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 3 7 2 6 14 33
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 3 5 6
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 22 2 6 9 35
Sector connectedness in the Chinese stock markets 0 0 0 38 8 10 11 80
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 33 0 5 8 81
Stock market as temporal network 0 0 0 36 1 5 8 77
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 14 1 2 5 43
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 0 0 2 2 4 6
Total Working Papers 0 0 3 179 16 39 64 399

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 1 3 3 6
Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning 0 0 1 7 1 6 10 32
Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? 0 3 6 49 2 14 31 144
BP-CVaR: A novel model of estimating CVaR with back propagation algorithm 0 0 1 4 0 0 4 15
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 0 1 7 1 3 12 38
Business conditions, uncertainty shocks and Bitcoin returns 0 0 0 6 0 4 6 34
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 0 0 4 48 3 3 10 181
Correlation structure and dynamics of international real estate securities markets: A network perspective 0 1 1 10 4 5 8 97
Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis 0 0 0 0 2 2 3 10
Cross-correlations and influence in world gold markets 0 0 0 6 2 8 9 53
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket 0 0 1 66 2 2 7 474
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales 0 0 0 16 2 4 5 229
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 0 0 0 10 1 2 2 51
Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach 0 0 0 0 2 2 3 9
Extreme risk spillover effects in world gold markets and the global financial crisis 0 1 1 23 1 3 8 157
Extreme risk spillover network: application to financial institutions 1 2 7 55 4 6 17 194
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 4 13 85 3 11 36 289
Forecasting global stock market volatilities in an uncertain world 1 2 2 12 1 4 7 31
Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set 0 0 0 1 0 4 4 9
Forecasting stock market volatility under parameter and model uncertainty 1 1 1 2 2 4 6 7
Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market 0 0 2 9 1 3 9 32
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options 0 3 5 7 2 9 15 21
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets 1 3 6 18 3 7 15 45
Interconnectedness and systemic risk of China's financial institutions 0 0 0 37 3 7 13 191
Interconnectedness between Islamic and conventional banks: a multilayer network view 0 0 1 4 1 1 5 10
Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective 0 0 5 11 2 9 19 45
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 0 3 3 0 1 8 12
Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 0 0 2 19 1 4 11 68
Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets 0 0 1 4 7 12 17 20
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 3 19 5 9 20 75
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries 0 0 0 2 1 6 8 11
Multilayer information spillover networks: measuring interconnectedness of financial institutions 0 0 0 25 3 6 13 64
Multilayer network analysis of investor sentiment and stock returns 0 0 5 18 1 1 17 64
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions 0 0 3 5 3 7 19 25
Multiscale correlation networks analysis of the US stock market: a wavelet analysis 0 2 2 57 6 11 17 196
Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions 0 0 1 15 4 9 13 58
Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models 0 0 1 60 5 5 7 302
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 0 2 3 7 9
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China 0 0 1 2 1 5 11 19
Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient 0 1 3 40 2 4 7 192
Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system 0 0 0 3 3 5 9 15
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 1 2 29 3 10 18 137
Sector connectedness in the Chinese stock markets 0 1 7 17 4 8 33 87
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 1 5 1 3 5 43
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree 0 0 1 44 0 0 2 181
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 0 2 8 36
Stock market as temporal network 0 0 0 3 0 1 5 41
Stock market contagion during the global financial crisis: A multiscale approach 0 0 0 11 3 4 7 112
Systemic risk prediction using machine learning: Does network connectedness help prediction? 1 4 17 28 3 18 62 92
Systemic risk propagation in the Eurozone: A multilayer network approach 0 1 2 3 1 8 14 17
Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries 0 0 1 5 1 5 10 24
The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing 0 0 0 1 0 1 3 16
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 2 0 4 5 27
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 8 0 3 6 40
Volatility connectedness in global foreign exchange markets 1 1 6 47 10 15 26 219
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? 0 0 1 20 2 4 11 125
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 1 4 12 145 5 12 40 550
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 0 2 5 49 1 6 16 177
Who are the net senders and recipients of volatility spillovers in China’s financial markets? 0 1 2 14 3 8 12 82
Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach 0 1 2 2 5 11 14 17
Total Journal Articles 7 39 143 1,208 132 337 748 5,565

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Statistics updated 2026-01-09