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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Realised quantile-based estimation of the integrated variance
Kim Christensen, Roel C. A. Oomen, Mark Podolskij
Journal of Econometrics (2010) Vol. 159, Iss. 1, pp. 74-98
Open Access | Times Cited: 121

Showing 26-50 of 121 citing articles:

Asymptotic Theory of Range-Based Multipower Variation
Kim Christensen, Mark Podolskij
Journal of Financial Econometrics (2012) Vol. 10, Iss. 3, pp. 417-456
Open Access | Times Cited: 34
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps
Mark Podolskij, Mathias Vetter, Margit Sommer
SSRN Electronic Journal (2007)
Open Access | Times Cited: 38
Fact or Friction: Jumps at Ultra High Frequency
Kim Christensen, Roel C. A. Oomen, Mark Podolskij
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 30
Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market
Abdullah Yalama, Sibel Çelik
Economic Modelling (2012) Vol. 30, pp. 67-72
Closed Access | Times Cited: 29
Inference from high-frequency data: A subsampling approach
Kim Christensen, Mark Podolskij, Nopporn Thamrongrat, et al.
Journal of Econometrics (2016) Vol. 197, Iss. 2, pp. 245-272
Open Access | Times Cited: 23
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE
Ulrich Hounyo, Śılvia Gonçalves, Nour Meddahi
Econometric Theory (2016) Vol. 33, Iss. 4, pp. 791-838
Open Access | Times Cited: 21
Do oil-price shocks predict the realized variance of U.S. REITs?
Matteo Bonato, Oğuzhan Çepni, Rangan Gupta, et al.
Energy Economics (2021) Vol. 104, pp. 105689-105689
Open Access | Times Cited: 18
Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation
Per A. Mykland, Neil Shephard, Kevin Sheppard
SSRN Electronic Journal (2012)
Open Access | Times Cited: 22
Intra-day realized volatility for European and USA stock indices
Stavros Degiannakis, Christos Floros
Global Finance Journal (2015) Vol. 29, pp. 24-41
Open Access | Times Cited: 18
The dynamics of price jumps in the stock market: an empirical study on Europe and U.S.
Fabrizio Ferriani, Patrick Zoi
European Journal of Finance (2020) Vol. 28, Iss. 7, pp. 718-742
Closed Access | Times Cited: 18
Inference for Continuous Semimartingales Observed at High Frequency: A General Approach
Per A. Mykland, Lan Zhang
SSRN Electronic Journal (2007)
Open Access | Times Cited: 25
Why It Is OK to Use the HAR-RV(1,5,21) Model
Mihaela Craioveanu, Eric Hillebrand
RePEc: Research Papers in Economics (2012)
Closed Access | Times Cited: 18
The properties of realized volatility and realized correlation: Evidence from the Indian stock market
Κωνσταντίνος Γκίλλας, Dimitrios I. Vortelinos, Shrabani Saha
Physica A Statistical Mechanics and its Applications (2017) Vol. 492, pp. 343-359
Closed Access | Times Cited: 17
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility
Eric Hillebrand, Gunther Schnabl, Yasemin Ulu
Journal of International Financial Markets Institutions and Money (2008) Vol. 19, Iss. 3, pp. 490-505
Open Access | Times Cited: 22
Jump robust daily covariance estimation by disentangling variance and correlation components
Kris Boudt, Jonathan Cornelissen, Christophe Croux
Computational Statistics & Data Analysis (2011) Vol. 56, Iss. 11, pp. 2993-3005
Closed Access | Times Cited: 17
Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines
Márcio Poletti Laurini
Applied Stochastic Models in Business and Industry (2011) Vol. 27, Iss. 6, pp. 649-659
Closed Access | Times Cited: 16
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas
Ilze Kalnina
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 2, pp. 538-549
Open Access | Times Cited: 9
Discrete-time Volatility Forecasting with Persistent Leverage Effect and the Link with Continuous-time Volatility Modeling
Fulvio Corsi, Roberto Renò
SSRN Electronic Journal (2010)
Open Access | Times Cited: 15
Quantile dependencies between discontinuities and time-varying rare disaster risks
Κωνσταντίνος Γκίλλας, Christos Floros, Muhammad Tahir Suleman
European Journal of Finance (2020) Vol. 27, Iss. 10, pp. 932-962
Closed Access | Times Cited: 12
A Quantile Regression Approach to Estimate the Variance of Financial Returns*
Dirk G. Baur, Thomas Dimpfl
Journal of Financial Econometrics (2018) Vol. 17, Iss. 4, pp. 616-644
Closed Access | Times Cited: 12
Large deviations of realized volatility
Shin Kanaya, Taisuke Otsu
Stochastic Processes and their Applications (2011) Vol. 122, Iss. 2, pp. 546-581
Closed Access | Times Cited: 12
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Christian T. Brownlees, Eulàlia Nualart, Yucheng Sun
Econometric Reviews (2020) Vol. 39, Iss. 10, pp. 991-1013
Open Access | Times Cited: 11
Volatility Estimation Based on High-Frequency Data
Christian Pigorsch, Uta Pigorsch, Ivaylo Popov
Springer eBooks (2011), pp. 335-369
Closed Access | Times Cited: 11
Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements
Κωνσταντίνος Γκίλλας, Rangan Gupta, Chi Keung Marco Lau, et al.
Journal of Applied Statistics (2019) Vol. 47, Iss. 6, pp. 1109-1127
Open Access | Times Cited: 10
Realized volatility transmission within Islamic stock markets: A multivariate HAR-GARCH-type with nearest neighbor truncation estimator
Sew Lai Ng, Chin Wen Cheong, Lee‐Lee Chong
Borsa Istanbul Review (2020) Vol. 20, pp. S26-S39
Open Access | Times Cited: 10

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