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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:

Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
Kim Christensen, Ulrich Hounyo, Mark Podolskij
Journal of Econometrics (2018) Vol. 205, Iss. 2, pp. 336-362
Closed Access | Times Cited: 53

Showing 26-50 of 53 citing articles:

Modeling and Forecasting Intraday Spot Volatility
Adam Clements, Daniel Preve
SSRN Electronic Journal (2024)
Closed Access
Decoupling Interday and Intraday Volatility Dynamics with Price Durations
Yifan Li, Ingmar Nolte, Sandra Nolte, et al.
SSRN Electronic Journal (2024)
Closed Access
State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices
Ping Chen Tsai, Cheoljun Eom, Chou Wen Wang
International Review of Financial Analysis (2024) Vol. 95, pp. 103412-103412
Closed Access
Detection of a structural break in intraday volatility pattern
Piotr Kokoszka, Tim Kutta, Neda Mohammadi, et al.
Stochastic Processes and their Applications (2024) Vol. 176, pp. 104426-104426
Open Access
Spike It Up: Enhancing STL with Spike Detection for Intraday Volatility and Liquidity Forecasting
Greeshma Balabhadra
(2024), pp. 1-6
Closed Access
Microstructure and High-Frequency Price Discovery in the Soybean Complex
Xinquan Zhou, Guillaume Bagnarosa, Alexandre Gohin, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 2
Realized Volatility, Jump and Beta: evidence from Canadian Stock Market
Dinesh Gajurel, Biplob Chowdhury
Applied Economics (2021) Vol. 53, Iss. 55, pp. 6376-6397
Open Access | Times Cited: 2
Cointegration in high frequency data
Simon Clinet, Yoann Potiron
Electronic Journal of Statistics (2021) Vol. 15, Iss. 1
Open Access | Times Cited: 2
Testing the volatility jumps based on the high frequency data
Guangying Liu, Meiyao Liu, Jin‐Guan Lin
Journal of Time Series Analysis (2021) Vol. 43, Iss. 5, pp. 669-694
Closed Access | Times Cited: 2
Statistical Inferences for Price Staleness
Aleksey Kolokolov, Giulia Livieri, Davide Pirino
SSRN Electronic Journal (2018)
Open Access | Times Cited: 1
Volatility Estimation in the Era of High-Frequency Finance
Sibo Yan, Da Yan
Advances in finance, accounting, and economics book series (2019), pp. 99-141
Closed Access | Times Cited: 1
Forecasting the Realized Variance in the Presence of Intraday Periodicity
Ana-Maria Dumitru, Rodrigo Hizmeri, Marwan Izzeldin
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
The Contribution of Jump Activity and Sign to Forecasting Stock Price Volatility
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, et al.
Federal Reserve Bank of Dallas, Working Papers (2020) Vol. 2019, Iss. 1902
Open Access | Times Cited: 1
A Multiscale Estimator for Pricing Errors in High-frequency Financial Markets
Louis R. Piccotti
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, et al.
Federal Reserve Bank of Dallas, Working Papers (2022) Vol. 2019, Iss. 1902
Open Access | Times Cited: 1
Local projection variance impulse response
Hiroyuki Kawakatsu
Empirical Economics (2021) Vol. 62, Iss. 3, pp. 1219-1244
Closed Access | Times Cited: 1
Covariance Matrix Jumps in High-Frequency Financial Markets
Yuri Hupka, Louis R. Piccotti
(2023)
Closed Access
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Simon Clinet, Yoann Potiron
arXiv (Cornell University) (2017)
Closed Access
The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
Rodrigo Hizmeri, Marwan Izzeldin, Anthony Murphy, et al.
Federal Reserve Bank of Dallas, Working Papers (2019) Vol. 2019, Iss. 1902
Open Access
Cointegration in high frequency data
Simon Clinet, Yoann Potiron
arXiv (Cornell University) (2019)
Closed Access
The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, et al.
SSRN Electronic Journal (2019)
Open Access
The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
Rodrigo Hizmeri, Marwan Izzeldin, Anthony Murphy, et al.
Federal Reserve Bank of Dallas, Working Papers (2019) Vol. 2019, Iss. 1902
Open Access
Heteroscedasticity test of high-frequency data with jumps and microstructure noise
Qiang Liu, Zhi Liu, Chuanhai Zhang
arXiv (Cornell University) (2020)
Open Access
Inference on volatility curve at high frequencies via functional data analysis
Fan Wu, Guanjun Wang, Xinbing Kong
Communication in Statistics- Theory and Methods (2020) Vol. 51, Iss. 19, pp. 6683-6700
Closed Access
On truncated multi-power estimator of integrated volatility with noisy high frequency data
Chuanhai Zhang, Zhi Liu, Haiqiang Chen
SSRN Electronic Journal (2020)
Closed Access

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