Shou Chen
Economics and Econometrics · 2013
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 16 citations into it
- Statistical and Nonlinear Physics — 13 citations into it
Whom Shou Chen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Shou Chen's perspective
Ordered by how strongly the researchers Shou Chen trusts endorse each paper. Same corpus, a different order for every researcher.
- Noise Dressing of Financial Correlation Matrices
- Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series. (Physical Review Letters)
- Statistical analysis of financial networks (Computational Statistics & Data Analysis)
- Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Detrended cross-correlation analysis for non-stationary time series with periodic trends
- Time-lag cross-correlations in collective phenomena
- Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series
- DCCA cross-correlation coefficient: Quantifying level of cross-correlation
- Multifractal detrended cross-correlations between the Chinese exchange market and stock market
- Physical approach to complex systems