Results 1-8 of 8 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
12021Link cascades in complex networks: A mean field approachKing Chun Wong; Sai-Ping Li Chaos 31, 123114
22021New volatility evolution model after extreme eventsMing-Ling Cai; Zhang-Hang Jiang Chen; Sai-Ping Li ; Xiong Xiong; Wei Zhang; Ming-Yuan Yang; Fei RenCHAOS SOLITONS & FRACTALS 154, 111608
32021Study of multinational currency co-movement and exchange rate stability base on network gameXue Jiang; Sai-Ping Li ; Yong Mai; Tao TianFINANCE RESEARCH LETTERS 47(Part A), 102601
42021Cross-region risk spillover between the stock and stock index futures markets under exogenous shocksZhang-Hang JianChen; Sai-Ping Li ; Mei-Ling Cai; Li-Xin Zhong; Fei RenNorth American Journal of Economics and Finance 58, 101451
52020Stock network stability after crashes based on entropy methodMing-Yuan Yang; Fei Ren; Sai-Ping Li Frontiers in Physics 8, 163
62019Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock marketMing-Yuan Yang; Sai-Ping Li ; Yue Wu; Jingtai Tang; Fei RenFINANCE RESEARCH LETTERS 29, 117-124
72019Portfolio Optimization based on Network TopologyYan Li; Xiong-Fei Jiang; Yue Tian; Sai-Ping Li ; Bo ZhengPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 515, 671-681
82019Dynamic lead-lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock marketsFei Ren; Shen-Dan Ji; Mei-Ling Cai; Sai-Ping Li ; Xiong-Fei JiangPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 513, 709-723