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Chongfeng Wu

Shanghai Jiao Tong University

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Publication

Featured researches published by Chongfeng Wu.

Physica A-statistical Mechanics and Its Applications | 2010

Cross-correlations between Chinese A-share and B-share markets

Yudong Wang; Yu Wei; Chongfeng Wu

Physica A-statistical Mechanics and Its Applications | 2011

Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil

Yudong Wang; Yu Wei; Chongfeng Wu

Physica A-statistical Mechanics and Its Applications | 2011

Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis

Yudong Wang; Yu Wei; Chongfeng Wu

Physica A-statistical Mechanics and Its Applications | 2011

Multifractal detrending moving average analysis on the US Dollar exchange rates

Yudong Wang; Chongfeng Wu; Zhiyuan Pan

Physica A-statistical Mechanics and Its Applications | 2010

Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective

Yudong Wang; Yu Wei; Chongfeng Wu

Physica A-statistical Mechanics and Its Applications | 2011

Forecasting volatility in Shanghai and Shenzhen markets based on multifractal analysis

Hongtao Chen; Chongfeng Wu

Journal of Empirical Finance | 2017

Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model

Zhiyuan Pan; Yudong Wang; Chongfeng Wu; Libo Yin

Journal of Forecasting | 2017

Time‐Varying Parameter Realized Volatility Models

Yudong Wang; Zhiyuan Pan; Chongfeng Wu

Physica A-statistical Mechanics and Its Applications | 2007

Exact solutions for KdV system equations hierarchy

Tong-ke Ning; Chongfeng Wu; Da-jun Zhang

Economics Letters | 2016

A nonparametric approach to test for predictability

Zhiyuan Pan; Yudong Wang; Chongfeng Wu

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Collaboration

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Yudong Wang

Nanjing University of Science and Technology

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Zhiyuan Pan

Southwestern University of Finance and Economics

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Yu Wei

Southwest Jiaotong University

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Da-jun Zhang

Shanghai University

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Hongtao Chen

Shanghai Jiao Tong University

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Libo Yin

Central University of Finance and Economics

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Tong-ke Ning

University of Shanghai for Science and Technology

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