Junjie Hu : Citation Profile


Are you Junjie Hu?

Humboldt-Universität Berlin

1

H index

0

i10 index

4

Citations

RESEARCH PRODUCTION:

1

Papers

RESEARCH ACTIVITY:

   1 years (2019 - 2019). See details.
   Cites by year: 4
   Journals where Junjie Hu has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu606
   Updated: 2020-11-28    RAS profile: 2020-08-27    
   Missing citations? Add them    Incorrect content? Let us know

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:

GUPTA, RANGAN (1)

Yoon, Seong-Min (1)

Pierdzioch, Christian (1)

Cites to:

Barndorff-Nielsen, Ole (8)

Shephard, Neil (7)

Bollerslev, Tim (7)

Diebold, Francis (5)

Corsi, Fulvio (4)

Andersen, Torben (4)

Bouri, Elie (4)

Renò, Roberto (3)

Patton, Andrew (3)

Molnár, Peter (2)

Balcilar, Mehmet (2)

Main data


Where Junjie Hu has published?


Recent works citing Junjie Hu (2020 and 2019)


YearTitle of citing document
2020A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2010.07402.

Full description at Econpapers || Download paper

2020OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053.

Full description at Econpapers || Download paper

2020Modeling VXX under jump diffusion with stochastic long‐term mean. (2020). Zhang, Jin E ; Gehricke, Sebastian A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1508-1534.

Full description at Econpapers || Download paper

2020Uncertainty and the volatility forecasting power of option‐implied volatility. (2020). Jeon, Byoung Hyun ; Kim, Jun Sik ; Seo, Sung Won. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1109-1126.

Full description at Econpapers || Download paper

Works by Junjie Hu:


YearTitleTypeCited
2019Risk of Bitcoin Market: Volatility, Jumps, and Forecasts In: Papers.
[Full Text][Citation analysis]
paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team