Chenxing Li : Citation Profile

Hunan University

1

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

   5 years (2020 - 2025). See details.
   Cites by year: 1
   Journals where Chenxing Li has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 3 (37.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1378
   Updated: 2026-01-10    RAS profile: 2025-08-09    
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Relations with other researchers

Works with:

Maheu, John (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Chenxing Li.

Is cited by:

Huber, Florian (3)

Maheu, John (3)

Koop, Gary (2)

Cites to:

Maheu, John (28)

Bollerslev, Tim (13)

Diebold, Francis (5)

Dufays, Arnaud (5)

McCurdy, Thomas (5)

Pettenuzzo, Davide (5)

Andersen, Torben (5)

Engle, Robert (5)

Jensen, Mark (5)

Pesaran, Mohammad (5)

Patton, Andrew (4)

Main data

Where Chenxing Li has published?

Journals with more than one article published# docs
Finance Research Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5

Recent works citing Chenxing Li (2025 and 2024)

YearTitle of citing document
2025Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints. (2025). Cui, Xiangyu ; Shi, Yun ; Jin, Chengneng ; Gao, Jianjun. In: Papers. RePEc:arx:papers:2502.17915.

Full description at Econpapers || Download paper

2025Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso. (2025). Estef, Catalina ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1041.

Full description at Econpapers || Download paper

2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

Full description at Econpapers || Download paper

Works by Chenxing Li:

YearTitleTypeCited
2024Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2023Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?.(2023) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2025An infinite hidden Markov model with GARCH for short-term interest rates In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2025An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates.(2025) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020A Multivariate GARCH-Jump Mixture Model In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2022A multivariate GARCH model with an infinite hidden Markov mixture In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2022An Infinite Hidden Markov Model with Stochastic Volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2024An infinite hidden Markov model with stochastic volatility.(2024) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article

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