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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:

Dynamic copula models and high frequency data
Irving De Lira Salvatierra, Andrew J. Patton
Journal of Empirical Finance (2014) Vol. 30, pp. 120-135
Closed Access | Times Cited: 114

Showing 26-50 of 114 citing articles:

Dynamic Dependence in Corporate Credit
Peter Christoffersen, Kris Jacobs, Xisong Jin, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 24
Integer‐Valued Autoregressive Models With Survival Probability Driven By A Stochastic Recurrence Equation
Paolo Gorgi
Journal of Time Series Analysis (2017) Vol. 39, Iss. 2, pp. 150-171
Open Access | Times Cited: 22
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Cuixia Jiang, Xiaoyi Ding, Qifa Xu, et al.
The North American Journal of Economics and Finance (2019) Vol. 51, pp. 101074-101074
Closed Access | Times Cited: 21
Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)
Markus Vogl
SN Business & Economics (2022) Vol. 2, Iss. 12
Open Access | Times Cited: 11
Inversion copulas from nonlinear state space models with an application to inflation forecasting
Michael S. Smith, Worapree Maneesoonthorn
International Journal of Forecasting (2018) Vol. 34, Iss. 3, pp. 389-407
Closed Access | Times Cited: 20
Modeling the multivariate dynamic dependence structure of commodity futures portfolios
Matthias Daniel Aepli, Roland Füss, Tom Erik Sønsteng Henriksen, et al.
Journal of commodity markets (2017) Vol. 6, pp. 66-87
Open Access | Times Cited: 20
Portfolio optimisation under flexible dynamic dependence modelling
Mauro Bernardi, Leopoldo Catania
Journal of Empirical Finance (2018) Vol. 48, pp. 1-18
Open Access | Times Cited: 17
Neural network copula portfolio optimization for exchange traded funds
Yang Zhao, Charalampos Stasinakis, Georgios Sermpinis, et al.
Quantitative Finance (2018) Vol. 18, Iss. 5, pp. 761-775
Open Access | Times Cited: 17
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Geert Dhaene, Jianbin Wu
Journal of Econometrics (2019) Vol. 217, Iss. 2, pp. 471-495
Open Access | Times Cited: 16
Testing for Parameter Instability across Different Modeling Frameworks
Francesco Calvori, Drew Creal, Siem Jan Koopman, et al.
Journal of Financial Econometrics (2016), pp. nbw008-nbw008
Open Access | Times Cited: 14
Score-driven copula models for portfolios of two risky assets
Astrid Ayala, Szabolcs Blazsek
European Journal of Finance (2018) Vol. 24, Iss. 18, pp. 1861-1884
Closed Access | Times Cited: 13
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
European Journal of Finance (2021) Vol. 27, Iss. 16, pp. 1626-1644
Open Access | Times Cited: 11
Score-driven cryptocurrency and equity portfolios
Szabolcs Blazsek, Richard Bowen
Applied Economics (2023) Vol. 56, Iss. 18, pp. 2109-2128
Closed Access | Times Cited: 4
Sectoral Dependence and Financial Contagion in the BRICS Grouping: An Application of the R-Vine Copulas
Lumengo Bonga‐Bonga, Johannes Jurgens Hendriks
Studies in Nonlinear Dynamics and Econometrics (2024)
Closed Access | Times Cited: 1
Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization
Jiangze Du, Kin Keung Lai
Journal of Systems Science and Complexity (2017) Vol. 30, Iss. 3, pp. 660-679
Closed Access | Times Cited: 12
The Realized Hierarchical Archimedean Copula in Risk Modelling
Ostap Okhrin, Anastasija Tetereva
Econometrics (2017) Vol. 5, Iss. 2, pp. 26-26
Open Access | Times Cited: 12
Score-Driven Time Series Models
Andrew Harvey
Annual Review of Statistics and Its Application (2021) Vol. 9, Iss. 1, pp. 321-342
Open Access | Times Cited: 10
Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula
Rubén Loaiza‐Maya, Michael S. Smith
Journal of Business and Economic Statistics (2018) Vol. 38, Iss. 2, pp. 470-486
Closed Access | Times Cited: 11
Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence
Francisco Blasques, André Lucas, A.C. van Vlodrop
Econometrics and Statistics (2020) Vol. 19, pp. 47-57
Open Access | Times Cited: 10
gofCopula: Goodness-of-Fit Tests for Copulae
Ostap Okhrin, Simon Trimborn, Martin Waltz
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 10
The joint credit risk of UK global‐systemically important banks
Mario Cerrato, John Crosby, Minjoo Kim, et al.
Journal of Futures Markets (2017) Vol. 37, Iss. 10, pp. 964-988
Open Access | Times Cited: 10
gofCopula: Goodness-of-Fit Tests for Copulae
Ostap Okhrin, Simon Trimborn, Martin Waltz
The R Journal (2021) Vol. 13, Iss. 1, pp. 467-467
Open 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
The dependence structure in volatility between Shanghai and Shenzhen stock market in China
Mingyuan Guo, Xu Wang
China Finance Review International (2016) Vol. 6, Iss. 3, pp. 264-283
Closed Access | Times Cited: 8
Accelerating score-driven time series models
Francisco Blasques, Paolo Gorgi, Siem Jan Koopman
Journal of Econometrics (2019) Vol. 212, Iss. 2, pp. 359-376
Open Access | Times Cited: 8

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