Rongbao Gu

Economics and Econometrics · 2007–2010

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 27 citations into it; #16,640 of 23,481 by trust here, #10,386 by citations
• Finance — 15 citations into it
• Statistical and Nonlinear Physics — 15 citations into it; #7,051 of 10,127 by trust here, #3,513 by citations

Whom Rongbao Gu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Kazuhiro Sakai
2. Benjamin Miranda Tabak

Who trusts Rongbao Gu overall

1. Tetsuya Takaishi
2. Yudong Wang
3. Dominik Kwietniak
4. Yu Wei

Papers from Rongbao Gu's perspective

Ordered by how strongly the researchers Rongbao Gu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
2. Multi-scaling in finance
3. AND T
4. Testing for time-varying long-range dependence in volatility for emerging markets
5. Multifractal analysis of Hang Seng index in Hong Kong stock market
6. Multifractal detrended fluctuation analysis of derivative and spot markets
7. Modelling fluctuations of financial time series: from cascade process to stochastic volatility model
8. A Multifractal Model of Asset Returns
9. Long-range dependence and multifractality in the term structure of LIBOR interest rates
10. The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting

Their papers

• Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009) — 209 citations
• Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis (2010) — 100 citations
• The asymptotic average shadowing property and transitivity (2007) — 78 citations