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 3 3 7 1 7 11 26
Joint multifractal analysis based on wavelet leaders 0 0 0 29 0 0 0 38
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 0 0 1 1 2 2
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 22 2 2 2 28
Sector connectedness in the Chinese stock markets 0 0 0 38 0 0 1 69
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 33 0 0 3 75
Stock market as temporal network 0 0 0 36 0 1 2 70
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 14 0 0 3 38
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 0 0 1 1 3 3
Total Working Papers 0 3 3 179 5 12 27 349

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
Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning 0 1 5 7 0 1 11 25
Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? 0 0 3 45 1 3 14 122
BP-CVaR: A novel model of estimating CVaR with back propagation algorithm 0 0 0 3 1 2 3 13
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 0 2 7 1 1 5 29
Business conditions, uncertainty shocks and Bitcoin returns 0 0 0 6 0 1 2 30
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 1 1 5 46 1 2 11 174
Correlation structure and dynamics of international real estate securities markets: A network perspective 0 0 1 9 0 2 5 91
Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis 0 0 0 0 0 0 1 8
Cross-correlations and influence in world gold markets 0 0 0 6 0 0 0 44
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket 0 1 2 66 0 2 7 469
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales 0 0 0 16 0 0 1 224
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 0 0 1 10 0 0 4 49
Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach 0 0 0 0 0 0 1 6
Extreme risk spillover effects in world gold markets and the global financial crisis 0 0 1 22 0 1 6 151
Extreme risk spillover network: application to financial institutions 2 4 5 52 3 5 17 184
Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN 0 0 0 2 0 0 0 8
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach 1 7 13 79 2 14 33 270
Forecasting global stock market volatilities in an uncertain world 0 0 2 10 0 2 5 26
Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set 0 0 1 1 0 0 5 5
Forecasting stock market volatility under parameter and model uncertainty 0 0 1 1 0 0 3 3
Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market 0 0 2 8 1 2 5 27
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options 0 0 2 2 0 2 9 9
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets 0 0 3 13 0 2 11 35
Interconnectedness and systemic risk of China's financial institutions 0 0 0 37 1 1 5 179
Interconnectedness between Islamic and conventional banks: a multilayer network view 0 0 4 4 0 0 7 7
Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective 2 3 4 9 2 4 17 32
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 1 1 2 2 1 1 4 8
Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 0 1 4 19 0 2 9 61
Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets 0 0 1 3 1 1 4 6
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 1 3 17 1 3 11 59
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries 0 0 1 2 0 0 1 3
Multilayer information spillover networks: measuring interconnectedness of financial institutions 0 0 3 25 1 1 9 54
Multilayer network analysis of investor sentiment and stock returns 1 3 8 18 2 8 21 58
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions 0 2 4 4 0 2 13 14
Multiscale correlation networks analysis of the US stock market: a wavelet analysis 0 0 0 55 0 0 4 180
Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions 0 0 4 15 0 1 7 47
Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models 0 1 1 60 1 2 4 297
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 0 0 0 0 2
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China 0 0 1 1 0 2 8 11
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 1 38 0 1 4 187
Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system 0 0 1 3 1 1 8 10
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 0 3 27 0 1 10 123
Sector connectedness in the Chinese stock markets 1 1 5 11 5 8 19 64
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 1 5 0 0 1 39
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree 0 0 1 43 0 0 9 179
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 0 1 4 29
Stock market as temporal network 0 0 0 3 0 3 5 40
Stock market contagion during the global financial crisis: A multiscale approach 0 0 0 11 1 1 4 108
Systemic risk prediction using machine learning: Does network connectedness help prediction? 0 3 16 17 2 8 44 47
Systemic risk propagation in the Eurozone: A multilayer network approach 1 1 2 2 1 1 6 7
Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries 0 0 0 4 3 3 7 18
The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing 0 0 0 1 0 0 0 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 0 0 1 7 1 1 4 35
Volatility connectedness in global foreign exchange markets 2 2 3 44 3 3 13 198
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? 0 0 0 19 0 3 6 117
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 2 2 11 136 5 11 41 525
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 0 2 5 46 0 6 18 168
Who are the net senders and recipients of volatility spillovers in China’s financial markets? 1 1 1 13 2 2 4 72
Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach 0 0 0 0 1 1 5 5
Total Journal Articles 15 39 140 1,122 45 125 495 5,029

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Statistics updated 2025-06-06