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 2 4 0 2 6 11
Joint multifractal analysis based on wavelet leaders 0 0 0 29 0 0 1 38
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 22 0 0 1 26
Sector connectedness in the Chinese stock markets 0 1 2 37 0 1 4 63
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 33 0 0 2 71
Stock market as temporal network 0 0 0 36 0 0 2 68
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 13 1 1 3 32
Total Working Papers 0 1 4 174 1 4 19 309


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? 0 0 4 41 1 2 13 102
BP-CVaR: A novel model of estimating CVaR with back propagation algorithm 0 0 1 3 0 1 4 10
Business conditions, uncertainty shocks and Bitcoin returns 0 0 1 6 0 0 3 28
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 0 0 5 41 1 1 13 161
Correlation structure and dynamics of international real estate securities markets: A network perspective 0 0 1 7 0 0 1 85
Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis 0 0 0 0 0 1 1 7
Cross-correlations and influence in world gold markets 0 0 0 6 0 0 2 43
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket 0 0 1 64 0 0 13 461
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales 0 2 3 16 0 2 4 222
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 0 0 1 9 1 1 6 44
Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach 0 0 0 0 0 0 0 3
Extreme risk spillover effects in world gold markets and the global financial crisis 0 0 0 21 0 0 3 145
Extreme risk spillover network: application to financial institutions 0 0 11 43 0 1 35 158
Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN 0 0 0 2 0 0 1 8
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach 0 1 10 61 1 5 38 225
Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market 0 1 2 5 0 2 6 21
Interconnectedness and systemic risk of China's financial institutions 0 0 2 36 0 1 10 168
Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 0 0 1 15 0 0 3 51
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 4 13 2 4 13 45
Multilayer information spillover networks: measuring interconnectedness of financial institutions 0 2 12 22 1 4 20 42
Multiscale correlation networks analysis of the US stock market: a wavelet analysis 0 1 4 55 0 1 5 176
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 5 291
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 1 37 2 3 4 183
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 0 4 22 2 3 14 109
Sector connectedness in the Chinese stock markets 1 1 4 5 2 2 19 37
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 4 0 0 1 38
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree 0 1 7 41 0 2 13 168
Stock market as temporal network 0 0 0 2 0 0 4 33
Stock market contagion during the global financial crisis: A multiscale approach 0 0 0 10 0 0 2 100
The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing 0 0 1 1 0 0 1 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 1 1 1 6 1 2 8 30
Volatility connectedness in global foreign exchange markets 0 1 9 38 1 2 26 174
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? 0 0 3 19 0 1 9 110
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 2 4 8 124 2 8 38 471
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 0 1 5 40 1 4 24 142
Who are the net senders and recipients of volatility spillovers in China’s financial markets? 0 0 1 12 0 0 2 67
Total Journal Articles 4 16 107 888 18 53 364 4,196


Statistics updated 2024-02-04