheng Yuan
In the past few decades considerable effort has been expended in characterizing and modeling financial time series. A number of stylized facts have been identified, and volatility…