Yujia Hu : Citation Profile


2

H index

1

i10 index

47

Citations

RESEARCH PRODUCTION:

4

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 3
   Journals where Yujia Hu has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (2.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu314
   Updated: 2026-11-07    RAS profile: 2026-06-10    
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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 Yujia Hu.

Is cited by:

Fengler, Matthias (6)

Okhrin, Ostap (4)

Lin, Boqiang (4)

Zhang, Yaojie (3)

Tzavalis, Elias (2)

Papantonis, Ioannis (2)

Yao, Wenying (1)

Chevallier, Julien (1)

Huynh, Luu Duc Toan (1)

Wang, Tianyi (1)

Fernandes, Marcelo (1)

Cites to:

Bollerslev, Tim (10)

Andersen, Torben (7)

Lunde, Asger (6)

Hansen, Peter (6)

Corsi, Fulvio (5)

Diebold, Francis (5)

Tauchen, George (4)

Nason, James (4)

Engle, Robert (3)

Renò, Roberto (3)

Laurent, Sébastien (3)

Main data


Where Yujia Hu has published?


Recent works citing Yujia Hu (2026 and 2025)


YearTitle of citing document
2026Can analyst textual opinions predict stock returns?. (2026). Zhang, Bohan ; Li, YI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:187:y:2026:i:c:s0378426626000622.

Full description at Econpapers || Download paper

2025Double edged coverage? The impact of the analyst coverage network on stock price volatility. (2025). Zhou, QI ; Wang, Lixiang ; Fang, Zhiyi ; Wen, Jia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000903.

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2025Forecasting realized volatility using news flow. (2025). Fernandes, Marcelo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:104:y:2025:i:c:s106297692500081x.

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2026Scale-dependent capital flows and systemic risk: Multifractal evidence from Mainland China–Hong Kong Stock Connect. (2026). Jiang, Hao ; Yao, Can-Zhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:109:y:2026:i:c:s1059056026004673.

Full description at Econpapers || Download paper

2025Realized Real-Time GARCH: A Joint Model for Returns, Realized Measures and Current Information. (2025). Wu, Zhimin ; Cai, Guanghui. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:4:d:10.1007_s10614-024-10805-z.

Full description at Econpapers || Download paper

2026Exploring the Forecasting of Crude Oil, Gold, and Euro Currency Implied Volatility Indices: Insights From the Decomposed Stock Market Volatility. (2026). Huang, Shiyuan ; Qiao, Gaoxiu ; Jiang, Gongyue. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:3:p:1203-1224.

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2026The Role of Price‐Volatility Cojumps in Volatility Forecasting. (2026). Liao, Kefu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:5:p:931-951.

Full description at Econpapers || Download paper

Works by Yujia Hu:


YearTitleTypeCited
2025Analyst Reports and Stock Performance: Evidence from the Chinese Market In: Papers.
[Full Text][Citation analysis]
paper2
2026Analyst Reports and Stock Performance: Evidence From the Chinese Market.(2026) In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2016Volatility Forecasting: Downside Risk, Jumps and Leverage Effect In: Econometrics.
[Full Text][Citation analysis]
article45
2011Volatility Forecasting: Downside Risk, Jumps and Leverage Effect.(2011) In: Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2023A Heuristic Approach to Forecasting and Selection of a Portfolio with Extra High Dimensions In: Mathematics.
[Full Text][Citation analysis]
article0
2025Stock Price Limit and Its Predictability in the Chinese Stock Market In: Journal of Forecasting.
[Full Text][Citation analysis]
article0

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