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: 2026-02-07    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)

Shibaev, Sergei (3)

Tauchen, George (3)

Shephard, Neil (3)

Conrad, Christian (2)

Poon, Ser-Huang (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