Guiping Liao
Economics and Econometrics · 2013
A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 22 citations into it
- Statistical and Nonlinear Physics — 13 citations into it
Whom Guiping Liao trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Guiping Liao's perspective
Ordered by how strongly the researchers Guiping Liao trusts endorse each paper. Same corpus, a different order for every researcher.
- DCCA cross-correlation coefficient: Quantifying level of cross-correlation
- 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)
- Cross-correlations between volume change and price change (Proceedings of the National Academy of Sciences of the United States of America)
- 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
- Introduction to Robust Estimation and Hypothesis Testing
Their papers
- Multifractal detrended fluctuation analysis for clustering structures of electricity price periods (2013) — 56 citations
- Multifractal detrended cross-correlation analysis for power markets (2013) — 79 citations