Access Statistics for Cao Guangxi

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets 0 0 0 12 0 0 5 63
Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach 0 1 6 18 1 5 16 54
Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA 0 0 1 15 1 1 12 114
Asymmetric risk transmission effect of cross-listing stocks between mainland and Hong Kong stock markets based on MF-DCCA method 0 0 0 2 0 0 0 9
Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets 0 0 1 5 0 0 6 25
Carbon trading price forecasting based on parameter optimization VMD and deep network CNN–LSTM model 0 0 1 1 0 3 10 10
Causal relationship between the global foreign exchange market based on complex networks and entropy theory 0 0 0 2 0 1 2 8
Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market 0 0 0 4 0 0 0 26
Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market 0 0 1 29 0 0 6 286
Detrended multiple moving average cross-correlation analysis and its application in the correlation measurement of stock market in Shanghai, Shenzhen, and Hong Kong 0 0 1 5 1 2 5 15
Effects of climatic events on the Chinese stock market: applying event analysis 0 0 1 17 0 1 8 66
Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach 0 3 3 3 1 6 9 10
Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis 0 0 0 5 1 2 2 47
Forecasting and backtesting systemic risk in the cryptocurrency market 0 0 1 7 1 1 4 22
Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data 0 0 1 10 0 2 4 65
Multifractal detrended cross-correlations between the Chinese exchange market and stock market 0 0 0 15 0 0 4 108
Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition 0 1 1 2 0 1 3 8
Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform 0 0 0 10 0 0 1 77
Simulation analysis of multifractal detrended methods based on the ARFIMA process 0 0 0 2 0 0 3 24
Spillover effects in Chinese carbon, energy and financial markets 0 0 0 2 0 0 2 11
Structure Characteristics of the International Stock Market Complex Network in the Perspective of Whole and Part 0 0 0 1 0 1 7 33
The Impact of Participation in PPP Projects on Total Factor Productivity of Listed Companies in China 0 0 2 6 0 0 5 23
The Information Spillover among the Carbon Market, Energy Market, and Stock Market: A Case Study of China’s Pilot Carbon Markets 0 0 0 13 0 1 1 31
The Optimal PPP Model of Emergency Rescue Service 0 0 0 0 0 0 1 4
The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model 0 0 0 1 1 1 1 2
The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market 0 0 1 2 1 1 4 19
The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market 0 1 3 3 0 1 5 5
Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model 0 0 1 184 3 7 18 556
Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries 0 0 0 4 0 0 5 36
Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach 1 2 6 6 2 4 19 19
Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets 0 0 0 3 0 0 1 30
Total Journal Articles 1 8 31 389 13 41 169 1,806


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Detrended Analysis Method and Its Application in Financial Markets 0 0 0 1 0 1 6 72
Total Books 0 0 0 1 0 1 6 72


Statistics updated 2025-07-04