4
H index
0
i10 index
39
Citations
Yuzhi Cai : Citation Profile
Swansea University | RESEARCH PRODUCTION: 17 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2003 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yuzhi Cai. | Is cited by:
| Cites to:
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Main data
Where Yuzhi Cai has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Applied Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Swansea University, School of Management | 3 |
Recent works citing Yuzhi Cai (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649. Full description at Econpapers || Download paper |
| 2023 | Bayesian inference for a mixture double autoregressive model. (2023). Dong, Xiaogang ; Yu, Xinyang ; Zhang, Qingqing ; Yang, Kai. In: Statistica Neerlandica. RePEc:bla:stanee:v:77:y:2023:i:2:p:188-207. Full description at Econpapers || Download paper |
| 2024 | Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113. Full description at Econpapers || Download paper |
| 2023 | Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226. Full description at Econpapers || Download paper |
| 2023 | Forecasting Chinas stock market volatility with shrinkage method: Can Adaptive Lasso select stronger predictors from numerous predictors?. (2023). Xu, Yongan ; Liang, Chao ; Chen, Zhonglu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3689-3699. Full description at Econpapers || Download paper |
| 2023 | Semiparametric estimation of expected shortfall and its application in finance. (2023). Zhao, Yunfan ; Liu, Yinglin ; Fang, Yan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:835-851. Full description at Econpapers || Download paper |
Works by Yuzhi Cai:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Neighborhood-based socioeconomic position and risk of oral clefts among offspring In: American Journal of Public Health. [Full Text][Citation analysis] | article | 2 |
| 2012 | A new Bayesian approach to quantile autoregressive time series model estimation and forecasting In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2009 | Autoregression with Non-Gaussian Innovations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Bayesian nonparametric quantile regression using splines In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
| 2007 | A quantile approach to US GNP In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2021 | Stock returns, quantile autocorrelation, and volatility forecasting In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2005 | A forecasting procedure for nonlinear autoregressive time series models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2010 | Forecasting for quantile self-exciting threshold autoregressive time series models In: Biometrika. [Full Text][Citation analysis] | article | 7 |
| 2020 | The Threshold GARCH Model: Estimation and Density Forecasting for Financial Returns* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2018 | The threshold GARCH model: estimation and density forecasting for financial returns.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm In: PLOS ONE. [Full Text][Citation analysis] | article | 2 |
| 2021 | How is price explosivity triggered in the cryptocurrency markets? In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2018 | A novel statistical approach to marketing campaigns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | A novel approach to modelling the distribution of financial returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A General Quantile Function Model for Economic and Financial Time Series In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2003 | A simple diagnostic method of outlier detection for stationary Gaussian time series In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2003 | Monitoring the parameter changes in general ARIMA time series models In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Estimating expected shortfall using a quantile function model In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Quantile Double AR Time Series Models for Financial Returns In: Journal of Forecasting. [Citation analysis] | article | 4 |
| 2016 | A COMPARATIVE STUDY OF MONOTONE QUANTILE REGRESSION METHODS FOR FINANCIAL RETURNS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team