1. Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing. (2024). Da Silva, Sergio ; Matsushita, Raul ; Nobre, Iuri ; Brando, Helena.
   In: Physica A: Statistical Mechanics and its Applications.
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2. Multifractal analysis of Chinese literary and web novels. (2024). Liu, Yang ; Zhuo, Xuru ; Zhou, Xiaozhu.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002589.

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3. Efficiency of the Stock Markets after the 2008 Financial Crisis: Evidence from the Four Asian Dragons. (2022). Po, KA.
   In: Eurasian Journal of Business and Management.
   RePEc:ejn:ejbmjr:v:10:y:2022:i:2:p:101-115.

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4. Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model. (2022). Orlando, Giuseppe ; Bufalo, Michele.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004888.

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5. Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket. (2021). Soleymani, Farzan ; Paquet, Eric.
   In: Papers.
   RePEc:arx:papers:2105.08664.

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6. Long-range correlation and predictability of Chinese stock prices. (2020). Liu, Lutao ; Wang, Lei.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:549:y:2020:i:c:s037843712030145x.

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7. Long Memory and Stock Market Efficiency: Case of Saudi Arabia. (2020). Lamouchi, Rim Ammar.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2020-03-5.

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8. Testing the Efficiency of Electricity Markets Using a New Composite Measure Based on Nonlinear TS Tools. (2019). Papageorgiou, Panos C ; Krommydas, Konstantinos F ; Papaioannou, George P ; Dikaiakos, Christos ; Stratigakos, Akylas C.
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9. The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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10. Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Shao, Ying-Hui ; Yang, Yan-Hong ; Stanley, Eugene H.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

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11. Investment Strategies that Beat the Market. What Can We Squeeze from the Market?. (2018). Sakowski, Pawel ; Ślepaczuk, Robert ; Grzegorz, Zakrzewski.
    In: Financial Internet Quarterly (formerly e-Finanse).
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12. AR(p)-based detrended fluctuation analysis. (2018). Alvarez-Ramirez, J ; Rodriguez, E.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:502:y:2018:i:c:p:49-57.

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13. Revisiting the multifractality in stock returns and its modeling implications. (2017). Wang, Yudong ; He, Shanshan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:467:y:2017:i:c:p:11-20.

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14. Long Memory and Data Frequency in Financial Markets. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1647.

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15. Long Memory and Data Frequency in Financial Markets. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6396.

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16. Randomness confidence bands of fractal scaling exponents for financial price returns. (2016). Alvarez-Ramirez, J ; Ibarra-Valdez, C.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:83:y:2016:i:c:p:119-124.

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17. Long memory in Indian exchange rates: an application of power-law scaling analysis. (2015). Kumar, Dilip ; Maheswaran, S..
    In: Macroeconomics and Finance in Emerging Market Economies.
    RePEc:taf:macfem:v:8:y:2015:i:1-2:p:90-107.

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18. Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009. (2014). Plastun, Alex ; Makarenko, Inna ; Mynhardt, H. R..
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    RePEc:pra:mprapa:58942.

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19. Testing the weak-form efficiency of the WTI crude oil futures market. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:405:y:2014:i:c:p:235-244.

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20. Extreme value statistics and recurrence intervals of NYMEX energy futures volatility. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:8-17.

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21. Are European equity markets efficient? New evidence from fractal analysis. (2014). Onali, Enrico ; Goddard, John.
    In: Papers.
    RePEc:arx:papers:1402.1440.

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22. Modeling the stylized facts of wholesale system marginal price (SMP) and the impacts of regulatory reforms on the Greek Electricity Market. (2014). Papaioannou, P. ; Parliaris, N..
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23. Investment strategies beating the market. What can we squeeze from the market?. (2012). Sakowski, Pawel ; Ślepaczuk, Robert ; Zakrzewski, Grzegorz.
    In: Working Papers.
    RePEc:war:wpaper:2012-04.

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24. Testing the weak-form efficiency of the WTI crude oil futures market. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1211.4686.

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25. Profitable mean reversion after large price drops: A story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices. (2011). Rudy, Jozef ; Laws, Jason ; Dunis, Christian L.
    In: Journal of Asset Management.
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26. Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant. (2011). Zhou, Wei-Xing ; Ruan, Yong-Ping.
    In: Physica A: Statistical Mechanics and its Applications.
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27. Are European equity markets efficient? New evidence from fractal analysis. (2011). Onali, Enrico ; Goddard, John.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:2:p:59-67.

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28. Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence. (2010). Turvey, Calum ; Power, Gabriel.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:1:p:79-90.

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29. On spurious anti-persistence in the US stock indices. (2010). Krištoufek, Ladislav.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:43:y:2010:i:1:p:68-78.

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1. Multifractal analysis of Chinese literary and web novels. (2024). Liu, Yang ; Zhuo, Xuru ; Zhou, Xiaozhu.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002589.

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2. Coupling correlation adaptive detrended analysis for multiple nonstationary series. (2023). Han, Guosheng ; Wang, Fang.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011979.

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3. Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach. (2022). Ftiti, Zied ; Madani, Mohamed Arbi.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04288-6.

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4. Do the global grain spot markets exhibit multifractal nature?. (2022). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong ; Gao, Xing-Lu.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008426.

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5. Multifractal Analysis of Realized Volatilities in Chinese Stock Market. (2020). Liu, Yufang ; Wu, Xiang ; Zhang, Weiguo ; Fu, Junhui.
   In: Computational Economics.
   RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09920-z.

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6. Detrended moving average partial cross-correlation analysis on financial time series. (2020). Yang, Pengbo ; Zhang, Ningning ; Lin, Aijing.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119316760.

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7. Are cross-correlations between Turkish Stock Exchange and three major country indices multifractal or monofractal?. (2019). Gultekin, Havva ; Canolu-Eki, Ayegul.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:525:y:2019:i:c:p:978-990.

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8. The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi.
   In: Papers.
   RePEc:arx:papers:1912.12590.

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9. The complexity of the HANG SENG Index and its constituencies during the 2007–2008 Great Recession. (2018). Argyroudis, G ; Siokis, F.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:495:y:2018:i:c:p:463-474.

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10. Correlation between the Hurst exponent and the maximal Lyapunov exponent: Examining some low-dimensional conservative maps. (2018). Tarnopolski, Mariusz.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:490:y:2018:i:c:p:834-844.

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11. Temporal and spatial correlation patterns of air pollutants in Chinese cities. (2017). Zhou, Wei-Xing ; Dai, Yue-Hua.
    In: PLOS ONE.
    RePEc:plo:pone00:0182724.

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12. Finite-size effect and the components of multifractality in transport economics volatility based on multifractal detrending moving average method. (2016). Chen, Feier ; Miao, Yuqi ; Ding, Xiaoxu ; Tian, Kang ; Lu, Chun Xia.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:462:y:2016:i:c:p:1058-1066.

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13. On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points. (2016). Tarnopolski, Mariusz.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:461:y:2016:i:c:p:662-673.

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14. Stylized facts of price gaps in limit order books. (2016). Zhou, Wei-Xing ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Gu, Gao-Feng.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:48-58.

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15. The Effect of the Underlying Distribution in Hurst Exponent Estimation. (2015). TRINIDAD-SEGOVIA, JUAN ; Sanchez, Miguel Angel ; Fernandez, Manuel ; Garcia, Jose.
    In: PLOS ONE.
    RePEc:plo:pone00:0127824.

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16. Testing the weak-form efficiency of the WTI crude oil futures market. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:405:y:2014:i:c:p:235-244.

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17. Cross-correlations between spot and futures markets of nonferrous metals. (2014). Wang, Yudong ; Liu, LI.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:400:y:2014:i:c:p:20-30.

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18. Extreme value statistics and recurrence intervals of NYMEX energy futures volatility. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:8-17.

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19. The effect of round-off error on long memory processes. (2014). La Spada, Gabriele ; Fabrizio, Lillo ; Gabriele, La Spada .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:18:y:2014:i:4:p:38:n:5.

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20. Stylized facts of price gaps in limit order books: Evidence from Chinese stocks. (2014). Zhou, Wei-Xing ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Gu, Gao-Feng.
    In: Papers.
    RePEc:arx:papers:1405.1247.

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21. Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm. (2013). Dang, Yaoguo ; Zhou, Weijie ; Gu, Rongbao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:6:p:1429-1438.

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22. Real-time fractal signal processing in the time domain. (2013). Nagy, Zoltan ; Mukli, Peter ; Herman, Peter ; Kocsis, Laszlo ; Hartmann, Andras ; Eke, Andras .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:1:p:89-102.

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23. Statistical properties of the yuan exchange rate index. (2012). Suo, Yuan-Yuan ; Yu, Xiao-Wen ; Wang, Dong-Hua.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:12:p:3503-3512.

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24. Extreme value statistics and recurrence intervals of NYMEX energy futures volatility. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1211.5502.

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25. Testing the weak-form efficiency of the WTI crude oil futures market. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1211.4686.

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26. Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant. (2011). Zhou, Wei-Xing ; Ruan, Yong-Ping.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:9:p:1646-1654.

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27. Commodity predictability analysis with a permutation information theory approach. (2011). Tabak, Benjamin ; Rosso, Osvaldo A. ; Zanin, Massimiliano ; Zunino, Luciano ; Serinaldi, Francesco ; Perez, Dario G..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:5:p:876-890.

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28. A new approach to quantify power-law cross-correlation and its application to commodity markets. (2011). He, Ling-Yun ; Chen, Shu-Peng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:21:p:3806-3814.

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29. Multifractal detrending moving average analysis on the US Dollar exchange rates. (2011). Wang, Yudong ; Pan, Zhiyuan ; Wu, Chongfeng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:20:p:3512-3523.

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30. Are developed and emerging agricultural futures markets multifractal? A comparative perspective. (2010). He, Ling-Yun ; Chen, Shu-Peng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:18:p:3828-3836.

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31. Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series. (2010). Serinaldi, Francesco.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:14:p:2770-2781.

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32. Scaling and memory in the non-Poisson process of limit order cancelation. (2010). Zhou, Wei-Xing ; Ni, Xiao-Hui ; Chen, Wei ; Gu, Gao-Feng ; Ren, Fei ; Jiang, Zhi-Qiang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:14:p:2751-2761.

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33. Mean reversion in the US stock market. (2009). Serletis, Apostolos ; Rosenberg, Aryeh Adam.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:40:y:2009:i:4:p:2007-2015.

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34. Effect of noise on fractal structure. (2008). Serletis, Demitre.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:38:y:2008:i:4:p:921-924.

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