Access Statistics for Gang-Jin Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Community detection and portfolio optimization 0 0 0 4 0 2 7 19
Joint multifractal analysis based on wavelet leaders 0 0 0 29 0 0 0 38
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 0 0 0 0 1 1
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 22 0 0 0 26
Sector connectedness in the Chinese stock markets 0 0 1 38 0 0 5 69
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 33 1 2 4 75
Stock market as temporal network 0 0 0 36 0 0 1 69
The cooling-off effect of price limits in the Chinese stock markets 0 0 1 14 0 1 5 38
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 0 0 0 1 2 2
Total Working Papers 0 0 2 176 1 6 25 337

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets 0 0 0 0 0 0 0 3
Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning 0 0 4 6 2 2 11 24
Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? 2 2 4 45 5 7 16 119
BP-CVaR: A novel model of estimating CVaR with back propagation algorithm 0 0 0 3 0 1 1 11
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 2 2 7 0 4 5 28
Business conditions, uncertainty shocks and Bitcoin returns 0 0 0 6 1 1 1 29
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 1 1 4 45 1 2 10 172
Correlation structure and dynamics of international real estate securities markets: A network perspective 0 0 2 9 0 0 4 89
Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis 0 0 0 0 1 1 1 8
Cross-correlations and influence in world gold markets 0 0 0 6 0 0 1 44
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket 0 0 1 65 0 1 6 467
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales 0 0 0 16 0 0 2 224
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 0 0 1 10 0 1 5 49
Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach 0 0 0 0 0 1 3 6
Extreme risk spillover effects in world gold markets and the global financial crisis 0 0 1 22 0 3 5 150
Extreme risk spillover network: application to financial institutions 0 0 5 48 1 3 21 179
Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN 0 0 0 2 0 0 0 8
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach 0 0 9 72 3 3 26 256
Forecasting global stock market volatilities in an uncertain world 0 0 3 10 0 0 6 24
Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set 0 0 1 1 0 1 5 5
Forecasting stock market volatility under parameter and model uncertainty 0 0 1 1 2 2 3 3
Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market 1 1 3 8 2 2 4 25
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options 0 0 2 2 1 2 7 7
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets 1 1 8 13 1 5 19 33
Interconnectedness and systemic risk of China's financial institutions 0 0 0 37 0 1 9 178
Interconnectedness between Islamic and conventional banks: a multilayer network view 1 1 4 4 2 3 7 7
Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective 0 0 1 6 0 3 14 28
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 1 1 1 1 1 3 7 7
Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 1 1 3 18 1 3 8 59
Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets 0 0 1 3 0 2 3 5
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 3 16 1 2 10 56
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries 0 0 1 2 0 0 1 3
Multilayer information spillover networks: measuring interconnectedness of financial institutions 0 1 3 25 2 5 11 53
Multilayer network analysis of investor sentiment and stock returns 1 2 5 15 2 4 18 50
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions 0 0 2 2 1 8 12 12
Multiscale correlation networks analysis of the US stock market: a wavelet analysis 0 0 0 55 0 2 4 180
Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions 0 3 5 15 0 3 8 46
Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models 0 0 0 59 0 0 4 295
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 0 0 0 0 2
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China 0 0 1 1 1 2 8 9
Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient 0 0 0 37 1 1 3 186
Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system 0 1 2 3 0 4 8 9
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 0 5 27 3 3 12 122
Sector connectedness in the Chinese stock markets 0 0 5 10 1 2 17 56
Short term prediction of extreme returns based on the recurrence interval analysis 1 1 1 5 1 1 1 39
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree 0 0 2 43 0 2 11 179
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 2 8 0 0 8 28
Stock market as temporal network 0 0 1 3 1 1 4 37
Stock market contagion during the global financial crisis: A multiscale approach 0 0 1 11 1 2 6 107
Systemic risk prediction using machine learning: Does network connectedness help prediction? 2 4 14 14 5 12 39 39
Systemic risk propagation in the Eurozone: A multilayer network approach 0 0 1 1 0 4 5 6
Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries 0 0 0 4 0 2 7 15
The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing 0 0 0 1 0 0 0 13
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 2 0 0 0 22
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 7 0 1 4 34
Volatility connectedness in global foreign exchange markets 1 1 4 42 1 2 20 195
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? 0 0 0 19 0 1 4 114
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 0 2 9 134 3 10 39 514
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 0 0 4 44 0 3 20 162
Who are the net senders and recipients of volatility spillovers in China’s financial markets? 0 0 0 12 0 0 3 70
Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach 0 0 0 0 1 2 4 4
Total Journal Articles 13 25 133 1,083 49 136 501 4,904

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Statistics updated 2025-03-03