Jia Liu : Citation Profile


McMaster University

1

H index

1

i10 index

13

Citations

RESEARCH PRODUCTION:

2

Papers

RESEARCH ACTIVITY:

   1 years (2015 - 2016). See details.
   Cites by year: 13
   Journals where Jia Liu has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1063
   Updated: 2026-11-07    RAS profile: 2023-06-07    
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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 Jia Liu.

Is cited by:

Nibbering, Didier (3)

Huber, Florian (3)

Maheu, John (3)

Koop, Gary (2)

Omori, Yasuhiro (2)

Pelletier, Denis (1)

McCausland, William (1)

Clements, Adam (1)

Cites to:

Andersen, Torben (8)

Shephard, Neil (8)

Bollerslev, Tim (7)

Lunde, Asger (6)

Maheu, John (5)

Hansen, Peter (5)

Diebold, Francis (4)

McCurdy, Thomas (3)

Timmermann, Allan (3)

Song, Yong (3)

Carpantier, Jean-François (3)

Main data


Where Jia Liu has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Jia Liu (2025 and 2024)


YearTitle of citing document
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 Jia Liu:


YearTitleTypeCited
2015Improving Markov switching models using realized variance In: MPRA Paper.
[Full Text][Citation analysis]
paper12
2016Bayesian Nonparametric Estimation of Ex-post Variance In: MPRA Paper.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 4 2026. Contact: CitEc Team