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 2 0 0 3 5
Joint multifractal analysis based on wavelet leaders 0 0 0 29 0 0 0 37
Predicting tail events in a RIA-EVT-Copula framework 0 0 3 22 0 0 5 25
Sector connectedness in the Chinese stock markets 0 0 1 35 0 2 3 61
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 33 0 0 0 69
Stock market as temporal network 0 0 2 36 0 1 6 67
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 13 0 0 1 29
Total Working Papers 0 0 6 170 0 3 18 293

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
Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? 1 1 14 38 1 3 26 92
BP-CVaR: A novel model of estimating CVaR with back propagation algorithm 1 1 2 3 1 1 2 7
Business conditions, uncertainty shocks and Bitcoin returns 0 0 1 5 0 0 1 25
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 0 1 5 37 1 4 13 152
Correlation structure and dynamics of international real estate securities markets: A network perspective 0 1 1 7 0 1 7 85
Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis 0 0 0 0 0 0 3 6
Cross-correlations and influence in world gold markets 0 0 0 6 0 0 2 41
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket 1 1 3 64 2 4 12 452
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales 0 0 0 13 0 1 1 219
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 1 1 3 9 1 1 5 39
Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach 0 0 0 0 0 0 1 3
Extreme risk spillover effects in world gold markets and the global financial crisis 0 0 0 21 0 1 5 143
Extreme risk spillover network: application to financial institutions 2 5 12 37 3 17 42 140
Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN 0 0 0 2 0 1 2 8
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach 2 3 14 54 10 19 54 206
Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market 0 0 0 3 0 0 0 15
Interconnectedness and systemic risk of China's financial institutions 0 0 4 34 0 3 15 161
Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 1 1 3 15 3 3 6 51
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 2 9 1 1 14 33
Multilayer information spillover networks: measuring interconnectedness of financial institutions 1 6 12 16 1 9 18 31
Multiscale correlation networks analysis of the US stock market: a wavelet analysis 0 0 2 51 0 0 10 171
Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models 0 0 1 59 1 3 13 289
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 4 36 0 0 7 179
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 1 3 19 0 5 13 100
Sector connectedness in the Chinese stock markets 1 2 3 3 4 9 25 27
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 4 0 0 0 37
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree 1 2 4 36 1 5 13 160
Stock market as temporal network 0 0 0 2 0 1 3 30
Stock market contagion during the global financial crisis: A multiscale approach 0 0 0 10 1 2 4 100
The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing 1 1 1 1 1 1 1 13
The cooling-off effect of price limits in the Chinese stock markets 0 0 1 2 0 0 1 22
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 0 5 2 2 4 24
Volatility connectedness in global foreign exchange markets 2 3 7 32 7 13 32 161
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? 0 0 2 16 1 2 21 103
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 1 1 13 117 6 13 52 446
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 1 4 12 39 2 7 33 125
Who are the net senders and recipients of volatility spillovers in China’s financial markets? 1 1 1 12 1 1 3 66
Total Journal Articles 18 36 130 817 51 133 464 3,965

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Statistics updated 2023-05-07