E-LIB Suche - Ergebnisse für: Gu, Gao-Feng

1

An empirical behavioral order-driven model with price limit..:

Gu, Gao-Feng ; Xiong, Xiong ; Xu, Hai-Chuan...
Financial Innovation. 7 (2021) 1 - p. , 2021

Link: https://doi.org/10.1186/..

2

Order imbalances and market efficiency: New evidence from t..:

Zhang, Ting ; Gu, Gao-Feng ; Zhou, Wei-Xing
Emerging Markets Review. 38 (2019) - p. 458-467 , 2019

Link: https://doi.org/10.1016/..

3

Exponentially decayed double power-law distribution of Bitc..:

Li, Mu-Yao ; Cai, Qing ; Gu, Gao-Feng.
Physica A: Statistical Mechanics and its Applications. 535 (2019) - p. 122380 , 2019

Link: https://doi.org/10.1016/..

4

Direct determination approach for the multifractal detrendi..:

Xu, Hai-Chuan ; Gu, Gao-Feng ; Zhou, Wei-Xing
Physical Review E. 96 (2017) 5 - p. , 2017

Link: https://doi.org/10.1103/..

5

Power-law tails in the distribution of order imbalance:

Zhang, Ting ; Gu, Gao-Feng ; Xu, Hai-Chuan...
Physica A: Statistical Mechanics and its Applications. 483 (2017) - p. 201-208 , 2017

Link: https://doi.org/10.1016/..

6

Computational Experiments Successfully Predict the Emergenc..:

Zhou, Jian ; Gu, Gao-Feng ; Jiang, Zhi-Qiang...
Computational Economics. 50 (2016) 4 - p. 579-594 , 2016

Link: https://doi.org/10.1007/..

7

Stylized facts of price gaps in limit order books:

Gu, Gao-Feng ; Xiong, Xiong ; Zhang, Yong-Jie...
Chaos, Solitons & Fractals. 88 (2016) - p. 48-58 , 2016

Link: https://doi.org/10.1016/..

8

Statistical Properties and Pre-Hit Dynamics of Price Limit ..:

Wan, Yu-Lei ; Xie, Wen-Jie ; Gu, Gao-Feng...
PLOS ONE. 10 (2015) 4 - p. e0120312 , 2015

Link: https://doi.org/10.1371/..

9

Joint multifractal analysis based on the partition function..:

Xie, Wen-Jie ; Jiang, Zhi-Qiang ; Gu, Gao-Feng..
New Journal of Physics. 17 (2015) 10 - p. 103020 , 2015

Link: https://doi.org/10.1088/..

10

Empirical properties of inter-cancellation durations in the..:

Gu, Gao-Feng ; Xiong, Xiong ; Zhang, Wei..
Frontiers in Physics. 2 (2014) - p. , 2014

Link: https://doi.org/10.3389/..

11

The position profiles of order cancellations in an emerging..:

Gu, Gao-Feng ; Xiong, Xiong ; Ren, Fei..
Journal of Statistical Mechanics: Theory and Experiment. 2013 (2013) 4 - p. P04027 , 2013

Link: https://doi.org/10.1088/..

12

Comparing the performance of FA, DFA and DMA using differen..:

Shao, Ying-Hui ; Gu, Gao-Feng ; Jiang, Zhi-Qiang..
Scientific Reports. 2 (2012) 1 - p. , 2012

Link: https://doi.org/10.1038/..

13

Effects of long memory in the order submission process on t..:

Meng, Hao ; Ren, Fei ; Gu, Gao-Feng...
EPL (Europhysics Letters). 98 (2012) 3 - p. 38003 , 2012

Link: https://doi.org/10.1209/..

14

Modified detrended fluctuation analysis based on empirical ..:

Qian, Xi-Yuan ; Gu, Gao-Feng ; Zhou, Wei-Xing
Physica A: Statistical Mechanics and its Applications. 390 (2011) 23-24 - p. 4388-4395 , 2011

Link: https://doi.org/10.1016/..

15

On the growth of primary industry and population of China's..:

Xie, Wen-Jie ; Gu, Gao-Feng ; Zhou, Wei-Xing
Physica A: Statistical Mechanics and its Applications. 389 (2010) 18 - p. 3876-3882 , 2010

Link: https://doi.org/10.1016/..