Details about Yujia Hu

Access statistics for papers by Yujia Hu.

Last updated 2024-04-29. Update your information in the RePEc Author Service.

Short-id: phu314

Working Papers

2011

1. Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
   Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science View citations (7)
   See also Journal Article Volatility Forecasting: Downside Risk, Jumps and Leverage Effect, Econometrics, MDPI (2016) View citations (32) (2016)

Journal Articles

2023

1. A Heuristic Approach to Forecasting and Selection of a Portfolio with Extra High Dimensions
   Mathematics, 2023, 11, (6), 1-21

2016

2. Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
   Econometrics, 2016, 4, (1), 1-24 View citations (32)
   See also Working Paper Volatility Forecasting: Downside Risk, Jumps and Leverage Effect, Economics Working Paper Series (2011) View citations (7) (2011)