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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:

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Yacine Aït‐Sahalia, Jean Jacod
Journal of Economic Literature (2012) Vol. 50, Iss. 4, pp. 1007-1050
Closed Access | Times Cited: 184

Showing 26-50 of 184 citing articles:

Multifractal Detrended Fluctuation Analysis of Return on Bitcoin*
Keshab Shrestha
International Review of Finance (2019) Vol. 21, Iss. 1, pp. 312-323
Closed Access | Times Cited: 28
Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies
Peter Forsyth, Kenneth R. Vetzal
Applied Mathematical Finance (2019) Vol. 26, Iss. 1, pp. 1-37
Closed Access | Times Cited: 28
Jumps or Staleness?
Aleksey Kolokolov, Roberto Renò
Journal of Business and Economic Statistics (2023) Vol. 42, Iss. 2, pp. 516-532
Open Access | Times Cited: 9
International Market Links and Volatility Transmission
Valentina Corradi, Walter Distaso, Marcelo Fernandes
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 28
Bootstrapping High-Frequency Jump Tests
Prosper Dovonon, Sı́lvia Gonçalves, Ulrich Hounyo, et al.
Journal of the American Statistical Association (2018) Vol. 114, Iss. 526, pp. 793-803
Open Access | Times Cited: 27
Realized stochastic volatility with general asymmetry and long memory
Manabu Asai, Chia‐Lin Chang, Michael McAleer
Journal of Econometrics (2017) Vol. 199, Iss. 2, pp. 202-212
Open Access | Times Cited: 26
Dynamic mean variance asset allocation: Tests for robustness
Peter Forsyth, Kenneth R. Vetzal
International Journal of Financial Engineering (2017) Vol. 04, Iss. 02n03, pp. 1750021-1750021
Closed Access | Times Cited: 25
Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price
Per A. Mykland, Lan Zhang
Journal of Econometrics (2016) Vol. 194, Iss. 2, pp. 242-262
Open Access | Times Cited: 25
Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia
Benjamin Bruder, Nazar Kostyuchyk, Thierry Roncalli
SSRN Electronic Journal (2016)
Open Access | Times Cited: 24
Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market
Chuanhai Zhang, Huan Ma, Xiaosai Liao
Pacific-Basin Finance Journal (2023) Vol. 78, pp. 101950-101950
Closed Access | Times Cited: 8
Quantitative forward guidance and the predictability of monetary policy - A wavelet based jump detection approach -
Lars Winkelmann
RePEc: Research Papers in Economics (2013)
Closed Access | Times Cited: 24
Can Tests for Jumps be Viewed as Tests for Clusters?
Karthik Bharath, Vladimir Pozdnyakov, Dipak Dey
Statistica Sinica (2014)
Open Access | Times Cited: 23
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
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Ulrich Hounyo, Rasmus T. Varneskov
Journal of Econometrics (2017) Vol. 198, Iss. 1, pp. 10-28
Open Access | Times Cited: 22
Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?
Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, et al.
The Energy Journal (2019) Vol. 40, Iss. 2_suppl, pp. 131-156
Closed Access | Times Cited: 21
Forecasting volatility using double shrinkage methods
Mingmian Cheng, Norman R. Swanson, Xiye Yang
Journal of Empirical Finance (2021) Vol. 62, pp. 46-61
Closed Access | Times Cited: 16
Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition
Hachmi Ben Ameur, Zied Ftiti, Waël Louhichi
Annals of Operations Research (2024) Vol. 341, Iss. 2-3, pp. 757-779
Closed Access | Times Cited: 2
What moves markets?
Mark Kerssenfischer, Maik Schmeling
Journal of Monetary Economics (2024) Vol. 145, pp. 103560-103560
Open Access | Times Cited: 2
Bitcoin spillovers: A high‐frequency cross‐asset analysis
Minhao Leong, Simon Kwok
Financial Review (2024)
Open Access | Times Cited: 2
Parametric Estimation of Lévy Processes
H. Masuda
Lecture notes in mathematics (2014), pp. 179-286
Closed Access | Times Cited: 21
Learning, Confidence, and Option Prices
Ivan Shaliastovich
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 20
Do co-jumps impact correlations in currency markets?
Jozef Baruník, Lukáš Vácha
Journal of Financial Markets (2017) Vol. 37, pp. 97-119
Open Access | Times Cited: 19
Statistical inferences for price staleness
Aleksey Kolokolov, Giulia Livieri, Davide Pirino
Journal of Econometrics (2020) Vol. 218, Iss. 1, pp. 32-81
Open Access | Times Cited: 17
Equity portfolio diversification with high frequency data
Vitali Alexeev, Mardi Dungey
Quantitative Finance (2014) Vol. 15, Iss. 7, pp. 1205-1215
Open Access | Times Cited: 17
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts
Junjie Hu, Weiyu Kuo, Wolfgang Karl Härdle
SSRN Electronic Journal (2019)
Open Access | Times Cited: 16

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