Jiao-Jiao Yang
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 Jiao-Jiao Yang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Jiao-Jiao Yang's perspective
Ordered by how strongly the researchers Jiao-Jiao Yang 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