Donghua Wang

发表

Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution: evidence from China

T. Wirjanto, Dinghai Xu, Donghua Wang, 2020 .

Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market

Dinghai Xu, Donghua Wang, Jingru Ji, 2019, Economic Modelling.

Double correlation model for operational risk: Evidence from Chinese commercial banks

Donghua Wang, Jingru Ji, Chi Xu, 2019, Physica A: Statistical Mechanics and its Applications.

Forecasting Crude Oil Prices with a WT-FNN Model

Donghua Wang, Tianhui Fang, 2022, Energies.

Correlation between agricultural markets in dynamic perspective-Evidence from China and the US futures markets

Jing-Qing Tu, Sai-Ping Li, Ruiyue Jia, 2016 .

Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets

Donghua Wang, JingRu Ji, Jing-Qing Tu, 2018, Quantitative Finance.

The lead–lag relationship between the spot and futures markets in China

Sai-Ping Li, Jing-Qing Tu, Donghua Wang, 2017 .

Price–volume cross-correlation analysis of CSI300 index futures

Dong-Hua Wang, Xiao-Wen Yu, Yuan-Yuan Suo, 2013 .

Dynamic relation of Chinese stock price-volume pre- and post- the Split Share Structure Reform: New evidence from a two-state Markov-switching approach

Donghua Wang, Xiaohui Chang, Man Lei, 2015 .

Forecasting the crude oil prices with an EMD-ISBM-FNN model

Donghua Wang, Chunling Zheng, Tianhui Fang, 2022, Energy.

Risk estimation of CSI 300 index spot and futures in China from a new perspective

Dong-Hua Wang, Sai-Ping Li, Sai-Ping Li, 2015 .

Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits

Dinghai Xu, Donghua Wang, Jingru Ji, 2020 .

Statistical properties of the yuan exchange rate index

Xiao-Wen Yu, Donghua Wang, Yuan Suo, 2012 .