Citation profile for Junjie Hu

Junjie Hu : Citation Profile

Humboldt-Universität Berlin

H index

i10 index

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   2 years (2019 - 2021). See details.
   Cites by year: 13
   Journals where Junjie Hu has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu606
   Updated: 2024-01-16    RAS profile: 2023-03-16
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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 Junjie Hu.

Is cited by:

Qiu, Yue (3)

Pierdzioch, Christian (2)

Xie, Tian (2)

GUPTA, RANGAN (2)

Yoon, Seong-Min (2)

Zhang, Yaojie (1)

ruiz, jesus (1)

Wang, Yudong (1)

Härdle, Wolfgang (1)

Tourani-Rad, Alireza (1)

Guinea, Laurentiu (1)

Cites to:

Shephard, Neil (7)

Bollerslev, Tim (7)

Diebold, Francis (6)

Härdle, Wolfgang (5)

Bouri, Elie (4)

Roubaud, David (4)

Corsi, Fulvio (4)

Hafner, Christian (4)

Andersen, Torben (4)

Patton, Andrew (3)

Elliott, Graham (3)

Main data

Where Junjie Hu has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	2
IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"	2

Recent works citing Junjie Hu (2024 and 2023)

Year	Title of citing document
2023	Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137. Full description at Econpapers \|\| Download paper
2023	Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2023). Guinea, Laurentiu ; Ruiz, Jesus ; Perez, Rafaela. In: UC3M Working papers. Economics. RePEc:cte:werepe:36916. Full description at Econpapers \|\| Download paper
2023	Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613. Full description at Econpapers \|\| Download paper
2023	On the right jump tail inferred from the VIX market. (2023). Izzeldin, Marwan ; Yao, Xingzhi ; Li, Zhenxiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000236. Full description at Econpapers \|\| Download paper
2023	Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840. Full description at Econpapers \|\| Download paper
2023	Does the tail risk index matter in forecasting downside risk?. (2023). Yang, Jimmy J ; Liu, Hungchun ; Hung, Juicheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3451-3466. Full description at Econpapers \|\| Download paper
2023	Forecasting realized volatility of Bitcoin: The informative role of price duration. (2023). Tabche, Ibrahim ; Slim, Skander ; Karathanasopoulos, Andreas ; Osman, Mohamed ; Koubaa, Yosra. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1909-1929. Full description at Econpapers \|\| Download paper

Works by Junjie Hu:

Year	Title	Type	Cited
2021	Risk of Bitcoin Market: Volatility, Jumps, and Forecasts In: Papers. [Full Text][Citation analysis]	paper	26
2019	Risk of Bitcoin Market: Volatility, Jumps, and Forecasts.(2019) In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26	paper
2021	Networks of News and Cross-Sectional Returns In: Papers. [Full Text][Citation analysis]	paper	0
2021	Advanced statistical learning on short term load process forecasting In: IRTG 1792 Discussion Papers. [Full Text][Citation analysis]	paper	0