Yirong Huang, Sr. : Citation Profile

Are you Yirong Huang, Sr.?

Sun Yat-Sen University

2

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0

i10 index

13

Citations

RESEARCH PRODUCTION:

2

Articles

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 3
   Journals where Yirong Huang, Sr. has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phu590
   Updated: 2023-08-19    RAS profile: 2020-04-22    
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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 Yirong Huang, Sr..

Is cited by:

Smales, Lee (2)

Makhlouf, Farid (1)

Aruga, Kentaka (1)

Selmi, Refk (1)

Do, Hung (1)

Bekiros, Stelios (1)

Al-Faryan, Mamdouh Abdulaziz Sa (1)

Brooks, Robert (1)

Herrera, Rodrigo (1)

Cites to:

Engle, Robert (2)

Andrews, Donald (2)

Theodossiou, Panayiotis (1)

Roll, Richard (1)

masulis, ronald (1)

Ito, Takatoshi (1)

Pedersen, Lasse (1)

Poon, Ser-Huang (1)

Hamao, Yasushi (1)

Rouwenhorst, K. (1)

Wooldridge, Jeffrey (1)

Main data

Where Yirong Huang, Sr. has published?

Recent works citing Yirong Huang, Sr. (2022 and 2021)

YearTitle of citing document
2022Spreading the fear: The central role of CBOE VIX in global stock market uncertainty. (2022). Smales, Lee A. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000776.

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2021Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory. (2021). Huang, Yirong ; Lin, Yan ; Luo, YI ; Ding, Liang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309018.

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2022An entropy-based estimator of the Hurst exponent in fractional Brownian motion. (2022). Pourdarvish, Ahmad ; Zeinali, Narges. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:591:y:2022:i:c:s0378437121009171.

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2022Are Stock Markets among BRICS Members Integrated? A Regime Shift-Based Co-Integration Analysis. (2022). Asif, Mohammad ; Shamim, Mohd ; Siddiqui, Ayesha ; Saleh, Mamdouh Abdulaziz. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:87-:d:787988.

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2021Relationships among the Fossil Fuel and Financial Markets during the COVID-19 Pandemic: Evidence from Bayesian DCC-MGARCH Models. (2021). Aruga, Kentaka ; Tang, Chaofeng. In: Sustainability. RePEc:gam:jsusta:v:14:y:2021:i:1:p:51-:d:707883.

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2021The role of remittances in times of socio-political unrest: Evidence from Tunisia. (2021). Selmi, Refk ; Makhlouf, Farid. In: Working Papers. RePEc:hal:wpaper:hal-03263815.

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2022Improvement in Hurst exponent estimation and its application to financial markets. (2022). Gomez-Aguila, A ; Trinidad-Segovia, J E ; Sanchez-Granero, M A. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00394-x.

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Works by Yirong Huang, Sr.:

YearTitleTypeCited
2014Volatility linkage across global equity markets In: Global Finance Journal.
[Full Text][Citation analysis]		article7
2018A new combined approach on Hurst exponent estimate and its applications in realized volatility In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6

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