Citation profile for Jia Liu

Jia Liu : Citation Profile

McMaster University

H index

i10 index

Citations

RESEARCH PRODUCTION:

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: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1063
   Updated: 2024-11-04    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:

Maheu, John (3)

Huber, Florian (3)

Omori, Yasuhiro (2)

Koop, Gary (2)

Pelletier, Denis (1)

Clements, Adam (1)

McCausland, William (1)

Cites to:

Shephard, Neil (8)

Andersen, Torben (8)

Bollerslev, Tim (7)

Lunde, Asger (6)

Maheu, John (5)

Hansen, Peter (5)

Diebold, Francis (4)

McCurdy, Thomas (3)

Timmermann, Allan (3)

Ait-Sahalia, Yacine (3)

Song, Yong (3)

Main data

Where Jia Liu has published?

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	2

Recent works citing Jia Liu (2024 and 2023)

Year	Title of citing document
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers \|\| Download paper
2024	Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers \|\| Download paper
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers \|\| Download paper

Works by Jia Liu:

Year	Title	Type	Cited
2015	Improving Markov switching models using realized variance In: MPRA Paper. [Full Text][Citation analysis]	paper	12
2016	Bayesian Nonparametric Estimation of Ex-post Variance In: MPRA Paper. [Full Text][Citation analysis]	paper	1