Juan-Juan Cai : Citation Profile

Are you Juan-Juan Cai?

Vrije Universiteit Amsterdam

3

H index

2

i10 index

56

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 6
   Journals where Juan-Juan Cai has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pca1603
   Updated: 2024-04-18    RAS profile: 2022-11-13    
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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 Juan-Juan Cai.

Is cited by:

Einmahl, John (10)

STUPFLER, Gilles (5)

Zhou, Chen (3)

Ojea Ferreiro, Javier (1)

ROMOCEA TURCU, Camelia (1)

Daouia, Abdelaati (1)

Ferreira, Eva (1)

Zeldea, Cristina (1)

Targino, Rodrigo (1)

Enjolras, Geoffroy (1)

He, Yi (1)

Cites to:

Einmahl, John (7)

Acharya, Viral (2)

Zhou, Chen (1)

de Vries, Casper (1)

de Haan, Laurens (1)

PHILIPPON, Thomas (1)

Danielsson, Jon (1)

Poon, Ser-Huang (1)

Magnus, Jan (1)

Pedersen, Lasse (1)

Main data

Where Juan-Juan Cai has published?

Recent works citing Juan-Juan Cai (2024 and 2023)

YearTitle of citing document
2023The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349.

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2023Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach. (2023). Teruzzi, Andrea. In: Papers. RePEc:arx:papers:2311.17239.

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2023A Weissman-type estimator of the conditional marginal expected shortfall. (2023). Qin, Jing ; le Ho, Nguyen Khanh ; Guillou, Armelle ; Goegebeur, Yuri. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:173-196.

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2023Network effects on risk co-movements: A network quantile autoregression-based analysis. (2023). Zhu, Xiaonan ; Shu, Lei ; Gao, YU ; Chen, YU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004427.

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2023Nonparametric estimation of conditional marginal excess moments. (2023). Qin, Jing ; le Ho, Nguyen Khanh ; Guillou, Armelle ; Goegebeur, Yuri. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22001129.

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2023Extreme partial least-squares. (2023). Enjolras, Geoffroy ; Girard, Stephane ; Bousebata, Meryem. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:194:y:2023:i:c:s0047259x22000926.

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2023On dealing with the unknown population minimum in parametric inference. (2023). Suzuki, Adriano Kamimura ; Junqueira, Matheus Henrique. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:107:y:2023:i:3:d:10.1007_s10182-022-00445-9.

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2023Empirical Likelihood Based Testing for Multivariate Regular Variation. (2023). Einmahl, John ; Krajina, Andrea. In: Discussion Paper. RePEc:tiu:tiucen:261583f5-c571-48c6-8cea-945ba6542026.

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2023Empirical Likelihood Based Testing for Multivariate Regular Variation. (2023). Krajina, Andrea ; Einmahl, John. In: Other publications TiSEM. RePEc:tiu:tiutis:261583f5-c571-48c6-8cea-945ba6542026.

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Works by Juan-Juan Cai:

YearTitleTypeCited
2018A high quantile estimator based on the log-generalized Weibull tail limit In: LIDAM Reprints ISBA.
[Citation analysis]		paper2
2018A high quantile estimator based on the log-generalized Weibull tail limit.(2018) In: Econometrics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2015Estimation of the marginal expected shortfall: the mean when a related variable is extreme In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article36
2012Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme.(2012) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2012Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme.(2012) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2020Estimation of the marginal expected shortfall under asymptotic independence In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article5
2012Estimation concerning risk under extreme value conditions In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
2011Estimation of extreme risk regions under multivariate regular variation In: Other publications TiSEM.
[Full Text][Citation analysis]		paper13

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