Chor-yiu (CY) SIN : Citation Profile

National Tsing Hua University

6

H index

4

i10 index

268

Citations

RESEARCH PRODUCTION:

15

Articles

1

Papers

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 10
   Journals where Chor-yiu (CY) SIN has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 4 (1.47 %)

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   Permalink: http://citec.repec.org/psi490
   Updated: 2025-12-27    RAS profile: 2021-05-31    
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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 Chor-yiu (CY) SIN.

Is cited by:

Kapetanios, George (14)

GUPTA, RANGAN (9)

Spagnolo, Fabio (6)

Sola, Martin (5)

Chen, Xiaohong (5)

Rambaldi, Alicia (5)

Marcellino, Massimiliano (5)

Kilian, Lutz (5)

Temple, Jonathan (4)

Inoue, Atsushi (4)

Hassan, Gazi (4)

Cites to:

Perron, Pierre (10)

Watson, Mark (9)

Plosser, Charles (6)

Phillips, Peter (6)

Barro, Robert (6)

Ing, Ching-Kang (5)

Diebold, Francis (5)

Stock, James (5)

Campbell, John (4)

Shiller, Robert (4)

King, Robert (4)

Main data

Where Chor-yiu (CY) SIN has published?

Recent works citing Chor-yiu (CY) SIN (2025 and 2024)

YearTitle of citing document
2024Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2024). Blasques, Francisco ; Hol, Vladim'Ir ; Tomanov, Petra. In: Papers. RePEc:arx:papers:1812.07318.

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2025Neural ARFIMA model for forecasting BRIC exchange rates with long memory under oil shocks and policy uncertainties. (2025). Chakraborty, Tanujit ; Besher, Donia ; Panja, Madhurima ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2509.06697.

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2025Prediction Intervals for Model Averaging. (2025). Qu, Zhongjun ; Zhang, Xiaomeng ; Wang, Wendun. In: Papers. RePEc:arx:papers:2510.16224.

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2024Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1252.

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2025The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705.

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2024Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Mikosch, Thomas ; Vilandt, Frederik ; Rahbek, Anders. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299.

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2024On model selection criteria for climate change impact studies. (2024). Cui, Xiaomeng ; Kuffner, Todd ; Ghanem, Dalia ; Gafarov, Bulat. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002270.

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2025Model averaging prediction for possibly nonstationary autoregressions. (2025). Liu, Chu-An ; Lin, Tzu-Chi. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s030440762500048x.

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2025Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104.

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2025EPU spillovers and exchange rate volatility. (2025). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007567.

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2024Economic policy uncertainty around the world: Implications for Vietnam. (2024). Vo, Vinh ; Nguyen, Giang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003265.

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2024Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles. In: MPRA Paper. RePEc:pra:mprapa:121937.

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2025Bootstrap for inference after model selection and model averaging for likelihood models. (2025). Claeskens, Gerda ; Garcia-Angulo, Andrea C. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:3:d:10.1007_s00184-024-00956-2.

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Works by Chor-yiu (CY) SIN:

YearTitleTypeCited
1997Public Infrastructure and Economic Growth: Time‐Series Properties and Evidence In: The Economic Record.
[Full Text][Citation analysis]		article34
1999Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper6
2006Top-down, middle-out, and bottom-up processes: A cognitive perspective of teaching and learning economics In: International Review of Economic Education.
[Full Text][Citation analysis]		article0
2010PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER In: Econometric Theory.
[Full Text][Citation analysis]		article2
1997Observational equivalence and a stochastic cointegration test of the neoclassical and Romers increasing returns models In: Economic Modelling.
[Full Text][Citation analysis]		article19
2013Using CARRX models to study factors affecting the volatilities of Asian equity markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article7
1996Information criteria for selecting possibly misspecified parametric models In: Journal of Econometrics.
[Full Text][Citation analysis]		article147
2021Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression In: Econometrics and Statistics.
[Full Text][Citation analysis]		article2
2012Model selection for integrated autoregressive processes of infinite order In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article5
2015The economic fundamental and economic policy uncertainty of Mainland China and their impacts on Taiwan and Hong Kong In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article30
2015On functional limits of short- and long-memory linear processes with GARCH(1,1) noises In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article3
2019Order selection for possibly infinite-order non-stationary time series In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article0
2001Impacts of FDI liberalization on investment inflows In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2021On asymptotic risk of selecting models for possibly nonstationary time-series In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2004A theoretical framework to evaluate different margin‐setting methodologies In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2014QMLE OF A STANDARD EXPONENTIAL ACD MODEL: ASYMPTOTIC DISTRIBUTION AND RESIDUAL CORRELATION In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team