Citation profile for Ye Lu

Ye Lu : Citation Profile

University of Sydney

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2018 - 2021). See details.
   Cites by year: 1
   Journals where Ye Lu has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 2 (33.33 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu477
   Updated: 2024-11-04    RAS profile: 2021-06-22
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Rahbek, Anders (3)

Cavaliere, Giuseppe (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ye Lu.

Is cited by:

Cavaliere, Giuseppe (1)

Cites to:

Phillips, Peter (7)

Rahbek, Anders (5)

Sun, Yixiao (5)

Jin, Sainan (4)

Cavaliere, Giuseppe (4)

Vogelsang, Timothy (3)

Newey, Whitney (3)

West, Kenneth (3)

Schmidt, Peter (3)

Kiefer, Nicholas (3)

Andrews, Donald (3)

Main data

Where Ye Lu has published?

Journals with more than one article published	# docs
Journal of Econometrics	2

Working Papers Series with more than one paper published	# docs
Working Papers / University of Sydney, School of Economics	3

Recent works citing Ye Lu (2024 and 2023)

Year	Title of citing document
2023	Asymptotic F test in regressions with observations collected at high frequency over long span. (2023). Sun, Yixiao ; Pellatt, Daniel F. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1281-1309. Full description at Econpapers \|\| Download paper
2024	Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Rahbek, Anders ; Mikosch, Thomas ; Vilandt, Frederik. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299. Full description at Econpapers \|\| Download paper

Works by Ye Lu:

Year	Title	Type	Cited
2021	Bootstrap Inference for Hawkes and General Point Processes In: Papers. [Full Text][Citation analysis]	paper	1
2021	Bootstrap inference for Hawkes and general point processes.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2021	BOOTSTRAP INFERENCE FOR HAWKES AND GENERAL POINT PROCESSES.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2019	Estimation of longrun variance of continuous time stochastic process using discrete sample In: Journal of Econometrics. [Full Text][Citation analysis]	article	2
2020	Testing for Stationarity at High Frequency In: Journal of Econometrics. [Full Text][Citation analysis]	article	0
2018	Testing for Stationarity at High Frequency.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2019	Understanding Regressions with Observations Collected at High Frequency over Long Span In: CAEPR Working Papers. [Full Text][Citation analysis]	paper	1
2018	Understanding Regressions with Observations Collected at High Frequency over Long Span.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper