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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:

The role of jumps and leverage in forecasting volatility in international equity markets
Daniel Bunčić, Katja Gisler
Journal of International Money and Finance (2017) Vol. 79, pp. 1-19
Closed Access | Times Cited: 69

Showing 26-50 of 69 citing articles:

Forecasting global stock market volatilities in an uncertain world
Zhao-Chen Li, Chi Xie, Zhijian Zeng, et al.
International Review of Financial Analysis (2022) Vol. 85, pp. 102463-102463
Closed Access | Times Cited: 14
Jumps and stock market variance during the COVID-19 pandemic: Evidence from international stock markets
Qing Zeng, Xinjie Lu, Tao Li, et al.
Finance research letters (2022) Vol. 48, pp. 102896-102896
Open Access | Times Cited: 12
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Xiafei Li, Yin Liao, Xinjie Lu, et al.
Energy Economics (2022) Vol. 116, pp. 106358-106358
Closed Access | Times Cited: 12
Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?
Yue‐Jun Zhang, Han Zhang
International Review of Financial Analysis (2022) Vol. 85, pp. 102454-102454
Closed Access | Times Cited: 12
Forecasting value at risk and expected shortfall using high‐frequency data of domestic and international stock markets
Man Wang, Yihan Cheng
Journal of Forecasting (2022) Vol. 41, Iss. 8, pp. 1595-1607
Closed Access | Times Cited: 10
Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets
Hui Ding, Yisu Huang, Jiqian Wang
International Review of Financial Analysis (2023) Vol. 87, pp. 102620-102620
Open Access | Times Cited: 5
Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets
Hassan Zada, Arshad Hassan, Wing‐Keung Wong
Economies (2021) Vol. 9, Iss. 2, pp. 92-92
Open Access | Times Cited: 12
To jump or not to jump: momentum of jumps in crude oil price volatility prediction
Yaojie Zhang, Yudong Wang, Feng Ma, et al.
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 9
Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data
Dennis Dlugosch, Mei Wang
Journal of Banking & Finance (2022) Vol. 140, pp. 106509-106509
Closed Access | Times Cited: 8
Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia
Hassan Zada, Huma Maqsood, Shakeel Ahmed, et al.
SN Business & Economics (2023) Vol. 3, Iss. 1
Open Access | Times Cited: 4
Forecasting stock market volatility under parameter and model uncertainty
Zhao-Chen Li, Chi Xie, Gang‐Jin Wang, et al.
Research in International Business and Finance (2023) Vol. 66, pp. 102084-102084
Closed Access | Times Cited: 4
Singlehanded or joint race? Stock market volatility prediction
Xinjie Lu, Feng Ma, Jianqiong Wang, et al.
International Review of Economics & Finance (2022) Vol. 80, pp. 734-754
Closed Access | Times Cited: 7
Forecasting International Stock Market Variances
Geert Bekaert, Nancy R. Xu, Tiange Ye
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Forecasting the Chinese stock market volatility: A regression approach with a t-distributed error
Mengxi He, Yaojie Zhang, Danyan Wen, et al.
Applied Economics (2022) Vol. 54, Iss. 50, pp. 5811-5826
Closed Access | Times Cited: 6
International commodity market and stock volatility predictability: Evidence from G7 countries
Jiashun Wang, Jiqian Wang, Feng Ma
International Review of Economics & Finance (2023) Vol. 90, pp. 62-71
Closed Access | Times Cited: 3
The cross-market dynamic effects of liquidity on volatility: evidence from Chinese stock index and futures markets
Gaoxiu Qiao, Yuxin Teng, Yanyan Xu, et al.
Applied Economics (2019) Vol. 52, Iss. 1, pp. 85-99
Closed Access | Times Cited: 8
Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX
Gongyue Jiang, Gaoxiu Qiao, Feng Ma, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 8, pp. 1518-1548
Closed Access | Times Cited: 5
Volatility forecasting revisited using Markov‐switching with time‐varying probability transition
Jiqian Wang, Feng Ma, Chao Liang, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 1, pp. 1387-1400
Closed Access | Times Cited: 7
Predicting the volatility of crude oil futures: The roles of leverage effects and structural changes
Xu Gong, Boqiang Lin
International Journal of Finance & Economics (2020) Vol. 27, Iss. 1, pp. 610-640
Closed Access | Times Cited: 7
Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?
Yongsheng Yi, Mengxi He, Yaojie Zhang
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101731-101731
Closed Access | Times Cited: 5
Measuring multi‐volatility states of financial markets based on multifractal clustering model
Xun Huang, Huiyue Tang
Journal of Forecasting (2021) Vol. 41, Iss. 3, pp. 422-434
Closed Access | Times Cited: 6
Does oil price uncertainty matter in stock market volatility forecasting?
Peng Qin, Manying Bai
PLoS ONE (2022) Vol. 17, Iss. 12, pp. e0277319-e0277319
Open Access | Times Cited: 4
Forecasting volatility of the Chinese stock markets using TVP HAR-type models
Guangqiang Liu, Yan Wang, Xiaodan Chen, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 542, pp. 123445-123445
Closed Access | Times Cited: 5
Modeling and Forecasting the Multivariate Realized Volatility of Financial Markets with Time-Varying Sparsity
Jiawen Luo, Langnan Chen
Emerging Markets Finance and Trade (2019) Vol. 56, Iss. 2, pp. 392-408
Closed Access | Times Cited: 4
Co-Jumping of Treasury Yield Curve Rates
Jozef Baruník, Pavel Fišer
Studies in Nonlinear Dynamics and Econometrics (2023) Vol. 28, Iss. 3, pp. 481-506
Open Access | Times Cited: 1

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