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Details about Cao Guangxi

Workplace:School of Economics and Management, Nanjing University of Science and Technology, (more information at EDIRC)

Access statistics for papers by Cao Guangxi.

Last updated 2020-01-27. Update your information in the RePEc Author Service.

Short-id: pgu442


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Journal Articles

2018

  1. Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market
    Physica A: Statistical Mechanics and its Applications, 2018, 506, (C), 156-169 Downloads
  2. Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries
    Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 1140-1151 Downloads View citations (2)

2017

  1. Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets
    Physica A: Statistical Mechanics and its Applications, 2017, 468, (C), 119-130 Downloads View citations (13)
  2. Structure Characteristics of the International Stock Market Complex Network in the Perspective of Whole and Part
    Discrete Dynamics in Nature and Society, 2017, 2017, 1-11 Downloads View citations (2)
  3. Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets
    Physica A: Statistical Mechanics and its Applications, 2017, 472, (C), 67-76 Downloads View citations (11)

2016

  1. Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform
    Physica A: Statistical Mechanics and its Applications, 2016, 444, (C), 505-523 Downloads View citations (21)

2015

  1. Effects of climatic events on the Chinese stock market: applying event analysis
    Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2015, 77, (3), 1979-1992 Downloads View citations (2)
  2. Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis
    Physica A: Statistical Mechanics and its Applications, 2015, 436, (C), 25-35 Downloads View citations (15)

2014

  1. Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market
    Physica A: Statistical Mechanics and its Applications, 2014, 393, (C), 460-469 Downloads View citations (33)
  2. Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data
    Physica A: Statistical Mechanics and its Applications, 2014, 414, (C), 308-320 Downloads View citations (16)

2013

  1. Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (4), 797-807 Downloads View citations (41)

2012

  1. Multifractal detrended cross-correlations between the Chinese exchange market and stock market
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4855-4866 Downloads View citations (72)
  2. Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model
    Emerging Markets Finance and Trade, 2012, 48, 230-248 Downloads View citations (8)

Books

2018

  1. Multifractal Detrended Analysis Method and Its Application in Financial Markets
    Springer Books, Springer View citations (4)
 
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