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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 0 2 9 72
Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach 0 1 5 23 1 8 31 84
Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA 0 0 1 16 2 2 15 128
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 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 6 14 39
Carbon trading price forecasting based on parameter optimization VMD and deep network CNN–LSTM model 0 0 1 2 1 4 8 18
Causal relationship between the global foreign exchange market based on complex networks and entropy theory 0 0 0 2 1 3 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 2 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 7 17 303
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 2 8 22
Effects of climatic events on the Chinese stock market: applying event analysis 0 0 0 17 0 4 15 81
Extreme risk spillovers across energy and carbon markets: Evidence from the quantile extended joint connectedness approach 0 0 3 6 0 6 28 37
Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis 0 0 0 5 1 3 10 56
Forecasting and backtesting systemic risk in the cryptocurrency market 1 1 4 11 3 9 27 48
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 7 72
Multifractal detrended cross-correlations between the Chinese exchange market and stock market 0 0 0 15 0 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 0 3 9 17
Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform 0 0 0 10 1 2 13 90
Simulation analysis of multifractal detrended methods based on the ARFIMA process 0 0 0 2 0 3 8 32
Spillover effects in Chinese carbon, energy and financial markets 0 0 1 3 1 2 14 25
Structure Characteristics of the International Stock Market Complex Network in the Perspective of Whole and Part 0 0 0 1 0 1 4 37
The Impact of Participation in PPP Projects on Total Factor Productivity of Listed Companies in China 0 0 0 6 0 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 0 2 11 42
The Optimal PPP Model of Emergency Rescue Service 0 0 0 0 0 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 1 1 2 3 2 3 7 8
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 1 6 24
The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market 0 0 0 3 1 4 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 2 7 38 591
Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries 0 0 0 4 1 2 9 45
Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach 1 2 7 12 3 16 46 63
Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets 0 0 0 3 0 2 13 43
Total Journal Articles 3 5 27 415 24 126 430 2,223


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 3 5 15 87
Total Books 0 0 0 1 3 5 15 87


Statistics updated 2026-06-04