5
H index
0
i10 index
60
Citations
Yuzhi Cai : Citation Profile
Swansea University | RESEARCH PRODUCTION: 19 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2003 - 2021). 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:
| Cites to:
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Main data
Where Yuzhi Cai has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 3 |
| Journal of Applied Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Swansea University, School of Management | 3 |
Recent works citing Yuzhi Cai (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Non‐crossing quantile double‐autoregression for the analysis of streaming time series data. (2024). Yu, Keming ; Choy, Siu Kai ; Jiang, Rong. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:513-532. Full description at Econpapers || Download paper |
| 2024 | Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000950. Full description at Econpapers || Download paper |
| 2025 | Asymmetric autocorrelation in the crude oil market at multiple scales based on a hybrid approach of variational mode decomposition and quantile autoregression. (2025). Yin, YI ; Zhang, Yali ; Ding, Xinpeng ; He, Jiayi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000366. Full description at Econpapers || Download paper |
| 2024 | Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113. Full description at Econpapers || Download paper |
| 2024 | Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series. (2024). Wang, Wenshan ; Hu, Qian ; Zhao, Luan ; Yang, Kai. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10498-w. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5. Full description at Econpapers || Download paper |
| 2024 | Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05884-y. Full description at Econpapers || Download paper |
| 2025 | Exploring time and frequency linkages of green bond with renewable energy and crypto market. (2025). Yadav, Miklesh Prasad ; Singh, Anurag Bhadur ; Tandon, Priyanka ; Shore, Adam ; Gaur, Pali. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:3:d:10.1007_s10479-022-05074-8. Full description at Econpapers || Download paper |
| 2025 | An automated adaptive trading system for enhanced performance of emerging market portfolios. (2025). Tudor, Cristiana ; Sova, Robert. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00754-3. Full description at Econpapers || Download paper |
| 2025 | Weighted forecasts from SETARs with single- and multiple thresholds. (2025). Gooijer, Jan G. ; de Gooijer, Jan G ; Niglio, Marcella. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:4:d:10.1007_s10260-025-00799-9. Full description at Econpapers || Download paper |
| 2025 | Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets. (2025). Kosmidou, Kyriaki ; Ioannidis, Filippos ; Theodossiou, Panayiotis. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1253-1277. Full description at Econpapers || Download paper |
Works by Yuzhi Cai:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Neighborhood-based socioeconomic position and risk of oral clefts among offspring In: American Journal of Public Health. [Full Text][Citation analysis] | article | 2 |
| 2008 | Quantile self‐exciting threshold autoregressive time series models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 7 |
| 2011 | Multi‐variate time‐series simulation In: Journal of Time Series Analysis. [Citation analysis] | article | 3 |
| 2012 | A new Bayesian approach to quantile autoregressive time series model estimation and forecasting In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 2009 | Autoregression with Non-Gaussian Innovations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Bayesian nonparametric quantile regression using splines In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2007 | A quantile approach to US GNP In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2021 | Stock returns, quantile autocorrelation, and volatility forecasting In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2005 | A forecasting procedure for nonlinear autoregressive time series models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2010 | Forecasting for quantile self-exciting threshold autoregressive time series models In: Biometrika. [Full Text][Citation analysis] | article | 7 |
| 2020 | The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2018 | The threshold GARCH model: estimation and density forecasting for financial returns.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm In: PLOS ONE. [Full Text][Citation analysis] | article | 2 |
| 2021 | How is price explosivity triggered in the cryptocurrency markets? In: Annals of Operations Research. [Full Text][Citation analysis] | article | 7 |
| 2018 | A novel statistical approach to marketing campaigns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | A novel approach to modelling the distribution of financial returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A General Quantile Function Model for Economic and Financial Time Series In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2003 | A simple diagnostic method of outlier detection for stationary Gaussian time series In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2003 | Monitoring the parameter changes in general ARIMA time series models In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Estimating expected shortfall using a quantile function model In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Quantile Double AR Time Series Models for Financial Returns In: Journal of Forecasting. [Citation analysis] | article | 5 |
| 2016 | A COMPARATIVE STUDY OF MONOTONE QUANTILE REGRESSION METHODS FOR FINANCIAL RETURNS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team