Yujia Hu : Citation Profile

Are you Yujia Hu?

Universität St. Gallen

1

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

2

Articles

1

Papers

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 7
   Journals where Yujia Hu has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu314
   Updated: 2024-11-08    RAS profile: 2024-04-29    
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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 (6)

Lin, Boqiang (4)

Okhrin, Ostap (4)

Zhang, Yaojie (3)

Tzavalis, Elias (2)

Papantonis, Ioannis (2)

Yao, Wenying (1)

Swanson, Norman (1)

Boughrara, Adel (1)

Yang, Xiye (1)

Cheng, Mingmian (1)

Cites to:

Bollerslev, Tim (10)

Andersen, Torben (7)

Lunde, Asger (6)

Hansen, Peter (6)

Diebold, Francis (5)

Corsi, Fulvio (5)

Nason, James (4)

Tauchen, George (4)

Renò, Roberto (3)

Engle, Robert (3)

Laurent, Sébastien (3)

Main data

Where Yujia Hu has published?

Recent works citing Yujia Hu (2024 and 2023)

YearTitle of citing document
2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2023Global financial stress index and long-term volatility forecast for international stock markets. (2023). Huynh, Luu Duc Toan ; Luo, Qin ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000938.

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2023Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237.

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2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

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2024Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Ma, Feng ; Liu, Jing ; Xu, Yanyan ; Chu, Jielei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:543-560.

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2023A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information. (2023). Li, Ziyang ; Chevallier, Julien ; M. I. M. Wahab, ; Ma, Feng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:60-75.

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Works by Yujia Hu:

YearTitleTypeCited
2016Volatility Forecasting: Downside Risk, Jumps and Leverage Effect In: Econometrics.
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2011Volatility Forecasting: Downside Risk, Jumps and Leverage Effect.(2011) In: Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
In: .
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