Yuzhi Cai : Citation Profile


Are you Yuzhi Cai?

Swansea University

3

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

13

Articles

RESEARCH ACTIVITY:

   13 years (2003 - 2016). See details.
   Cites by year: 1
   Journals where Yuzhi Cai has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1281
   Updated: 2018-09-15    RAS profile: 2018-08-09    
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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)

Olmo, Jose (1)

Montes Rojas, Gabriel (1)

Bailey, Alastair (1)

Chavas, Jean-Paul (1)

Kostov, Philip (1)

Davidova, Sophia (1)

Chen, Cathy W. S. (1)

Cites to:

Clements, Michael (5)

Smith, Jeremy (4)

koenker, roger (3)

Xiao, Zhijie (3)

Potter, Simon (2)

Bassett, Gilbert (2)

Teräsvirta, Timo (2)

Koop, Gary (1)

Krolzig, Hans-Martin (1)

Inclan, Carla (1)

Feng, Hui (1)

Main data


Where Yuzhi Cai has published?


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

Recent works citing Yuzhi Cai (2018 and 2017)


YearTitle of citing document
2018Bayesian quantile regression using the skew exponential power distribution. (2018). Bernardi, Mauro ; Petrella, Lea ; Bottone, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:92-111.

Full description at Econpapers || Download paper

2017On a vector double autoregressive model. (2017). Zhu, Huafeng ; Li, Yuan ; Liang, Xin ; Zhang, Xingfa . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:86-95.

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2017Resilience, Weather and Dynamic Adjustments in Agroecosystems: The Case of Wheat Yield in England. (2017). Chavas, Jean-Paul ; Falco, Salvatore . In: Environmental & Resource Economics. RePEc:kap:enreec:v:67:y:2017:i:2:d:10.1007_s10640-015-9987-9.

Full description at Econpapers || Download paper

2018A novel approach to modelling the distribution of financial returns. (2018). Cai, Yuzhi ; Li, Guodong. In: Working Papers. RePEc:swn:wpaper:2018-22.

Full description at Econpapers || Download paper

2018The threshold GARCH model: estimation and density forecasting for financial returns. (2018). Cai, Yuzhi ; Stander, Julian . In: Working Papers. RePEc:swn:wpaper:2018-23.

Full description at Econpapers || Download paper

Works by Yuzhi Cai:


YearTitleTypeCited
2008Quantile self-exciting threshold autoregressive time series models In: Journal of Time Series Analysis.
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article4
2011Multi‐variate time‐series simulation In: Journal of Time Series Analysis.
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article2
2012A new Bayesian approach to quantile autoregressive time series model estimation and forecasting In: Journal of Time Series Analysis.
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article4
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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article3
2007A quantile approach to US GNP In: Economic Modelling.
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article2
2005A forecasting procedure for nonlinear autoregressive time series models In: Journal of Forecasting.
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article0
2010Forecasting for quantile self-exciting threshold autoregressive time series models In: Biometrika.
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article7
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
2013Quantile Double AR Time Series Models for Financial Returns In: Journal of Forecasting.
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article1
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team