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Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo; Chi, Xie; Cong, Yu; Yan, Xu - In: Economic modelling 51 (2015), pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; … - In: Quantitative finance 18 (2018) 3, pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
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Multilayer network analysis of investor sentiment and stock returns
Wang, Gang-Jin; Xiong, Lu; Zhu, You; Chi, Xie; Foglia, … - In: Research in international business and finance 62 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10014247313
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Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue; Wang, Gang-Jin; Zhou, Yang; Zhu, You; Chi, Xie; … - In: Journal of international financial markets, … 83 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014306328