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 3 8 20 39
Joint multifractal analysis based on wavelet leaders 0 0 0 29 0 1 1 39
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 0 0 1 3 8 9
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 22 1 7 14 40
Sector connectedness in the Chinese stock markets 0 0 0 38 1 11 14 83
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 33 1 6 12 87
Stock market as temporal network 0 0 0 36 0 6 13 82
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 14 0 2 6 44
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 0 0 0 3 5 7
Total Working Papers 0 0 3 179 7 47 93 430

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 3 5 8
Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning 0 0 1 7 0 1 8 32
Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? 0 2 6 51 2 10 33 152
BP-CVaR: A novel model of estimating CVaR with back propagation algorithm 0 0 1 4 1 5 9 20
Bearish Vs Bullish risk network: A Eurozone financial system analysis 1 1 1 8 5 9 18 46
Business conditions, uncertainty shocks and Bitcoin returns 0 0 0 6 0 1 6 35
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 0 0 3 48 1 7 13 185
Correlation structure and dynamics of international real estate securities markets: A network perspective 0 0 1 10 0 11 15 104
Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis 0 0 0 0 0 3 3 11
Cross-correlations and influence in world gold markets 0 0 0 6 1 8 15 59
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket 0 0 1 66 2 6 11 478
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales 0 0 0 16 0 5 8 232
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 0 1 2 51
Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach 0 0 0 0 0 3 4 10
Extreme risk spillover effects in world gold markets and the global financial crisis 0 0 1 23 2 11 17 167
Extreme risk spillover network: application to financial institutions 1 3 9 57 6 12 23 202
Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN 0 0 0 2 0 1 1 9
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach 0 2 15 87 2 13 43 299
Forecasting global stock market volatilities in an uncertain world 0 1 2 12 0 2 8 32
Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set 0 1 1 2 1 6 10 15
Forecasting stock market volatility under parameter and model uncertainty 0 1 1 2 0 5 7 10
Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market 0 0 1 9 0 3 9 34
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options 0 0 5 7 1 10 22 29
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets 0 1 5 18 2 7 16 49
Interconnectedness and systemic risk of China's financial institutions 1 2 2 39 4 15 25 203
Interconnectedness between Islamic and conventional banks: a multilayer network view 1 1 1 5 2 5 7 14
Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective 0 0 5 11 0 7 22 50
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 1 1 3 4 3 4 9 16
Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 0 0 1 19 0 3 11 70
Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets 0 0 1 4 2 10 18 23
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 3 19 3 15 29 85
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries 0 0 0 2 1 8 15 18
Multilayer information spillover networks: measuring interconnectedness of financial institutions 0 0 0 25 1 6 14 67
Multilayer network analysis of investor sentiment and stock returns 0 0 3 18 0 7 20 70
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions 0 0 3 5 1 7 17 29
Multiscale correlation networks analysis of the US stock market: a wavelet analysis 0 0 2 57 4 19 29 209
Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions 0 0 0 15 2 8 16 62
Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models 0 0 1 60 1 10 12 307
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 0 2 4 9 11
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China 0 0 1 2 1 4 13 22
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 4 41 0 5 9 195
Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system 0 0 0 3 0 5 8 17
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 0 2 29 2 13 25 147
Sector connectedness in the Chinese stock markets 0 0 7 17 7 15 42 98
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 5 0 8 11 50
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree 0 0 1 44 0 1 3 182
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 2 9 17 45
Stock market as temporal network 0 0 0 3 0 7 11 48
Stock market contagion during the global financial crisis: A multiscale approach 0 0 0 11 0 10 12 119
Systemic risk prediction using machine learning: Does network connectedness help prediction? 2 6 19 33 10 23 73 112
Systemic risk propagation in the Eurozone: A multilayer network approach 1 1 3 4 2 8 18 24
Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries 0 1 2 6 2 5 13 28
The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing 0 0 0 1 1 1 4 17
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 2 3 3 8 30
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 8 1 2 8 42
Volatility connectedness in global foreign exchange markets 0 1 5 47 0 15 29 224
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? 0 0 1 20 1 8 17 131
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 0 2 12 146 2 12 43 557
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 0 2 7 51 3 8 22 184
Who are the net senders and recipients of volatility spillovers in China’s financial markets? 0 0 2 14 2 8 17 87
Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach 0 0 2 2 2 11 19 23
Total Journal Articles 8 30 148 1,231 93 452 981 5,885

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Statistics updated 2026-03-04