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New dynamics between volume and volatility 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 525, 页码: 1343-1350
Authors:  Zheng ZY(郑泽宇);  Gui J(桂珺);  Qiao, Zhi;  Fu Y(傅洋);  Stanley, H.Eugene;  Li, Baowen
View  |  Adobe PDF(1056Kb)  |  Favorite  |  View/Download:83/15  |  Submit date:2019/04/27
Dynamics  Volume  Volatility  Local maximum volatility  Scaling  
Realized Volatility and Absolute Return Volatility: A Comparison Indicating Market Risk 期刊论文
PLOS ONE, 2014, 卷号: 9, 期号: 7, 页码: 1-10
Authors:  Zheng ZY(郑泽宇);  Qiao, Zhi;  Takaishi, Tetsuya;  Stanley, H. Eugene;  Li, Baowen
View  |  Adobe PDF(688Kb)  |  Favorite  |  View/Download:300/42  |  Submit date:2014/11/03