成果/Result
- Interconnectedness and systemic risk of China's financial institutions被引量：182收藏
- 作者：Wang, Gang-Jin Jiang, Zhi-Qiang Lin, Min Xie, Chi Stanley, H. Eugene
- 机构：Hunan Univ;Hunan Univ;East China Univ Sci & Technol;East China Univ Sci & Technol;Sichuan Normal Univ
- 来源：EMERGING MARKETS REVIEW 2018
- 关键词：Systemic risk Interconnectedness Financial crisis Financial regulation Financial institutions CoVaR
- Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles被引量：152收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing Sornette, Didier Woodard, Ryan Bastiaensen, Ken Cauwels, Peter
- 机构：Swiss Fed Inst Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Univ Geneva
- 来源：JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION 2010
- 关键词：Stock market crash Financial bubble Chinese markets Rational expectation bubble Herding Log-periodic power law Lomb spectral analysis Unit-root test
- Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?被引量：84收藏
- 作者：Wang, Gang-Jin Xie, Chi Zhao, Longfeng Jiang, Zhi-Qiang
- 机构：Hunan Univ;Hunan Univ;Xian Polytech Univ;Hua Zhong Cent China Normal Univ;Hua Zhong Cent China Normal Univ
- 来源：JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 2018
- 关键词：Volatility spillovers Connectedness Commercial banks Chinese banking system Financial regulation Financial network
- Systemic risk and spatiotemporal dynamics of the US housing market被引量：83收藏
- 作者：Meng, Hao Xie, Wen-Jie Jiang, Zhi-Qiang Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Boston Univ;Boston Univ
- 来源：SCIENTIFIC REPORTS 2014
- Testing the weak-form efficiency of the WTI crude oil futures market被引量：74收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2014
- 关键词：Crude oil futures Weak-form efficiency Bootstrapping
- Who are the net senders and recipients of volatility spillovers in China's financial markets?被引量：69收藏
- 作者：Wang, Gang-Jin Xie, Chi Jiang, Zhi-Qiang Stanley, H. Eugene
- 机构：Hunan Univ;Hunan Univ;East China Univ Sci & Technol;Boston Univ;Boston Univ
- 来源：FINANCE RESEARCH LETTERS 2016
- 关键词：Financial markets Volatility Spillovers Financial crisis VAR
- Extreme risk spillover effects in world gold markets and the global financial crisis被引量：69收藏
- 作者：Wang, Gang-Jin Xie, Chi Jiang, Zhi-Qiang Stanley, H. Eugene
- 机构：Hunan Univ;Hunan Univ;Boston Univ;Boston Univ;East China Univ Sci & Technol
- 来源：INTERNATIONAL REVIEW OF ECONOMICS & FINANCE 2016
- 关键词：Gold Risk spillover Financial crisis VaR
- Scaling in the distribution of intertrade durations of Chinese stocks被引量：58收藏
- 作者：Jiang, Zhi-Qiang Chen, Wei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Shenzhen Stock Exchange;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：econophysics intertrade duration Weibull distribution q-exponential distribution scaling Chinese stock markets
- Complex stock trading network among investors被引量：54收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Econophysics Limit order book Trade sizes Trading networks Power-law distribution
- Sector connectedness in the Chinese stock markets被引量：53收藏
- 作者：Shen, Ying-Ying Jiang, Zhi-Qiang Ma, Jun-Chao Wang, Gang-Jin Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Hunan Univ;Hunan Univ
- 来源：EMPIRICAL ECONOMICS 2022
- 关键词：Network connectedness Volatility spillovers Financial networks Stock market sectors Connectedness indexes G14 C51 C52
- The dynamic correlation between policy uncertainty and stock market returns in China被引量：47收藏
- 作者：Yang, Miao Jiang, Zhi-Qiang
- 机构：East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2016
- 关键词：Policy uncertainty Stock market returns DCC-MGARCH
- Statistical properties of world investment networks被引量：44收藏
- 作者：Song, Dong-Ming Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- 关键词：Econophysics Complex networks World investment network Probability distribution Allometric scaling
- Detrended fluctuation analysis of intertrade durations被引量：44收藏
- 作者：Jiang, Zhi-Qiang Chen, Wei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Shenzhen Stock Exchange;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- 关键词：Econophysics Intertrade duration Intraday pattern Long memory Multifractal nature
- Correlation structure and principal components in the global crude oil market被引量：41收藏
- 作者：Dai, Yue-Hua Xie, Wen-Jie Jiang, Zhi-Qiang Jiang, George J. Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;Washington State Univ;East China Univ Sci & Technol
- 来源：EMPIRICAL ECONOMICS 2016
- 关键词：Crude oil Principal component analysis Correlation structure Regionalization Geographical information Eigenvalue
- Extreme value statistics and recurrence intervals of NYMEX energy futures volatility被引量：33收藏
- 作者：Xie, Wen-Jie Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：ECONOMIC MODELLING 2014
- 关键词：Extreme volatility Risk estimation Recurrence interval Distribution Memory
- Endogenous and exogenous dynamics in the fluctuations of capital fluxes - An empirical analysis of the Chinese stock market被引量：32收藏
- 作者：Jiang, Z.-Q. Guo, L. Zhou, W.-X.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：EUROPEAN PHYSICAL JOURNAL B 2007
- 关键词：Financial data processing - Fractals - Mathematical models - Statistical methods
- Skill complementarity enhances heterophily in collaboration networks被引量：29收藏
- 作者：Xie, Wen-Jie Li, Ming-Xia Jiang, Zhi-Qiang Tan, Qun-Zhao Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Shanda Games Ltd
- 来源：SCIENTIFIC REPORTS 2016
- Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns被引量：27收藏
- 作者：Zhou, Jian Gu, Gao-Feng Jiang, Zhi-Qiang Xiong, Xiong Chen, Wei Zhang, Wei Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Tianjin Univ;Tianjin Univ
- 来源：COMPUTATIONAL ECONOMICS 2017
- 关键词：Computational experiment Order-driven model Market efficiency Order direction Long memory
- Is there a housing bubble in China?被引量：26收藏
- 作者：Zhi, Tianhao Li, Zhongfei Jiang, Zhiqiang Wei, Lijian Sornette, Didier
- 机构：BNU HKBU United Int Coll;Sun Yat Sen Univ;East China Univ Sci & Technol;ETH;ETH
- 来源：EMERGING MARKETS REVIEW 2019
- 关键词：Housing bubble Log-period-power-law-singularity Bubble prediction Chinese housing market
- Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant被引量：26收藏
- 作者：Li, Ming-Xia Jiang, Zhi-Qiang Xie, Wen-Jie Xiong, Xiong Zhang, Wei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Tianjin Univ;Tianjin Univ
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2015
- 关键词：Econophysics Trading network Order flow Correlation Stock Warrant
- Profitability of Contrarian Strategies in the Chinese Stock Market被引量：25收藏
- 作者：Shi, Huai-Long Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PLOS ONE 2015
- Profitability of simple technical trading rules of Chinese stock exchange indexes被引量：24收藏
- 作者：Zhu, Hong Jiang, Zhi-Qiang Li, Sai-Ping Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Acad Sinica;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2015
- 关键词：Econophysics Technical trading rules Profitability White's Reality Check Bootstrap Transaction costs
- Online-offline activities and game-playing behaviors of avatars in a massive multiplayer online role-playing game被引量：23收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing Tan, Qun-Zhao
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci;Shanda Interact Entertainment Ltd
- 来源：EPL 2009
- Early warning model based on correlated networks in global crude oil markets被引量：22收藏
- 作者：Yu, Jia-Wei Xie, Wen-Jie Jiang, Zhi-Qiang
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2018
- 关键词：Systemic risk Early warning model Network density Modularity
- Triadic motifs in the dependence networks of virtual societies被引量：19收藏
- 作者：Xie, Wen-Jie Li, Ming-Xia Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：SCIENTIFIC REPORTS 2014
- Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets被引量：19收藏
- 作者：Wan, Yu-Lei Xie, Wen-Jie Gu, Gao-Feng Jiang, Zhi-Qiang Chen, Wei Xiong, Xiong Zhang, Wei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Shenzhen Stock Exchange
- 来源：PLOS ONE 2015
- Short term prediction of extreme returns based on the recurrence interval analysis被引量：16收藏
- 作者：Jiang, Zhi-Qiang Wang, Gang-Jin Canabarro, Askery Podobnik, Boris Xie, Chi Stanley, H. Eugene Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Hunan Univ;Hunan Univ;Boston Univ
- 来源：QUANTITATIVE FINANCE 2018
- 关键词：Extreme return Risk estimation Recurrence interval Return forecasting Hazard probability G130 G110
- City logistics networks based on online freight orders in China被引量：15收藏
- 作者：Ma, Jun-Chao Wang, Li Jiang, Zhi-Qiang Yan, Wanfeng Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Zhicang Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2021
- 关键词：City logistics network Complex network Network centrality Hierarchical structure
- Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets被引量：13收藏
- 作者：Jiang, Zhi-Qiang Canabarro, Askery Podobnik, Boris Stanley, H. Eugene Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;Boston Univ;Boston Univ;Univ Fed Alagoas;Univ Rijeka
- 来源：QUANTITATIVE FINANCE 2016
- 关键词：Extreme volatility Risk estimation Recurrence interval Large volatility forecasting Distribution Hazard probability
- Testing the performance of technical trading rules in the Chinese markets based on superior predictive test被引量：13收藏
- 作者：Wang, Shan Jiang, Zhi-Qiang Li, Sai-Ping Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Acad Sinica;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2015
- 关键词：Econophysics Technical analysis Data-snooping Bootstrap method Superior predictive ability
