Jia Wang

According to our database, Jia Wang authored at least 6 papers between 2019 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models.

Jia Wang, MengChu Zhou, Xiwang Guo, Xu Wang, Yusuf Al-Turki

IEEE Trans. Comput. Soc. Syst., June, 2024

Monetary Policy, Investor Sentiment, and the Asymmetric Jump Risk of Chinese Stock Market.

Jia Wang, Pu Chen, Jiacun Wang, Xiwang Guo, Xu Wang

IEEE Trans. Comput. Soc. Syst., April, 2024

2023

Loss Aversion Robust Optimization Model Under Distribution and Mean Return Ambiguity.

Jia Wang, Mengchu Zhou, Xiwang Guo, Liang Qi, Xu Wang

IEEE Trans. Comput. Soc. Syst., December, 2023

2021

A Markov regime switching model for asset pricing and ambiguity measurement of stock market.

Jia Wang, MengChu Zhou, Xiwang Guo, Liang Qi, Xu Wang

Neurocomputing, 2021

2020

Variance Minimization Hedging Analysis Based on a Time-Varying Markovian DCC-GARCH Model.

Jia Wang, MengChu Zhou, Xiu Jin, Xiwang Guo, Liang Qi, Xu Wang

IEEE Trans Autom. Sci. Eng., 2020

2019

Multiperiod Asset Allocation Considering Dynamic Loss Aversion Behavior of Investors.

Jia Wang, MengChu Zhou, Xiwang Guo, Liang Qi

IEEE Trans. Comput. Soc. Syst., 2019