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Duan Wang
Duan Wang
Verified email at bu.edu
Title
Cited by
Cited by
Year
Time-lag cross-correlations in collective phenomena
B Podobnik, D Wang, D Horvatic, I Grosse, HE Stanley
Europhysics Letters 90 (6), 68001, 2010
2332010
Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices
D Wang, B Podobnik, D Horvatić, HE Stanley
Physical Review E 83 (4), 046121, 2011
1522011
1/f behavior in cross-correlations between absolute returns in a US market
I Gvozdanovic, B Podobnik, D Wang, HE Stanley
Physica A: Statistical Mechanics and its Applications 391 (9), 2860-2866, 2012
972012
High-frequency trading model for a complex trading hierarchy
B Podobnik, D Wang, HE Stanley
Quantitative Finance 12 (4), 559-566, 2012
212012
A generalization of random matrix theory and its application to statistical physics
D Wang, X Zhang, D Horvatic, B Podobnik, H Eugene Stanley
Chaos: An Interdisciplinary Journal of Nonlinear Science 27 (2), 2017
62017
Application of statistical physics in time series analysis
D Wang
2015
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Articles 1–6