Ling-Yun He
Economics and Econometrics · with Chen · 2010–2014
A researcher in the Science corpus: 5 papers; trusts 7 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 54 citations into it; #4,375 of 23,481 by trust here, #7,755 by citations
- Statistical and Nonlinear Physics — 29 citations into it; #2,252 of 10,127 by trust here, #3,735 by citations
- Finance — 22 citations into it; #3,472 of 10,518 by trust here, #4,482 by citations
- Molecular Biology — 11 citations into it
Whom Ling-Yun He trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Boris Podobnik
- Wei‐Xing Zhou
- H. Eugene Stanley
- Davor Horvatic
- Alexander M. Petersen
- Shu-Peng Chen
- Joshua S. Richman
- Bernd Rosenow
- Michele Tumminello
Who trusts Ling-Yun He overall
- Ladislav Kristoufek
- Guangxi Cao
- A. M. S. Filho
- Longbing Xu
- M. F. D. Silva
- Jie Cao
- Shu-Peng Chen
- Gilney F. Zebende
- Feng Ma
- Li Liu
Papers from Ling-Yun He's perspective
Ordered by how strongly the researchers Ling-Yun He trusts endorse each paper. Same corpus, a different order for every researcher.
- Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series. (Physical Review Letters)
- Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
- Time-lag cross-correlations in collective phenomena
- Second-order moving average and scaling of stochastic time series
- A tool for filtering information in complex systems. (Proceedings of the National Academy of Sciences of the United States of America)
- A theory of power-law distributions in financial market fluctuations (Nature)
- Multifractal properties of price fluctuations of stocks and commodities
- Effect of trends on detrended fluctuation analysis. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Generalized autoregressive conditional heteroskedasticity
- Physiological time-series analysis using approximate entropy and sample entropy. (American Journal of Physiology. Heart and Circulatory Physiology)
Their papers
- Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis (2011) — 125 citations
- A new approach to quantify power-law cross-correlation and its application to commodity markets (2011) — 133 citations
- Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets (2011) — 141 citations
- Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives (2010) — 76 citations
- Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market (2014) — 94 citations