Xiye Yang : Citation Profile

Rutgers University-New Brunswick

5

H index

3

i10 index

81

Citations

RESEARCH PRODUCTION:

10

Articles

5

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 11
   Journals where Xiye Yang has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 4 (4.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya517
   Updated: 2025-04-19    RAS profile: 2024-02-07    
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Relations with other researchers

Works with:

Swanson, Norman (2)

Neely, Christopher (2)

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

Is cited by:

Kalnina, Ilze (5)

Neely, Christopher (3)

Xiu, Dacheng (3)

Zhao, Xueyan (2)

Swanson, Norman (2)

Yu, Jun (2)

LINTON, OLIVER (2)

Molnár, Peter (1)

Hilpert, Christian (1)

Meunier, Baptiste (1)

Mancino, Maria Elvira (1)

Cites to:

Bollerslev, Tim (37)

Andersen, Torben (25)

Ait-Sahalia, Yacine (23)

Tauchen, George (22)

Diebold, Francis (19)

Ng, Serena (18)

Bai, Jushan (17)

Swanson, Norman (16)

Xiu, Dacheng (15)

Watson, Mark (12)

Connor, Gregory (10)

Main data

Production by document typearticlepaper20172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2017201820192020202120222023202405101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20172018201920202021202220232024202501020Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2017201820192020202120222023202402040Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents123456702040Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Xiye Yang has published?

Journals with more than one article published# docs
Journal of Econometrics5
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Xiye Yang (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Statistical inference for rough volatility: Central limit theorems. (2022). Szymanski, Gr'Egoire ; Rosenbaum, Mathieu ; Liu, Yanghui ; Hoffmann, Marc ; Chong, Carsten. In: Papers. RePEc:arx:papers:2210.01216.

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2025Asymptotic Expansions for High-Frequency Option Data. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2304.12450.

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2024Volatility 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

2025Minimum Distance Estimation of Quantile Panel Data Models. (2025). Melly, Blaise ; Pons, Martina. In: Papers. RePEc:arx:papers:2502.18242.

Full description at Econpapers || Download paper

2024.

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2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: Bank of England working papers. RePEc:boe:boeewp:1068.

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2024Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; Zhu, Xuening ; Sheng, Lin Wen ; Park, Donghyun ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024A Hawkes model with CARMA(p,q) intensity. (2024). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:1-26.

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2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

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2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

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Works by Xiye Yang:

Year  ↓Title  ↓Type  ↓Cited  ↓
2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models In: Papers.
[Full Text][Citation analysis]		paper2
2018Testing for mutually exciting jumps and financial flights in high frequency data In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2018Testing for mutually exciting jumps and financial flights in high frequency data.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2018Testing for self-excitation in jumps In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2020Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2022Asymptotic properties of correlation-based principal component analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2023Uniform predictive inference for factor models with instrumental and idiosyncratic betas In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2021Forecasting volatility using double shrinkage methods In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2024Mind Your Language: Market Responses to Central Bank Speeches In: Working Papers.
[Full Text][Citation analysis]		paper5
2023Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas In: Departmental Working Papers.
[Full Text][Citation analysis]		paper0
2017Estimation of the Continuous and Discontinuous Leverage Effects In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article34
2021Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2023Estimation of Leverage Effect: Kernel Function and Efficiency In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article2
2020Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team