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 3 14 30
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 2 3 4
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 22 2 2 5 31
Sector connectedness in the Chinese stock markets 0 0 0 38 0 1 2 70
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 33 3 4 6 79
Stock market as temporal network 0 0 0 36 2 3 5 74
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 14 1 2 5 42
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 0 0 0 1 3 4
Total Working Papers 0 0 3 179 12 18 43 372

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 1 1 1 4
Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning 0 0 1 7 3 4 7 29
Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? 0 0 3 46 4 7 22 134
BP-CVaR: A novel model of estimating CVaR with back propagation algorithm 0 0 1 4 0 0 5 15
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 0 2 7 1 1 12 36
Business conditions, uncertainty shocks and Bitcoin returns 0 0 0 6 2 2 4 32
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 0 1 4 48 0 2 9 178
Correlation structure and dynamics of international real estate securities markets: A network perspective 0 0 0 9 0 1 4 92
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 5 6 6 50
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket 0 0 1 66 0 1 6 472
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales 0 0 0 16 2 2 3 227
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 0 1 49
Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach 0 0 0 0 0 1 2 7
Extreme risk spillover effects in world gold markets and the global financial crisis 0 0 0 22 0 2 7 154
Extreme risk spillover network: application to financial institutions 1 1 6 54 2 4 16 190
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 3 3 13 84 4 8 32 282
Forecasting global stock market volatilities in an uncertain world 1 1 2 11 1 2 6 28
Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set 0 0 0 1 1 1 5 6
Forecasting stock market volatility under parameter and model uncertainty 0 0 0 1 0 0 2 3
Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market 0 0 2 9 2 2 8 31
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options 1 2 3 5 4 6 11 16
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets 1 2 4 16 2 4 12 40
Interconnectedness and systemic risk of China's financial institutions 0 0 0 37 3 6 11 187
Interconnectedness between Islamic and conventional banks: a multilayer network view 0 0 1 4 0 1 5 9
Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective 0 0 5 11 5 6 19 41
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 1 3 3 1 2 8 12
Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 0 0 3 19 1 2 11 65
Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets 0 0 1 4 2 2 7 10
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 3 19 2 6 14 68
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries 0 0 0 2 3 4 5 8
Multilayer information spillover networks: measuring interconnectedness of financial institutions 0 0 1 25 2 3 12 60
Multilayer network analysis of investor sentiment and stock returns 0 0 6 18 0 2 18 63
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions 0 1 3 5 2 4 16 20
Multiscale correlation networks analysis of the US stock market: a wavelet analysis 2 2 2 57 4 8 11 189
Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions 0 0 3 15 3 5 11 52
Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models 0 0 1 60 0 0 2 297
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 0 1 2 5 7
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China 0 0 1 2 2 2 9 16
Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient 1 2 3 40 2 3 5 190
Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system 0 0 1 3 2 2 10 12
Risk spillovers between oil and stock markets: A VAR for VaR analysis 1 1 2 29 1 2 10 128
Sector connectedness in the Chinese stock markets 0 4 8 16 1 10 29 80
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 1 5 1 2 3 41
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree 0 1 1 44 0 1 4 181
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 1 5 7 35
Stock market as temporal network 0 0 0 3 1 1 5 41
Stock market contagion during the global financial crisis: A multiscale approach 0 0 0 11 1 1 4 109
Systemic risk prediction using machine learning: Does network connectedness help prediction? 1 4 15 25 5 18 55 79
Systemic risk propagation in the Eurozone: A multilayer network approach 1 1 2 3 2 3 9 11
Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries 0 1 1 5 1 2 7 20
The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing 0 0 0 1 0 0 2 15
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 2 2 2 3 25
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 1 1 8 3 4 8 40
Volatility connectedness in global foreign exchange markets 0 0 5 46 2 6 14 206
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? 0 1 1 20 0 2 8 121
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 1 4 12 142 4 11 41 542
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 0 0 3 47 2 3 16 173
Who are the net senders and recipients of volatility spillovers in China’s financial markets? 1 1 2 14 2 3 6 76
Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach 1 1 2 2 1 1 5 7
Total Journal Articles 16 36 135 1,185 99 194 597 5,327

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Statistics updated 2025-11-08