Xinsheng Lu
Economics and Econometrics · 2013–2016
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 32 citations into it
- Statistical and Nonlinear Physics — 20 citations into it
- Molecular Biology — 9 citations into it
Whom Xinsheng Lu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Xinsheng Lu's perspective
Ordered by how strongly the researchers Xinsheng Lu 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
- A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate
- Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China
- Multifractal detrended cross-correlation analysis for two nonstationary signals. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis
- Generalized autoregressive conditional heteroskedasticity
- A theory of power-law distributions in financial market fluctuations (Nature)
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Evaluating collaborative filtering recommender systems
Their papers
- Cross-correlations between Baltic Dry Index and crude oil prices (2016) — 95 citations
- Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market (2013) — 68 citations