Zhi-Qiang Jiang

Best Publications

• Statistical tests for power-law cross-correlated processes

  Boris Podobnik;Boris Podobnik;Boris Podobnik;Zhi-Qiang Jiang;Wei-Xing Zhou;H. Eugene Stanley

  478
  Citations

• Multifractal detrending moving average cross-correlation analysis

  Zhi-Qiang Jiang;Wei-Xing Zhou

  400
  Citations

• Multifractal analysis of financial markets

  Zhi-Qiang Jiang;Wen-Jie Xie;Wei-Xing Zhou;Didier Sornette

  388
  Citations

• Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles

  Zhi-Qiang Jiang;Wei-Xing Zhou;Didier Sornette;Didier Sornette;Ryan Woodard

  330
  Citations

• Interconnectedness and systemic risk of China's financial institutions

  Gang-Jin Wang;Gang-Jin Wang;Zhi-Qiang Jiang;Min Lin;Min Lin;Chi Xie

  235
  Citations

• Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

  Xi-Yuan Qian;Ya-Min Liu;Zhi-Qiang Jiang;Boris Podobnik

  224
  Citations

• Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series

  Ying-Hui Shao;Gao-Feng Gu;Zhi-Qiang Jiang;Wei-Xing Zhou

  218
  Citations

• Multifractal analysis of financial markets: a review.

  Zhi-Qiang Jiang;Wen-Jie Xie;Wei-Xing Zhou;Didier Sornette

  149
  Citations

• Multifractal analysis of Chinese stock volatilities based on the partition function approach

  Zhi-Qiang Jiang;Wei-Xing Zhou

  136
  Citations

• Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets

  Yu-Lei Wan;Wen-Jie Xie;Gao-Feng Gu;Zhi-Qiang Jiang

  134
  Citations

• Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

  Xiao-Hui Ni;Zhi-Qiang Jiang;Wei-Xing Zhou

  132
  Citations

• Multifractality in stock indexes: Fact or Fiction?

  Zhi-Qiang Jiang;Wei-Xing Zhou

  123
  Citations

• Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices

  Meng-Cen Qian;Zhi-Qiang Jiang;Wei-Xing Zhou

  119
  Citations

• Testing the weak-form efficiency of the WTI crude oil futures market

  Zhi-Qiang Jiang;Wen-Jie Xie;Wei-Xing Zhou

  112
  Citations

• Systemic risk and spatiotemporal dynamics of the US housing market

  Hao Meng;Wen-Jie Xie;Zhi-Qiang Jiang;Boris Podobnik

  110
  Citations

• Who are the net senders and recipients of volatility spillovers in China’s financial markets?

  Gang-Jin Wang;Gang-Jin Wang;Chi Xie;Zhi-Qiang Jiang;Zhi-Qiang Jiang;H. Eugene Stanley

  99
  Citations

• Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?

  Gang-Jin Wang;Chi Xie;Longfeng Zhao;Longfeng Zhao;Zhi-Qiang Jiang

  96
  Citations

• Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application

  Wen-Jie Xie;Zhi-Qiang Jiang;Gao-Feng Gu;Xiong Xiong

  95
  Citations

• Extreme risk spillover effects in world gold markets and the global financial crisis

  Gang-Jin Wang;Gang-Jin Wang;Chi Xie;Zhi-Qiang Jiang;Zhi-Qiang Jiang;H. Eugene Stanley

  87
  Citations

• Skill complementarity enhances heterophily in collaboration networks

  Wen-Jie Xie;Ming-Xia Li;Zhi-Qiang Jiang;Qun-Zhao Tan

  60
  Citations