Xingzhi Yao : Citation Profile

2

H index

0

i10 index

6

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 1
   Journals where Xingzhi Yao has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (14.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya721
   Updated: 2025-12-27    RAS profile: 2024-12-25    
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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 Xingzhi Yao.

Is cited by:

Lin, Boqiang (1)

Andersen, Torben (1)

Cites to:

Nielsen, Morten (14)

Bollerslev, Tim (12)

Andersen, Torben (11)

Johansen, Soren (8)

Campbell, John (4)

Gonzalez-Perez, Maria T. (3)

Shephard, Neil (3)

Tauchen, George (3)

Shibaev, Sergei (3)

Conrad, Christian (2)

Yogo, Motohiro (2)

Main data

Where Xingzhi Yao has published?

Journals with more than one article published# docs
Journal of Futures Markets2

Recent works citing Xingzhi Yao (2025 and 2024)

YearTitle of citing document
2024VIX-managed portfolios. (2024). Boovi, Milo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002850.

Full description at Econpapers || Download paper

2025Predicting Stock Jumps and Crashes Using Options. (2025). Andreou, Panayiotis C ; Li, Nan ; Han, Chulwoo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1471-1490.

Full description at Econpapers || Download paper

Works by Xingzhi Yao:

YearTitleTypeCited
2019Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model In: Economics Letters.
[Full Text][Citation analysis]		article0
2023On the right jump tail inferred from the VIX market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2018Forecasting using alternative measures of model‐free option‐implied volatility In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2020Return predictability of variance differences: A fractionally cointegrated approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

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