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Zhi-Qiang Jiang
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Year
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
4722011
Multifractal detrending moving-average cross-correlation analysis
ZQ Jiang, WX Zhou
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (1 …, 2011
4272011
Multifractal analysis of financial markets: A review
ZQ Jiang, WJ Xie, WX Zhou, D Sornette
Reports on Progress in Physics 82 (12), 125901, 2019
3602019
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
2992010
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
2282012
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
2202018
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
2142015
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
2102013
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
1352008
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
1272009
Multifractality in stock indexes: fact or fiction?
ZQ Jiang, WX Zhou
Physica A: Statistical Mechanics and its Applications 387 (14), 3605-3614, 2008
1242008
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
1172014
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
1122018
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
1112010
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
1082014
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
982016
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
902016
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
822015
Complex stock trading network among investors
ZQ Jiang, WX Zhou
Physica A: Statistical Mechanics and its Applications 389 (21), 4929-4941, 2010
782010
Multifractal cross wavelet analysis
ZQ Jiang, XL Gao, WX Zhou, HE Stanley
Fractals 25 (06), 1750054, 2017
772017
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