Statistical tests for power-law cross-correlated processes B Podobnik, ZQ Jiang, WX Zhou, HE Stanley Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (6 …, 2011 | 461 | 2011 |
Multifractal detrending moving-average cross-correlation analysis ZQ Jiang, WX Zhou Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (1 …, 2011 | 418 | 2011 |
Multifractal analysis of financial markets: A review ZQ Jiang, WJ Xie, WX Zhou, D Sornette Reports on Progress in Physics 82 (12), 125901, 2019 | 337 | 2019 |
Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles ZQ Jiang, WX Zhou, D Sornette, R Woodard, K Bastiaensen, P Cauwels Journal of economic behavior & organization 74 (3), 149-162, 2010 | 290 | 2010 |
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series YH Shao, GF Gu, ZQ Jiang, WX Zhou, D Sornette Scientific reports 2 (1), 835, 2012 | 217 | 2012 |
Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces XY Qian, YM Liu, ZQ Jiang, B Podobnik, WX Zhou, HE Stanley Physical Review E 91 (6), 062816, 2015 | 209 | 2015 |
Calling patterns in human communication dynamics ZQ Jiang, WJ Xie, MX Li, B Podobnik, WX Zhou, HE Stanley Proceedings of the National Academy of Sciences 110 (5), 1600-1605, 2013 | 207 | 2013 |
Interconnectedness and systemic risk of China's financial institutions GJ Wang, ZQ Jiang, M Lin, C Xie, HE Stanley Emerging Markets Review 35, 1-18, 2018 | 197 | 2018 |
Multifractal analysis of Chinese stock volatilities based on the partition function approach ZQ Jiang, WX Zhou Physica A: Statistical Mechanics and its Applications 387 (19-20), 4881-4888, 2008 | 135 | 2008 |
Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks XH Ni, ZQ Jiang, WX Zhou Physics Letters A 373 (42), 3822-3826, 2009 | 125 | 2009 |
Multifractality in stock indexes: fact or fiction? ZQ Jiang, WX Zhou Physica A: Statistical Mechanics and its Applications 387 (14), 3605-3614, 2008 | 123 | 2008 |
Systemic risk and spatiotemporal dynamics of the US housing market H Meng, WJ Xie, ZQ Jiang, B Podobnik, WX Zhou, HE Stanley Scientific reports 4 (1), 3655, 2014 | 113 | 2014 |
Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices MC Qian, ZQ Jiang, WX Zhou Journal of Physics A: Mathematical and Theoretical 43 (33), 335002, 2010 | 107 | 2010 |
Testing the weak-form efficiency of the WTI crude oil futures market ZQ Jiang, WJ Xie, WX Zhou Physica A: Statistical Mechanics and its Applications 405, 235-244, 2014 | 105 | 2014 |
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? GJ Wang, C Xie, L Zhao, ZQ Jiang Journal of International Financial Markets, Institutions and Money 57, 205-230, 2018 | 101 | 2018 |
Who are the net senders and recipients of volatility spillovers in China’s financial markets? GJ Wang, C Xie, ZQ Jiang, HE Stanley Finance research letters 18, 255-262, 2016 | 92 | 2016 |
Extreme risk spillover effects in world gold markets and the global financial crisis GJ Wang, C Xie, ZQ Jiang, HE Stanley International Review of Economics & Finance 46, 55-77, 2016 | 83 | 2016 |
Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application WJ Xie, ZQ Jiang, GF Gu, X Xiong, WX Zhou New Journal of Physics 17 (10), 103020, 2015 | 81 | 2015 |
Complex stock trading network among investors ZQ Jiang, WX Zhou Physica A: Statistical Mechanics and its Applications 389 (21), 4929-4941, 2010 | 77 | 2010 |
Multifractal cross wavelet analysis ZQ Jiang, XL Gao, WX Zhou, HE Stanley Fractals 25 (06), 1750054, 2017 | 76 | 2017 |