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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 11 74
Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach 0 0 5 23 1 4 32 87
Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA 0 0 1 16 1 3 14 129
Asymmetric risk transmission effect of cross-listing stocks between mainland and Hong Kong stock markets based on MF-DCCA method 0 0 1 3 0 0 5 15
Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets 0 0 0 6 1 4 14 40
Carbon trading price forecasting based on parameter optimization VMD and deep network CNN–LSTM model 0 0 0 2 0 1 7 18
Causal relationship between the global foreign exchange market based on complex networks and entropy theory 0 0 0 2 0 1 7 15
Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market 0 0 0 4 0 0 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 1 3 19 305
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 0 0 7 22
Effects of climatic events on the Chinese stock market: applying event analysis 0 0 0 17 1 1 16 82
Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach 0 0 3 6 1 2 29 39
Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis 0 0 0 5 0 1 9 56
Forecasting and backtesting systemic risk in the cryptocurrency market 3 4 7 14 6 10 33 55
Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data 0 0 0 10 2 2 8 74
Multifractal detrended cross-correlations between the Chinese exchange market and stock market 0 0 0 15 0 0 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 0 0 9 17
Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform 0 1 1 11 0 2 14 91
Simulation analysis of multifractal detrended methods based on the ARFIMA process 0 0 0 2 0 1 9 33
Spillover effects in Chinese carbon, energy and financial markets 0 0 1 3 1 2 15 26
Structure Characteristics of the International Stock Market Complex Network in the Perspective of Whole and Part 0 0 0 1 1 1 5 38
The Impact of Participation in PPP Projects on Total Factor Productivity of Listed Companies in China 0 0 0 6 0 0 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 0 0 11 42
The Optimal PPP Model of Emergency Rescue Service 0 0 0 0 0 0 13 17
The asymmetric impact of crude oil futures on the clean energy stock market: Based on the asymmetric variable coefficient quantile regression model 1 2 3 4 2 4 8 10
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 0 5 24
The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market 0 0 0 3 0 1 10 15
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 0 2 27 591
Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries 0 0 0 4 1 2 10 46
Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach 1 2 7 13 3 7 45 67
Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets 0 0 0 3 0 1 13 44
Total Journal Articles 5 9 30 421 23 57 432 2,256


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 3 14 87
Total Books 0 0 0 1 0 3 14 87


Statistics updated 2026-08-07