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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:

Realized GARCH: a joint model for returns and realized measures of volatility
Peter Reinhard Hansen, Zhuo Huang, Howard Shek
Journal of Applied Econometrics (2011) Vol. 27, Iss. 6, pp. 877-906
Closed Access | Times Cited: 640

Showing 1-25 of 640 citing articles:

Artificial intelligence and machine learning in finance: A bibliometric review
Shamima Ahmed, Muneer M. Alshater, Anis El Ammari, et al.
Research in International Business and Finance (2022) Vol. 61, pp. 101646-101646
Closed Access | Times Cited: 253
Multivariate high‐frequency‐based volatility (HEAVY) models
Diaa Noureldin, Neil Shephard, Kevin Sheppard
Journal of Applied Econometrics (2011) Vol. 27, Iss. 6, pp. 907-933
Open Access | Times Cited: 237
Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting
Min Liu, Chien‐Chiang Lee
Energy Economics (2021) Vol. 103, pp. 105622-105622
Closed Access | Times Cited: 119
Does climate policy uncertainty affect Chinese stock market volatility?
Zhonglu Chen, Li Zhang, Chen Weng
International Review of Economics & Finance (2022) Vol. 84, pp. 369-381
Closed Access | Times Cited: 73
On the forecasting accuracy of multivariate GARCH models
Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante
Journal of Applied Econometrics (2011) Vol. 27, Iss. 6, pp. 934-955
Closed Access | Times Cited: 224
Exponential GARCH Modeling With Realized Measures of Volatility
Peter Reinhard Hansen, Zhuo Huang
Journal of Business and Economic Statistics (2015) Vol. 34, Iss. 2, pp. 269-287
Open Access | Times Cited: 166
REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY
Peter Reinhard Hansen, Asger Lunde, Valeri Voev
Journal of Applied Econometrics (2014) Vol. 29, Iss. 5, pp. 774-799
Closed Access | Times Cited: 139
Forecasting risk with Markov-switching GARCH models:A large-scale performance study
David Ardia, Keven Bluteau, Kris Boudt, et al.
International Journal of Forecasting (2018) Vol. 34, Iss. 4, pp. 733-747
Open Access | Times Cited: 136
On loss functions and ranking forecasting performances of multivariate volatility models
Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante
Journal of Econometrics (2012) Vol. 173, Iss. 1, pp. 1-10
Open Access | Times Cited: 135
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
Siem Jan Koopman, André Lucas, Marcel Scharth
The Review of Economics and Statistics (2015) Vol. 98, Iss. 1, pp. 97-110
Open Access | Times Cited: 128
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation
Peter Christoffersen, Bruno Feunou, Kris Jacobs, et al.
Journal of Financial and Quantitative Analysis (2014) Vol. 49, Iss. 3, pp. 663-697
Open Access | Times Cited: 126
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
Modeling and forecasting exchange rate volatility in time-frequency domain
Jozef Baruník, Tomáš Křehlík, Lukáš Vácha
European Journal of Operational Research (2015) Vol. 251, Iss. 1, pp. 329-340
Open Access | Times Cited: 102
Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models
Christian Conrad, Onno Kleen
Journal of Applied Econometrics (2019) Vol. 35, Iss. 1, pp. 19-45
Open Access | Times Cited: 101
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
Arianna Agosto, Giuseppe Cavaliere, Dennis Kristensen, et al.
Journal of Empirical Finance (2016) Vol. 38, pp. 640-663
Open Access | Times Cited: 96
Forecasting Bitcoin risk measures: A robust approach
Carlos Trucíos
International Journal of Forecasting (2019) Vol. 35, Iss. 3, pp. 836-847
Closed Access | Times Cited: 91
Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS
Min Liu, Chien‐Chiang Lee
Resources Policy (2022) Vol. 76, pp. 102703-102703
Closed Access | Times Cited: 55
Prediction of realized volatility and implied volatility indices using AI and machine learning: A review
Elias Søvik Gunnarsson, Håkon Ramon Isern, Aris Kaloudis, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103221-103221
Open Access | Times Cited: 12
Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda
Girish Balkrishna Joshi, Ranjan Kumar Dash
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 10
Realized GARCH Model in Volatility Forecasting and Option Pricing
Zheng Fang, J. Han
Computational Economics (2025)
Closed Access | Times Cited: 1
The impact of FOMC announcements on cryptocurrency risk spillover across different market conditions
Lihui Tian, Haifeng Wu, Qichang Xie
Review of World Economics (2025)
Closed Access | Times Cited: 1
Bad environments, good environments: A non-Gaussian asymmetric volatility model
Geert Bekaert, Eric Engström, Andrey Ermolov
Journal of Econometrics (2014) Vol. 186, Iss. 1, pp. 258-275
Closed Access | Times Cited: 91
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates
Heejoon Han, Dennis Kristensen
Journal of Business and Economic Statistics (2014) Vol. 32, Iss. 3, pp. 416-429
Open Access | Times Cited: 85
Financial Risk Measurement for Financial Risk Management
Torben G. Andersen, Tim Bollerslev, Peter Christoffersen, et al.
Handbook of the economics of finance (2013), pp. 1127-1220
Open Access | Times Cited: 84
The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures
Siem Jan Koopman, Marcel Scharth
Journal of Financial Econometrics (2012) Vol. 11, Iss. 1, pp. 76-115
Closed Access | Times Cited: 83
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