Guangxi Cao

Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA

Guangxi Cao, Jie Cao, Longbing Xu · Physica A Statistical Mechanics and its Applications · 2012 · 142 citations

Economics, Asset Pricing, High-frequency Trading +8

Multifractal detrended cross-correlations between the Chinese exchange market and stock market

Guangxi Cao, Longbing Xu, Jie Cao · Physica A Statistical Mechanics and its Applications · 2012 · 134 citations

Economics, Asset Pricing, Market Trend +7

Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market

Guangxi Cao, Jie Cao, Longbing Xu et al. · Physica A Statistical Mechanics and its Applications · 2013 · 106 citations

Empirical Finance, Cross-correlation Analysis Approach, Asset Pricing +7

Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach

Guangxi Cao, Wenhao Xie · Finance research letters · 2022 · 87 citations

Financial Market, Economics, Financial Economics +8

Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform

Guangxi Cao, Wei Xu · Physica A Statistical Mechanics and its Applications · 2015 · 75 citations

Nonlinear Structure Analysis, Engineering, Filter Bank +5