Tian Xie : Citation Profile


Are you Tian Xie?

Shanghai University of Finance and Economics

3

H index

0

i10 index

17

Citations

RESEARCH PRODUCTION:

9

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 1
   Journals where Tian Xie has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 8 (32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxi225
   Updated: 2022-05-14    RAS profile: 2022-01-24    
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Relations with other researchers


Works with:

Lehrer, Steven (6)

Qiu, Yue (5)

Yu, Jun (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tian Xie.

Is cited by:

Qiu, Yue (2)

Bachmann, Ruediger (1)

ANDRES, ANTONIO (1)

Huber, Martin (1)

LIU, QINGFENG (1)

Sun, Yiguo (1)

Lahiri, Kajal (1)

Wang, Yudong (1)

Vasnev, Andrey (1)

Amavilah, Voxi Heinrich (1)

Carstensen, Kai (1)

Cites to:

Hansen, Bruce (14)

Bollerslev, Tim (10)

Diebold, Francis (9)

Andersen, Torben (8)

Corsi, Fulvio (8)

Fan, Jianqing (6)

Patton, Andrew (6)

Szafarz, Ariane (6)

OOSTERLINCK, Kim (6)

Racine, Jeffrey (5)

Zou, Guohua (5)

Main data


Where Tian Xie has published?


Journals with more than one article published# docs
Economics Letters3

Working Papers Series with more than one paper published# docs
Economics and Statistics Working Papers / Singapore Management University, School of Economics4
Working Paper / Economics Department, Queen's University2

Recent works citing Tian Xie (2021 and 2020)


YearTitle of citing document
2021Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365.

Full description at Econpapers || Download paper

2020Corrected Mallows criterion for model averaging. (2020). Zou, Guohua ; Liao, Jun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302579.

Full description at Econpapers || Download paper

2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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2020Forecasting the Consumer Confidence Index with tree-based MIDAS regressions. (2020). Qiu, Yue. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:247-256.

Full description at Econpapers || Download paper

2021Complete subset least squares support vector regression. (2021). Qiu, Yue. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000148.

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2022Framework based on multiplicative error and residual analysis to forecast bitcoin intraday-volatility. (2022). Kristjanpoller, Werner ; Tapia, Sebastian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008724.

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2021Idiosyncrasies of Money: 21st Century Evolution of Money. (2021). Zeman, Zoltan ; Bares, Lydia ; Mugambi, Paul ; Ogachi, Daniel. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:40-:d:517870.

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2020Finding Nemo: Predicting Movie Performances by Machine Learning Methods. (2020). Lee, Keon-Hyung ; Kim, Iksuk ; Xia, Leixin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:93-:d:355781.

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2021Evaluation of technology clubs by clustering: A cautionary note. (2021). Amavilah, Voxi Heinrich ; Otero, Abraham ; Andres, Antonio Rodriguez. In: MPRA Paper. RePEc:pra:mprapa:109138.

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2021How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Behrendt, Simon ; Ballinari, Daniele. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00038-2.

Full description at Econpapers || Download paper

2021Combining experimental evidence with machine learning to assess anti-corruption educational campaigns among Russian university students. (2021). Huber, Martin ; Solovyeva, Anna ; Leontyeva, Elvira ; Denisova-Schmidt, Elena. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01827-1.

Full description at Econpapers || Download paper

Works by Tian Xie:


YearTitleTypeCited
2020High Dimensional Forecast Combinations Under Latent Structures In: Papers.
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paper0
2021Social media sentiment, model uncertainty, and volatility forecasting In: Economic Modelling.
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article1
2015Prediction model averaging estimator In: Economics Letters.
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article3
2017Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics In: Economics Letters.
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article1
2021Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies In: Economics Letters.
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article0
2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty In: Journal of Empirical Finance.
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article1
2019Forecast Bitcoin Volatility with Least Squares Model Averaging In: Econometrics.
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article1
2016Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood? In: NBER Working Papers.
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paper3
2017Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?.(2017) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 3
article
2018The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success In: NBER Working Papers.
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paper2
2020The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success.(2020) In: Working Paper.
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This paper has another version. Agregated cites: 2
paper
2019Does High Frequency Social Media Data Improve Forecasts of Low Frequency Consumer Confidence Measures? In: NBER Working Papers.
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paper3
2012Least Squares Model Averaging By Prediction Criterion In: Working Paper.
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paper0
2019Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks In: Economics and Statistics Working Papers.
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paper0
2020Forecast combinations in machine learning In: Economics and Statistics Working Papers.
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2020Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods In: Economics and Statistics Working Papers.
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2020Forecasting Singapore GDP using the SPF data In: Economics and Statistics Working Papers.
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2019Machine learning versus econometrics: prediction of box office In: Applied Economics Letters.
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article2
2019Weighing asset pricing factors: a least squares model averaging approach In: Quantitative Finance.
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article0

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