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:
VIX futures and its closed‐form pricing through an affine GARCH model with realized variance
Qi Wang, Zerong Wang
Journal of Futures Markets (2020) Vol. 41, Iss. 1, pp. 135-156
Closed Access | Times Cited: 9
Qi Wang, Zerong Wang
Journal of Futures Markets (2020) Vol. 41, Iss. 1, pp. 135-156
Closed Access | Times Cited: 9
Showing 9 citing articles:
Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index
Shan Lu
Journal of Futures Markets (2025)
Open Access
Shan Lu
Journal of Futures Markets (2025)
Open Access
Forecasting VIX with time-varying risk aversion
Xinyu Wu, Qizhi He, Haibin Xie
International Review of Economics & Finance (2023) Vol. 88, pp. 458-475
Closed Access | Times Cited: 6
Xinyu Wu, Qizhi He, Haibin Xie
International Review of Economics & Finance (2023) Vol. 88, pp. 458-475
Closed Access | Times Cited: 6
Pricing VIX options with realized volatility
Chen Tong, Zhuo Huang
Journal of Futures Markets (2021) Vol. 41, Iss. 8, pp. 1180-1200
Closed Access | Times Cited: 13
Chen Tong, Zhuo Huang
Journal of Futures Markets (2021) Vol. 41, Iss. 8, pp. 1180-1200
Closed Access | Times Cited: 13
Forecasting VIX using two-component realized EGARCH model
Xinyu Wu, An Zhao, Li Liu
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101934-101934
Closed Access | Times Cited: 5
Xinyu Wu, An Zhao, Li Liu
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101934-101934
Closed Access | Times Cited: 5
Option valuation via nonaffine dynamics with realized volatility
Yuanyuan Zhang, Qian Zhang, Zerong Wang, et al.
Journal of Empirical Finance (2024) Vol. 77, pp. 101486-101486
Closed Access | Times Cited: 1
Yuanyuan Zhang, Qian Zhang, Zerong Wang, et al.
Journal of Empirical Finance (2024) Vol. 77, pp. 101486-101486
Closed Access | Times Cited: 1
Stock Price Volatility Estimation Using Regime Switching Technique-Empirical Study on the Indian Stock Market
Nagaraj Naik, Biju R. Mohan
Mathematics (2021) Vol. 9, Iss. 14, pp. 1595-1595
Open Access | Times Cited: 9
Nagaraj Naik, Biju R. Mohan
Mathematics (2021) Vol. 9, Iss. 14, pp. 1595-1595
Open Access | Times Cited: 9
Setting the VIX Free: A Generalized Affine GARCH Model
Marcos Escobar, Lars Stentoft, Xize Ye
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Marcos Escobar, Lars Stentoft, Xize Ye
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
VIX option pricing through nonaffine GARCH dynamics and semianalytical formula
Junting Liu, Qi Wang, Yuanyuan Zhang
Journal of Futures Markets (2024) Vol. 44, Iss. 7, pp. 1189-1223
Closed Access
Junting Liu, Qi Wang, Yuanyuan Zhang
Journal of Futures Markets (2024) Vol. 44, Iss. 7, pp. 1189-1223
Closed Access
Forecasting Chinese stock market volatility with option-implied risk aversion: Evidence from extended realized EGARCH-MIDAS approach
Xinyu Wu, Jia Qian, Xiaohan Zhao
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102245-102245
Closed Access
Xinyu Wu, Jia Qian, Xiaohan Zhao
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102245-102245
Closed Access
