Junjie Hu : Citation Profile

Humboldt-Universität Berlin

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H index

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i10 index

41

Citations

RESEARCH PRODUCTION:

4

Papers

RESEARCH ACTIVITY:

   2 years (2019 - 2021). See details.
   Cites by year: 20
   Journals where Junjie Hu has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu606
   Updated: 2025-12-27    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 Junjie Hu.

Is cited by:

Qiu, Yue (3)

Xie, Tian (2)

Guinea, Laurentiu (2)

perez, rafaela (2)

Zhang, Yaojie (2)

Wang, Yudong (2)

GUPTA, RANGAN (2)

Yoon, Seong-Min (2)

Li, Leon (2)

Pierdzioch, Christian (2)

Härdle, Wolfgang (1)

Cites to:

Bollerslev, Tim (7)

Shephard, Neil (7)

Diebold, Francis (6)

Härdle, Wolfgang (5)

Corsi, Fulvio (4)

Bouri, Elie (4)

Roubaud, David (4)

Hafner, Christian (4)

Andersen, Torben (4)

Molnár, Peter (3)

Patton, Andrew (3)

Main data

Where Junjie Hu has published?

Working Papers Series with more than one paper published# docs
IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"2
Papers / arXiv.org2

Recent works citing Junjie Hu (2025 and 2024)

YearTitle of citing document
2024Volatility of Volatility and Leverage Effect from Options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137.

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2025Rough Bergomi turns grey. (2025). Jacquier, Antoine ; Zuric, Zan ; Orioles, Adriano Oliveri. In: Papers. RePEc:arx:papers:2505.08623.

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2024Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542.

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2025Estimating volatility-of-volatility: A comparative analysis. (2025). Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R ; Ma, Mingye. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001351.

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2024Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150.

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2024Stealing the show: The negative effects of media coverage on peers’ stock liquidity. (2024). Xia, Jingjing. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010632.

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2024Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2024). perez, rafaela ; Guinea, Laurentiu ; Ruiz, Jesus. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013107.

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2025SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111.

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2024Ambiguity and private investors’ behavior after forced fund liquidations. (2024). Meyer, Steffen ; Uhr, Charline. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000722.

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2024Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

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2025When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models. (2025). Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-75.

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2025Firm Policies and Uncertainty About Risk. (2025). Tembhurne, Sumit ; Lu, Yilun ; Harper, Adam. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:96-:d:1589974.

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2024Forecasting stock returns with industry volatility concentration. (2024). Zhang, Yaojie ; He, Mengxi. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2705-2730.

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2024Modeling and forecasting stock return volatility using the HARGARCH model with VIX information. (2024). Wang, Yudong ; Pan, Zhiyuan ; Zhang, Jun ; Huang, Juan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1383-1403.

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Works by Junjie Hu:

YearTitleTypeCited
2021Risk of Bitcoin Market: Volatility, Jumps, and Forecasts In: Papers.
[Full Text][Citation analysis]		paper40
2019Risk of Bitcoin Market: Volatility, Jumps, and Forecasts.(2019) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2021Networks of News and Cross-Sectional Returns In: Papers.
[Full Text][Citation analysis]		paper1
2021Advanced statistical learning on short term load process forecasting In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0

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