- Wei-Xing Zhou, “Finite-size effect and the components of multifractality in financial volatility”, Chaos, Solitons & Fractals, 45, no. 2, 2012, 147
- Xing Li, Fang Su, “The Dynamic Effects of COVID-19 and the March 2020 Crash on the Multifractality of NASDAQ Insurance Stock Markets”, Fractal Fract, 7, no. 1, 2023, 91
- Jean-François Muzy, Rachel Baïle, Emmanuel Bacry, “Random cascade model in the limit of infinite integral scale as the exponential of a nonstationary1/fnoise: Application to volatility fluctuations in stock markets”, Phys. Rev. E, 87, no. 4, 2013, 042813
- Li Liu, Yudong Wang, “Cross-correlations between spot and futures markets of nonferrous metals”, Physica A: Statistical Mechanics and its Applications, 400, 2014, 20
- D. Sornette, S. Utkin, “Limits of declustering methods for disentangling exogenous from endogenous events in time series with foreshocks, main shocks, and aftershocks”, Phys. Rev. E, 79, no. 6, 2009, 061110
- Xianxun Wang, Yadong Mei, Weinan Li, Yanjun Kong, Xiangyu Cong, Wei-Xing Zhou, “Influence of Sub-Daily Variation on Multi-Fractal Detrended Fluctuation Analysis of Wind Speed Time Series”, PLoS ONE, 11, no. 1, 2016, e0146284
- Xing-Lu Gao, Zhi-Qiang Jiang, Wei-Xing Zhou, H. Eugene Stanley, “Comparing null models for testing multifractality in time series”, EPL, 125, no. 1, 2019, 18001
- Suemi Rodriguez-Romo, Antonio Sosa-Herrera, “Lacunarity and multifractal analysis of the large DLA mass distribution”, Physica A: Statistical Mechanics and its Applications, 392, no. 16, 2013, 3316
- Josep Perelló, “Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model”, Physica A: Statistical Mechanics and its Applications, 382, no. 1, 2007, 213
- J. Gierałtowski, J. J. Żebrowski, R. Baranowski, “Multiscale multifractal analysis of heart rate variability recordings with a large number of occurrences of arrhythmia”, Phys. Rev. E, 85, no. 2, 2012, 021915