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Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. (2014). Wang, Jun ; Niu, Hongli.
In: Computational Statistics.
RePEc:spr:compst:v:29:y:2014:i:5:p:1045-1063.

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  1. Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis. (2023). Fu, Zeyi ; Wang, Weiqing ; Niu, Hongli.
    In: Computational Economics.
    RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10301-2.

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  2. Cross-correlation complexity and synchronization of the financial time series on Potts dynamics. (2020). Wang, Jun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318424.

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  3. Volatility behavior of visibility graph EMD financial time series from Ising interacting system. (2015). Fang, Wen ; Wang, Jun ; Zhang, BO.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:432:y:2015:i:c:p:301-314.

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  50. On the detection of trends in long-term correlated records. (2009). Rybski, Diego ; Bunde, Armin.
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