Editorial member Guangxi Cao Nanjing University of Information Science and Technology, Collaborative Innovation Center on Forecast and Evaluation of Meteorological Disasters, Nanjing, China

Publications (Powered by Scopus)

Cao, G., Han, Y., Cui, W., & Guo, Y. (2014). Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data. Physica A: Statistical Mechanics and its Applications, 414, 308-320. Cao, G., Han, Y., Chen, Y., & Yang, C. (2014). Multifractal detrended cross-correlation between the Chinese domestic and international gold markets based on DCCA and DMCA methods. Modern Physics Letters B, 28 (11), 1450090. Cao, G., Han, Y., Cui, W., & Guo, Y. (2014). Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data. Physica A: Statistical Mechanics and its Applications. Cao, G., Xu, L., & Cao, J. (2012). Multifractal detrended cross-correlations between the Chinese exchange market and stock market. Physica A: Statistical Mechanics and its Applications, 391(20), 4855-4866. Cao, G., Huang, Y., Song, Y. (2013). Convergence of parallel block SSOR multisplitting method for block H-matrix. Calcolo, 50(3), 239-253. Cao, G., Cao, J., & Xu, L. (2013). Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA. Physica A: Statistical Mechanics and its Applications, 392(4), 797-807. Cao, G. (2012). Time-varying effects of changes in the interest rate and the RMB exchange rate on the stock market of China: Evidence from the long-memory TVP-VAR model. Emerging Markets Finance and Trade, 48, 230-248. Cao, G., & Song, Y. (2011). Semiconvergence of parallel multisplitting methods for symmetric positive semidefinite linear systems. Numerical Linear Algebra with Applications, 18(3), 317-324. Yuan, J.-H., Deng, R., Cao, G.-X. (2011). Imitating herding behavior: Based on computational experiments. Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 31 (5), 855-862. Cao, G., & Yuan, J. (2010, October). Fractal Co-integration of RMB Exchange Rate and China's Stock Price. In Chaos-Fractals Theories and Applications (IWCFTA), 2010 International Workshop on (pp. 430-434). IEEE. Cao, G. (2010). Multifractal structure in China's foreign exchange market. International Conference on E-Product E-Service and E-Entertainment, ICEEE2010. Cao, G., Guo, J., & Xu, L. (2009). Comparative Analysis of VaR Estimation of Double Long-Memory GARCH Models: Empirical Analysis of China’s Stock Market. In Cutting-Edge Research Topics on Multiple Criteria Decision Making (pp. 420-428). Springer Berlin Heidelberg. Cao, G., & Song, Y. (2011). Semiconvergence of parallel multisplitting methods for symmetric positive semidefinite linear systems. Numerical Linear Algebra with Applications, 18(3), 317-324. Cao, G., & Song, Y. (2008). On the semiconvergence of additive and multiplicative splitting iterations for singular linear systems. Applied Mathematics and Computation, 204(2), 794-801.