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
Joint multifractal analysis based on wavelet leaders 0 0 1 29 0 2 6 33
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 1 32 0 2 6 56
Stock market as temporal network 0 0 2 28 0 4 17 37
The cooling-off effect of price limits in the Chinese stock markets 0 1 1 13 1 3 6 20
Total Working Papers 0 1 5 102 1 11 35 146


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 2
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 0 0 5 23 1 10 31 108
Correlation structure and dynamics of international real estate securities markets: A network perspective 0 0 1 6 0 1 9 65
Cross-correlations and influence in world gold markets 1 1 2 6 1 2 12 28
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket 0 2 3 53 9 20 39 402
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales 0 2 2 12 2 22 65 192
Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach 0 0 0 0 0 0 1 2
Extreme risk spillover effects in world gold markets and the global financial crisis 1 1 4 15 2 3 21 76
Extreme risk spillover network: application to financial institutions 1 1 4 13 4 5 26 64
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach 0 1 12 19 1 11 52 68
Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market 0 0 3 3 1 1 9 14
Interconnectedness and systemic risk of China's financial institutions 0 1 8 26 2 9 43 109
Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 0 1 3 7 1 4 8 24
Multiscale correlation networks analysis of the US stock market: a wavelet analysis 0 3 12 35 1 10 37 108
Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models 1 7 33 42 6 23 99 194
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 2 31 0 1 11 162
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 1 8 8 1 4 36 44
Short term prediction of extreme returns based on the recurrence interval analysis 0 1 1 4 0 3 12 31
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree 0 1 5 23 0 2 17 118
Stock market as temporal network 0 0 0 0 0 0 4 14
Stock market contagion during the global financial crisis: A multiscale approach 0 0 3 9 1 3 16 61
The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing 0 0 0 0 0 2 6 8
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 1 0 0 2 15
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? 0 0 4 6 0 7 28 48
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 1 4 32 75 5 40 125 268
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 2 2 7 7 6 10 28 28
Who are the net senders and recipients of volatility spillovers in China’s financial markets? 0 1 2 9 0 2 10 47
Total Journal Articles 7 30 156 433 44 195 747 2,300


Statistics updated 2020-11-03