Yujia Hu : Citation Profile

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H index

1

i10 index

45

Citations

RESEARCH PRODUCTION:

3

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 3
   Journals where Yujia Hu has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (2.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu314
   Updated: 2026-06-06    RAS profile: 2026-03-27    
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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 Yujia Hu.

Is cited by:

Fengler, Matthias (6)

Lin, Boqiang (4)

Okhrin, Ostap (4)

Zhang, Yaojie (3)

Tzavalis, Elias (2)

Papantonis, Ioannis (2)

Wang, Tianyi (1)

Yao, Wenying (1)

Fernandes, Marcelo (1)

Chevallier, Julien (1)

Rompolis, Leonidas (1)

Cites to:

Bollerslev, Tim (10)

Andersen, Torben (7)

Lunde, Asger (6)

Hansen, Peter (6)

Corsi, Fulvio (5)

Diebold, Francis (5)

Tauchen, George (4)

Nason, James (4)

Renò, Roberto (3)

Laurent, Sébastien (3)

Bauwens, Luc (3)

Main data

Where Yujia Hu has published?

Recent works citing Yujia Hu (2025 and 2024)

YearTitle of citing document
2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

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2025Double edged coverage? The impact of the analyst coverage network on stock price volatility. (2025). Zhou, QI ; Wang, Lixiang ; Fang, Zhiyi ; Wen, Jia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000903.

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2025Forecasting realized volatility using news flow. (2025). Fernandes, Marcelo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s106297692500081x.

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2024Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Xu, Yanyan ; Liu, Jing ; Chu, Jielei ; Ma, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:543-560.

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2024Asymmetric effect of trading volume on realized volatility. (2024). Maki, Daiki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003800.

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2024Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684.

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2025Realized Real-Time GARCH: A Joint Model for Returns, Realized Measures and Current Information. (2025). Wu, Zhimin ; Cai, Guanghui. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:4:d:10.1007_s10614-024-10805-z.

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2024Unveiling multiscale spatiotemporal dynamics of volatility in high-frequency financial markets. (2024). Chen, Tingting ; Peng, Wenyan ; Ouyang, Fangyan. In: PLOS ONE. RePEc:plo:pone00:0315308.

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2026Exploring the Forecasting of Crude Oil, Gold, and Euro Currency Implied Volatility Indices: Insights From the Decomposed Stock Market Volatility. (2026). Huang, Shiyuan ; Qiao, Gaoxiu ; Jiang, Gongyue. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:3:p:1203-1224.

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2026The Role of Price‐Volatility Cojumps in Volatility Forecasting. (2026). Liao, Kefu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:5:p:931-951.

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Works by Yujia Hu:

YearTitleTypeCited
2025Analyst Reports and Stock Performance: Evidence from the Chinese Market In: Papers.
[Full Text][Citation analysis]		paper0
2016Volatility Forecasting: Downside Risk, Jumps and Leverage Effect In: Econometrics.
[Full Text][Citation analysis]		article45
2011Volatility Forecasting: Downside Risk, Jumps and Leverage Effect.(2011) In: Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2023A Heuristic Approach to Forecasting and Selection of a Portfolio with Extra High Dimensions In: Mathematics.
[Full Text][Citation analysis]		article0
2025Stock Price Limit and Its Predictability in the Chinese Stock Market In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

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