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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:

High-dimensional copula-based distributions with mixed frequency data
Dong Hwan Oh, Andrew J. Patton
Journal of Econometrics (2016) Vol. 193, Iss. 2, pp. 349-366
Open Access | Times Cited: 68

Showing 26-50 of 68 citing articles:

Time-Frequency-Domain Copula-Based Granger Causality and Application to Corticomuscular Coupling in Stroke
Qingshan She, Hang Zheng, Tongcai Tan, et al.
International Journal of Humanoid Robotics (2019) Vol. 16, Iss. 04, pp. 1950018-1950018
Open Access | Times Cited: 10
The economic value of VIX ETPs
Kim Christensen, Charlotte Christiansen, Anders Merrild Posselt
Journal of Empirical Finance (2020) Vol. 58, pp. 121-138
Open Access | Times Cited: 9
Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure
Alain Hecq, Luca Margaritella, Stephan Smeekes
arXiv (Cornell University) (2019)
Closed Access | Times Cited: 9
Calibration estimation of semiparametric copula models with data missing at random
Shigeyuki Hamori, Kaiji Motegi, Zheng Zhang
Journal of Multivariate Analysis (2019) Vol. 173, pp. 85-109
Open Access | Times Cited: 9
On non-central squared copulas
Bouchra Nasri
Statistics & Probability Letters (2020) Vol. 161, pp. 108704-108704
Closed Access | Times Cited: 7
Managing liquidity with portfolio staleness
Giuseppe Buccheri, Davide Pirino, Luca Trapin
Decisions in Economics and Finance (2020) Vol. 44, Iss. 1, pp. 215-239
Open Access | Times Cited: 7
Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models
Luc Bauwens, Edoardo Otranto
Journal of Financial Econometrics (2022) Vol. 21, Iss. 4, pp. 1376-1401
Closed Access | Times Cited: 4
Forecasting and Managing Correlation Risks
Tim Bollerslev, Sophia Zhengzi Li, Yushan Tang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Volatility Forecast in Crises and Expansions
Sergii Pypko
Journal of risk and financial management (2015) Vol. 8, Iss. 3, pp. 311-336
Open Access | Times Cited: 3
Asymmetric multivariate HAR models for realized covariance matrix: A study based on volatility timing strategies
Hui Qu, Yi Zhang
Economic Modelling (2021) Vol. 106, pp. 105699-105699
Closed Access | Times Cited: 4
A generalized heterogeneous autoregressive model using market information
Rodrigo Hizmeri, Marwan Izzeldin, Ingmar Nolte, et al.
Quantitative Finance (2022) Vol. 22, Iss. 8, pp. 1513-1534
Open Access | Times Cited: 3
High-Dimensional Inference for Heterogeneous Autoregressive Models
Alan T. K. Wan, Huiling Yuan, Guodong Li, et al.
(2024)
Closed Access
Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model
Simon Tranberg Bodilsen
Journal of Financial Econometrics (2024)
Closed Access
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices
Anne Opschoor, André Lucas, Luca Rossini
Journal of Financial Econometrics (2024)
Open Access
Nonlinear HAR Models and Nonlinear Least Squares: Asymptotic Properties
Emilija Dzuverovic, Edoardo Otranto
Springer proceedings in mathematics & statistics (2024), pp. 205-221
Closed Access
Graph-Based Methods for Forecasting Realized Covariances
Chao Zhang, Xingyue Pu, Mihai Cucuringu, et al.
Journal of Financial Econometrics (2024)
Open Access
Weighted Least Squares Realized Covariation Estimation
Yifan Li, Ingmar Nolte, Michalis Vasios, et al.
Journal of Banking & Finance (2022) Vol. 137, pp. 106420-106420
Open Access | Times Cited: 2
South African Banks’ Cross-Border Systemic Risk Exposure: An Application of the GAS Copula Marginal Expected Shortfall
Mathias Mandla Manguzvane, John Weirstrass Muteba Mwamba
International Journal of Financial Studies (2022) Vol. 10, Iss. 1, pp. 18-18
Open Access | Times Cited: 2
Copula shrinkage and portfolio allocation in ultra-high dimensions
Stanislav Anatolyev, Vladimir Pyrlik
Journal of Economic Dynamics and Control (2022) Vol. 143, pp. 104508-104508
Closed Access | Times Cited: 2
Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects
Kerem Tuzcuoglu
SSRN Electronic Journal (2019)
Open Access | Times Cited: 2
A Closed-Formula Characterization of the Epps Effect
Giuseppe Buccheri, Giulia Livieri, Davide Pirino, et al.
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 2
A Simple Model Correction for Modelling and Forecasting (Un)Reliable Realized Volatility
Rodrigo Hizmeri, Marwan Izzeldin, Efthymios G. Tsionas
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 2
Dependence structure analysis with copula GARCH method and for data set suitable copula selection
Ayşe Meti̇n Karakaş
Natural Science and Discovery (2017), pp. 13-13
Open Access | Times Cited: 1
Volatility Modelling with Applications to Equity and Foreign Exchange Markets
Sergii Pypko
(2016)
Closed Access
Forecasting the High-Frequency Covariance Matrix Using the Lstm-Mf Model
Guangying Liu, Kewen Shi, Meng Yuan
(2023)
Closed Access

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