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 0 7 2 6 17 42
Joint multifractal analysis based on wavelet leaders 0 0 0 29 0 0 1 39
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 0 0 0 2 4 11 12
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 22 3 7 20 46
Sector connectedness in the Chinese stock markets 0 0 0 38 2 3 16 85
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 33 0 3 14 89
Stock market as temporal network 0 0 0 36 3 4 16 86
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 14 1 1 7 45
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 0 0 2 2 7 9
Total Working Papers 0 0 0 179 15 30 109 453


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 6 9
Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning 1 1 1 8 3 4 11 36
Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? 1 1 7 52 2 6 35 156
BP-CVaR: A novel model of estimating CVaR with back propagation algorithm 0 0 1 4 4 5 12 24
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 1 1 8 4 9 22 50
Business conditions, uncertainty shocks and Bitcoin returns 0 0 0 6 1 1 6 36
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks 1 1 4 49 3 7 18 191
Correlation structure and dynamics of international real estate securities markets: A network perspective 0 0 1 10 1 3 16 107
Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis 0 0 0 0 1 1 4 12
Cross-correlations and influence in world gold markets 0 0 0 6 1 2 16 60
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket 0 0 0 66 5 7 14 483
Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales 0 0 0 16 2 5 13 237
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 3 4 6 55
Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach 0 0 0 0 2 3 7 13
Extreme risk spillover effects in world gold markets and the global financial crisis 0 0 1 23 5 8 22 173
Extreme risk spillover network: application to financial institutions 0 1 7 57 1 7 22 203
Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN 0 0 0 2 1 2 3 11
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach 3 3 12 90 4 10 39 307
Forecasting global stock market volatilities in an uncertain world 0 0 2 12 2 2 8 34
Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set 1 2 3 4 8 10 19 24
Forecasting stock market volatility under parameter and model uncertainty 0 0 1 2 3 4 11 14
Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market 0 0 1 9 4 6 14 40
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options 1 1 6 8 7 14 33 42
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets 0 0 5 18 2 5 17 52
Interconnectedness and systemic risk of China's financial institutions 1 3 4 41 6 14 35 213
Interconnectedness between Islamic and conventional banks: a multilayer network view 0 1 1 5 3 5 10 17
Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective 0 0 4 11 2 8 28 58
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 1 3 4 5 9 15 22
Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market 0 0 0 19 2 4 13 74
Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets 0 0 1 4 2 7 23 28
Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions 0 1 3 20 4 11 35 93
Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries 0 0 0 2 4 5 19 22
Multilayer information spillover networks: measuring interconnectedness of financial institutions 2 2 2 27 9 10 23 76
Multilayer network analysis of investor sentiment and stock returns 0 0 1 18 1 7 21 77
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions 0 0 1 5 4 14 28 42
Multiscale correlation networks analysis of the US stock market: a wavelet analysis 1 2 4 59 11 24 49 229
Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions 0 0 0 15 5 11 24 71
Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models 0 0 0 60 3 9 19 315
Predicting tail events in a RIA-EVT-Copula framework 0 0 0 0 2 5 12 14
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China 0 0 1 2 4 5 15 26
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 3 41 4 7 15 202
Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system 0 0 0 3 4 4 12 21
Risk spillovers between oil and stock markets: A VAR for VaR analysis 0 0 2 29 1 4 26 149
Sector connectedness in the Chinese stock markets 0 0 7 17 6 16 48 107
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 0 5 2 3 14 53
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree 0 0 1 44 1 2 5 184
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 1 5 19 48
Stock market as temporal network 0 0 0 3 1 2 10 50
Stock market contagion during the global financial crisis: A multiscale approach 0 0 0 11 2 3 15 122
Systemic risk prediction using machine learning: Does network connectedness help prediction? 1 3 17 34 10 27 84 129
Systemic risk propagation in the Eurozone: A multilayer network approach 0 4 6 7 1 6 22 28
Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries 0 1 3 7 7 10 21 36
The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing 0 0 0 1 2 3 6 19
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 2 5 9 14 36
Time domain and frequency domain Granger causality networks: Application to China’s financial institutions 0 0 1 8 2 4 11 45
Volatility connectedness in global foreign exchange markets 0 1 6 48 5 7 36 231
Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? 0 0 1 20 5 7 20 137
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? 1 2 14 148 5 14 49 569
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 0 0 5 51 4 8 21 189
Who are the net senders and recipients of volatility spillovers in China’s financial markets? 0 0 2 14 1 4 19 89
Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach 0 0 2 2 4 19 36 40
Total Journal Articles 14 32 148 1,255 210 438 1,246 6,230


Statistics updated 2026-05-06