F. Wang
Economics and Econometrics · with Bai · 2012–2013
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 14 citations into it
- Statistical and Nonlinear Physics — 9 citations into it
Whom F. Wang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from F. Wang's perspective
Ordered by how strongly the researchers F. Wang trusts endorse each paper. Same corpus, a different order for every researcher.
- Cross-correlations between volume change and price change (Proceedings of the National Academy of Sciences of the United States of America)
- DCCA cross-correlation coefficient: Quantifying level of cross-correlation
- Multifractal detrended fluctuation analysis of sunspot time series
- Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series. (Physical Review Letters)
- Generalized autoregressive conditional heteroskedasticity
- A theory of power-law distributions in financial market fluctuations (Nature)
- Multifractal detrended cross-correlation analysis for two nonstationary signals. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis
- Time series analysis and its applications
- Detrended cross-correlation analysis for non-stationary time series with periodic trends