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 6 17 36
Joint multifractal analysis based on wavelet leaders 0 0 0 29 1 1 1 39
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 0 0 2 4 7 8
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 22 4 8 13 39
Sector connectedness in the Chinese stock markets 0 0 0 38 2 12 13 82
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 33 5 7 12 86
Stock market as temporal network 0 0 0 36 5 8 13 82
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 14 1 2 6 44
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 0 0 1 3 5 7
Total Working Papers 0 0 3 179 24 51 87 423

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 2 4 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 3 10 32
Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? 2 5 8 51 6 16 36 150
BP-CVaR: A novel model of estimating CVaR with back propagation algorithm 0 0 1 4 4 4 8 19
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 0 0 7 3 5 13 41
Business conditions, uncertainty shocks and Bitcoin returns 0 0 0 6 1 3 7 35
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 0 0 4 48 3 6 13 184
Correlation structure and dynamics of international real estate securities markets: A network perspective 0 1 1 10 7 12 15 104
Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis 0 0 0 0 1 3 4 11
Cross-correlations and influence in world gold markets 0 0 0 6 5 8 14 58
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket 0 0 1 66 2 4 9 476
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales 0 0 0 16 3 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 2 2 51
Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach 0 0 0 0 1 3 4 10
Extreme risk spillover effects in world gold markets and the global financial crisis 0 1 1 23 8 11 15 165
Extreme risk spillover network: application to financial institutions 1 2 8 56 2 6 18 196
Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN 0 0 0 2 1 1 1 9
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach 2 3 15 87 8 15 44 297
Forecasting global stock market volatilities in an uncertain world 0 1 2 12 1 4 8 32
Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set 1 1 1 2 5 8 9 14
Forecasting stock market volatility under parameter and model uncertainty 0 1 1 2 3 7 9 10
Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market 0 0 2 9 2 3 11 34
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options 0 2 5 7 7 12 22 28
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets 0 2 6 18 2 7 15 47
Interconnectedness and systemic risk of China's financial institutions 1 1 1 38 8 12 21 199
Interconnectedness between Islamic and conventional banks: a multilayer network view 0 0 1 4 2 3 7 12
Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective 0 0 5 11 5 9 22 50
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 0 3 3 1 1 7 13
Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 0 0 2 19 2 5 12 70
Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets 0 0 1 4 1 11 16 21
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 3 19 7 14 27 82
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries 0 0 0 2 6 9 14 17
Multilayer information spillover networks: measuring interconnectedness of financial institutions 0 0 0 25 2 6 15 66
Multilayer network analysis of investor sentiment and stock returns 0 0 4 18 6 7 22 70
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions 0 0 3 5 3 8 17 28
Multiscale correlation networks analysis of the US stock market: a wavelet analysis 0 0 2 57 9 16 25 205
Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions 0 0 0 15 2 8 14 60
Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models 0 0 1 60 4 9 11 306
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 0 0 2 7 9
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China 0 0 1 2 2 5 13 21
Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient 1 1 4 41 3 5 10 195
Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system 0 0 0 3 2 5 8 17
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 0 2 29 8 17 26 145
Sector connectedness in the Chinese stock markets 0 1 7 17 4 11 36 91
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 1 5 7 9 12 50
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree 0 0 1 44 1 1 3 182
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 7 8 15 43
Stock market as temporal network 0 0 0 3 7 7 12 48
Stock market contagion during the global financial crisis: A multiscale approach 0 0 0 11 7 10 13 119
Systemic risk prediction using machine learning: Does network connectedness help prediction? 3 6 19 31 10 23 68 102
Systemic risk propagation in the Eurozone: A multilayer network approach 0 0 2 3 5 11 16 22
Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries 1 1 2 6 2 6 11 26
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 2 5 27
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 8 1 1 7 41
Volatility connectedness in global foreign exchange markets 0 1 6 47 5 18 30 224
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? 0 0 1 20 5 9 16 130
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 1 4 12 146 5 13 44 555
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 2 4 7 51 4 8 19 181
Who are the net senders and recipients of volatility spillovers in China’s financial markets? 0 0 2 14 3 9 15 85
Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach 0 0 2 2 4 14 18 21
Total Journal Articles 15 38 153 1,223 227 465 937 5,792

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Statistics updated 2026-02-12