4
H index
0
i10 index
46
Citations
Yuzhi Cai : Citation Profile
Swansea University | RESEARCH PRODUCTION: 19 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2003 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yuzhi Cai. | Is cited by:
| Cites to:
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Main data
Where Yuzhi Cai has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 3 |
| Journal of Applied Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Swansea University, School of Management | 3 |
Recent works citing Yuzhi Cai (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper |
| 2023 | Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649. Full description at Econpapers || Download paper |
| 2023 | Bayesian inference for a mixture double autoregressive model. (2023). Dong, Xiaogang ; Yu, Xinyang ; Zhang, Qingqing ; Yang, Kai. In: Statistica Neerlandica. RePEc:bla:stanee:v:77:y:2023:i:2:p:188-207. Full description at Econpapers || Download paper |
| 2022 | Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x. Full description at Econpapers || Download paper |
| 2022 | Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility. (2022). Guillen, Montserrat ; Vidal-Llana, Xenxo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s106294082200170x. Full description at Econpapers || Download paper |
| 2021 | Fully Convolutional Neural Network: A solution to infer animal behaviours from multi-sensor data. (2021). Chevallier, Damien ; Geiger, Sebastien ; Vigon, Vincent ; Jeantet, Lorene. In: Ecological Modelling. RePEc:eee:ecomod:v:450:y:2021:i:c:s0304380021001253. Full description at Econpapers || Download paper |
| 2022 | Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data. (2022). Karim, Sitara ; Lucey, Brian M ; Iqbal, Najaf ; Naeem, Muhammad Abubakr. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001676. Full description at Econpapers || Download paper |
| 2021 | Bayesian multivariate quantile regression using Dependent Dirichlet Process prior. (2021). Ghosal, Subhashis ; Bhattacharya, Indrabati. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000415. Full description at Econpapers || Download paper |
| 2021 | Spatial cluster detection with threshold quantile regression. (2021). Wang, Huixia Judy ; Sun, Ying ; Lee, Junho. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:8:n:e2696. Full description at Econpapers || Download paper |
| 2023 | Semiparametric estimation of expected shortfall and its application in finance. (2023). Zhao, Yunfan ; Liu, Yinglin ; Fang, Yan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:835-851. Full description at Econpapers || Download paper |
Works by Yuzhi Cai:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Neighborhood-based socioeconomic position and risk of oral clefts among offspring In: American Journal of Public Health. [Full Text][Citation analysis] | article | 2 |
| 2008 | Quantile self?exciting threshold autoregressive time series models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 7 |
| 2011 | Multi?variate time?series simulation In: Journal of Time Series Analysis. [Citation analysis] | article | 3 |
| 2012 | A new Bayesian approach to quantile autoregressive time series model estimation and forecasting In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2009 | Autoregression with Non-Gaussian Innovations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Bayesian nonparametric quantile regression using splines In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2007 | A quantile approach to US GNP In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2021 | Stock returns, quantile autocorrelation, and volatility forecasting In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2005 | A forecasting procedure for nonlinear autoregressive time series models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2010 | Forecasting for quantile self-exciting threshold autoregressive time series models In: Biometrika. [Full Text][Citation analysis] | article | 7 |
| 2020 | The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2018 | The threshold GARCH model: estimation and density forecasting for financial returns.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm In: PLOS ONE. [Full Text][Citation analysis] | article | 2 |
| 2021 | How is price explosivity triggered in the cryptocurrency markets? In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2018 | A novel statistical approach to marketing campaigns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | A novel approach to modelling the distribution of financial returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A General Quantile Function Model for Economic and Financial Time Series In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2003 | A simple diagnostic method of outlier detection for stationary Gaussian time series In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2003 | Monitoring the parameter changes in general ARIMA time series models In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Estimating expected shortfall using a quantile function model In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Quantile Double AR Time Series Models for Financial Returns In: Journal of Forecasting. [Citation analysis] | article | 4 |
| 2016 | A COMPARATIVE STUDY OF MONOTONE QUANTILE REGRESSION METHODS FOR FINANCIAL RETURNS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team