Yujia Hu : Citation Profile


Are you Yujia Hu?

Universität St. Gallen

1

H index

1

i10 index

24

Citations

RESEARCH PRODUCTION:

1

Papers

RESEARCH ACTIVITY:

   1 years (2011 - 2011). See details.
   Cites by year: 24
   Journals where Yujia Hu has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu314
   Updated: 2022-05-14    RAS profile: 2012-11-05    
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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 Yujia Hu.

Is cited by:

Fengler, Matthias (5)

Lin, Boqiang (4)

Okhrin, Ostap (2)

Cheng, Mingmian (1)

Yao, Wenying (1)

Dungey, Mardi (1)

Wang, Tianyi (1)

Alexeev, Vitali (1)

Swanson, Norman (1)

Cites to:

Bollerslev, Tim (8)

Andersen, Torben (5)

Lunde, Asger (5)

Diebold, Francis (5)

Hansen, Peter (5)

Tauchen, George (4)

Barndorff-Nielsen, Ole (3)

Nason, James (3)

Clark, Todd (2)

Renò, Roberto (2)

Chernov, Mikhail (2)

Main data


Where Yujia Hu has published?


Recent works citing Yujia Hu (2021 and 2020)


YearTitle of citing document
2020The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets. (2020). Ota, Yasushi ; Maki, Daiki. In: Papers. RePEc:arx:papers:2006.00158.

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2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

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2021Impacts of asymmetry on forecasting realized volatility in Japanese stock markets. (2021). Ota, Yasushi ; Maki, Daiki. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s026499932100122x.

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2020Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market. (2020). Huang, Zhuo ; Wang, Tianyi ; Liang, Fang. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:148-157.

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2021Forecasting volatility using double shrinkage methods. (2021). Cheng, Mingmian ; Yang, Xiye ; Swanson, Norman R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:46-61.

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2021Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information. (2021). Wei, YU ; Ma, Feng ; Li, Yan ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000922.

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2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

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2020Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging. (2020). Mi, Xianhua ; Ma, Chaoqun ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202016.

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2022Which predictor is more predictive for Bitcoin volatility? And why?. (2022). Ma, Feng ; Li, Xiafei ; Zhang, Yaojie ; Liang, Chao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1947-1961.

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2021The information content of uncertainty indices for natural gas futures volatility forecasting. (2021). Zeng, Qing ; Wang, LU ; Ma, Feng ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1310-1324.

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2021Effects of structural changes on the prediction of downside volatility in futures markets. (2021). Lin, Boqiang ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1124-1153.

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2021Jumps in foreign exchange spot rates and the informational efficiency of currency forwards. (2021). Sun, Qiao ; Mollica, Vito ; Ibikunle, Gbenga. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1201-1219.

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Works by Yujia Hu:


YearTitleTypeCited
2011Volatility Forecasting: Downside Risk, Jumps and Leverage Effect In: Economics Working Paper Series.
[Full Text][Citation analysis]
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