88 citations · 322 across the 17 of their papers we have counts for
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q-fin.ST2017★ 88 cited
Stock market as temporal network
Longfeng Zhao, Gang-Jin Wang, Mingang Wang +3
Financial networks have become extremely useful in characterizing the structure of complex financial systems. Meanwhile, the time evolution property of the stock markets can be des…
q-fin.ST2017★ 34 cited
The q-dependent detrended cross-correlation analysis of stock market
Longfeng Zhao, Wei Li, Andrea Fenu +3
The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the…