Citation profile for Yi He

Yi He : Citation Profile

Universiteit van Amsterdam

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 2
   Journals where Yi He has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe604
   Updated: 2026-04-11    RAS profile: 2023-03-16
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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 Yi He.

Is cited by:

Einmahl, John (3)

Zhou, Chen (2)

Kuhn, Michael (1)

Prettner, Klaus (1)

Cites to:

Einmahl, John (3)

Tosetti, Elisa (2)

Hallin, Marc (2)

Pesaran, Mohammad (2)

Chudik, Alexander (2)

Chen, Song (2)

Paindaveine, Davy (2)

Chernozhukov, Victor (2)

Fan, Jianqing (2)

Onatski, Alexei (1)

Ng, Serena (1)

Main data

Where Yi He has published?

Recent works citing Yi He (2025 and 2024)

Year	Title of citing document
2025	Portfolio default losses driven by idiosyncratic risks. (2025). Yang, Yang ; Tong, Zhiwei ; Chen, Shaoying. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:765-776. Full description at Econpapers \|\| Download paper
2024	On extreme quantile region estimation under heavy-tailed elliptical distributions. (2024). Ilmonen, Pauliina ; Viitasaari, Lauri ; Pere, Jaakko. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000216. Full description at Econpapers \|\| Download paper
2024	Asymptotics for credit portfolio losses due to defaults in a multi-sector model. (2024). Zhang, Zhimin ; Yang, Yang ; Chen, Shaoying. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05934-5. Full description at Econpapers \|\| Download paper

Works by Yi He:

Year	Title	Type	Cited
2020	Most Powerful Test against High Dimensional Free Alternatives In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis]	paper	0
2019	Statistical Inference for a Relative Risk Measure In: Journal of Business & Economic Statistics. [Full Text][Citation analysis]	article	3
2014	Estimation of Extreme Depth-Based Quantile Regions In: Discussion Paper. [Full Text][Citation analysis]	paper	12
2016	Multivariate extreme value statistics for risk assessment In: Other publications TiSEM. [Full Text][Citation analysis]	paper	0