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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 1 2 9 72
Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach 0 2 5 23 2 10 31 83
Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA 0 1 1 16 0 1 13 126
Asymmetric risk transmission effect of cross-listing stocks between mainland and Hong Kong stock markets based on MF-DCCA method 0 0 1 3 2 2 6 15
Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets 0 0 1 6 3 3 11 36
Carbon trading price forecasting based on parameter optimization VMD and deep network CNN–LSTM model 0 0 1 2 1 3 10 17
Causal relationship between the global foreign exchange market based on complex networks and entropy theory 0 0 0 2 2 2 7 14
Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market 0 0 0 4 2 3 8 34
Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market 0 0 0 29 5 8 16 302
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 0 5 2 4 9 22
Effects of climatic events on the Chinese stock market: applying event analysis 0 0 0 17 3 6 15 81
Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach 0 0 5 6 4 9 30 37
Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis 0 0 0 5 1 2 10 55
Forecasting and backtesting systemic risk in the cryptocurrency market 0 1 3 10 5 12 24 45
Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data 0 0 0 10 0 1 9 72
Multifractal detrended cross-correlations between the Chinese exchange market and stock market 0 0 0 15 4 5 12 120
Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition 0 0 0 2 1 4 9 17
Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform 0 0 0 10 1 2 12 89
Simulation analysis of multifractal detrended methods based on the ARFIMA process 0 0 0 2 3 5 8 32
Spillover effects in Chinese carbon, energy and financial markets 0 0 1 3 1 1 13 24
Structure Characteristics of the International Stock Market Complex Network in the Perspective of Whole and Part 0 0 0 1 1 1 5 37
The Impact of Participation in PPP Projects on Total Factor Productivity of Listed Companies in China 0 0 0 6 2 2 7 30
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 1 4 12 42
The Optimal PPP Model of Emergency Rescue Service 0 0 0 0 10 10 13 17
The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model 0 0 1 2 1 1 5 6
The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market 0 0 0 2 0 2 6 24
The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market 0 0 1 3 3 3 10 14
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 1 185 3 5 38 589
Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries 0 0 0 4 0 2 8 44
Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach 0 1 7 11 5 15 44 60
Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets 0 0 0 3 2 2 13 43
Total Journal Articles 0 5 28 412 71 132 423 2,199


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 2 2 12 84
Total Books 0 0 0 1 2 2 12 84


Statistics updated 2026-05-06