Chi Xie
Economics and Econometrics · with Wang · 2009–2019
A researcher in the Science corpus: 7 papers; trusts 54 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 90 citations into it; #22,607 of 23,481 by trust here, #11,468 by citations
- Finance — 52 citations into it; #10,350 of 10,518 by trust here, #7,575 by citations
- Statistical and Nonlinear Physics — 38 citations into it
- Accounting — 16 citations into it
- Condensed Matter Physics — 10 citations into it
- Artificial Intelligence — 9 citations into it
- Molecular Biology — 8 citations into it
Whom Chi Xie trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Vladimir Boginski
- Jukka-Pekka Onnela
- Yongmiao Hong
- Boris Podobnik
- Wei‐Xing Zhou
- Joseph B. Kruskal
- Michele Tumminello
- H. Eugene Stanley
- Francis X. Diebold
- L. Laloux
Who trusts Chi Xie overall
Papers from Chi Xie's perspective
Ordered by how strongly the researchers Chi Xie trusts endorse each paper. Same corpus, a different order for every researcher.
- Collective dynamics of ‘small-world’ networks
- Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
- Statistical analysis of financial networks (Computational Statistics & Data Analysis)
- A tool for filtering information in complex systems. (Proceedings of the National Academy of Sciences of the United States of America)
- Dynamics of market correlations: taxonomy and portfolio analysis. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series. (Physical Review Letters)
- Investigating causal relations by econometric models and cross-spectral methods
- Power-Law Distributions in Empirical Data
- Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- Time-lag cross-correlations in collective phenomena
Their papers
- Extreme risk spillover network: application to financial institutions (2017) — 251 citations
- Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient (2013) — 127 citations
- Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach (2019) — 322 citations
- When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin (2019) — 230 citations
- Interconnectedness and systemic risk of China's financial institutions (2017) — 211 citations
- Correlation structure and dynamics of international real estate securities markets: A network perspective (2015) — 70 citations
- RMB Exchange Rate Forecasting in the Context of the Financial Crisis (2009) — 3 citations