Yuzhi Cai : Citation Profile


Are you Yuzhi Cai?

Swansea University

4

H index

0

i10 index

48

Citations

RESEARCH PRODUCTION:

19

Articles

3

Papers

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 2
   Journals where Yuzhi Cai has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 4 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1281
   Updated: 2024-01-16    RAS profile: 2021-12-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yuzhi Cai.

Is cited by:

Liu, Xiaochun (4)

Liu, Xiaochun (4)

Liu, Xiaochun (4)

Liu, Xiaochun (4)

Galvao, Antonio (3)

Pfarrhofer, Michael (2)

Chavas, Jean-Paul (1)

lucey, brian (1)

Montes-Rojas, Gabriel (1)

Davidova, Sophia (1)

Bailey, Alastair (1)

Cites to:

Engle, Robert (6)

Jagannathan, Ravi (6)

Clements, Michael (5)

Bollerslev, Tim (5)

Smith, Jeremy (4)

Bassett, Gilbert (4)

Xiao, Zhijie (4)

Bouri, Elie (4)

Roubaud, David (4)

Dimpfl, Thomas (3)

koenker, roger (3)

Main data


Where Yuzhi Cai has published?


Journals with more than one article published# docs
Journal of Time Series Analysis3
Journal of Applied Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Swansea University, School of Management3

Recent works citing Yuzhi Cai (2024 and 2023)


YearTitle of citing document
2023Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

Full description at Econpapers || Download paper

2023Bayesian inference for a mixture double autoregressive model. (2023). Dong, Xiaogang ; Yu, Xinyang ; Zhang, Qingqing ; Yang, Kai. In: Statistica Neerlandica. RePEc:bla:stanee:v:77:y:2023:i:2:p:188-207.

Full description at Econpapers || Download paper

2023Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226.

Full description at Econpapers || Download paper

2023Forecasting Chinas stock market volatility with shrinkage method: Can Adaptive Lasso select stronger predictors from numerous predictors?. (2023). Xu, Yongan ; Liang, Chao ; Chen, Zhonglu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3689-3699.

Full description at Econpapers || Download paper

2023Semiparametric estimation of expected shortfall and its application in finance. (2023). Zhao, Yunfan ; Liu, Yinglin ; Fang, Yan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:835-851.

Full description at Econpapers || Download paper

Works by Yuzhi Cai:


YearTitleTypeCited
2015Neighborhood-based socioeconomic position and risk of oral clefts among offspring In: American Journal of Public Health.
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article2
2008Quantile self?exciting threshold autoregressive time series models In: Journal of Time Series Analysis.
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article7
2011Multi?variate time?series simulation In: Journal of Time Series Analysis.
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article3
2012A new Bayesian approach to quantile autoregressive time series model estimation and forecasting In: Journal of Time Series Analysis.
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article5
2009Autoregression with Non-Gaussian Innovations In: Journal of Time Series Econometrics.
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article0
2010Bayesian nonparametric quantile regression using splines In: Computational Statistics & Data Analysis.
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article8
2007A quantile approach to US GNP In: Economic Modelling.
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article2
2021Stock returns, quantile autocorrelation, and volatility forecasting In: International Review of Financial Analysis.
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article1
2005A forecasting procedure for nonlinear autoregressive time series models In: Journal of Forecasting.
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article1
2010Forecasting for quantile self-exciting threshold autoregressive time series models In: Biometrika.
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article7
2020The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* In: The Journal of Financial Econometrics.
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article1
2018The threshold GARCH model: estimation and density forecasting for financial returns.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2014Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm In: PLOS ONE.
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article2
2021How is price explosivity triggered in the cryptocurrency markets? In: Annals of Operations Research.
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article2
2018A novel statistical approach to marketing campaigns In: Working Papers.
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paper0
2018A novel approach to modelling the distribution of financial returns In: Working Papers.
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paper0
2016A General Quantile Function Model for Economic and Financial Time Series In: Econometric Reviews.
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article1
2003A simple diagnostic method of outlier detection for stationary Gaussian time series In: Journal of Applied Statistics.
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article1
2003Monitoring the parameter changes in general ARIMA time series models In: Journal of Applied Statistics.
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article0
2021Estimating expected shortfall using a quantile function model In: International Journal of Finance & Economics.
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article1
2013Quantile Double AR Time Series Models for Financial Returns In: Journal of Forecasting.
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article4
2016A COMPARATIVE STUDY OF MONOTONE QUANTILE REGRESSION METHODS FOR FINANCIAL RETURNS In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0

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