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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 discrete copula models for high‐frequency stock price changes
Siem Jan Koopman, Rutger Lit, André Lucas, et al.
Journal of Applied Econometrics (2018) Vol. 33, Iss. 7, pp. 966-985
Open Access | Times Cited: 35

Showing 1-25 of 35 citing articles:

Maximum likelihood estimation for score-driven models
Francisco Blasques, J. van Brummelen, Siem Jan Koopman, et al.
Journal of Econometrics (2021) Vol. 227, Iss. 2, pp. 325-346
Open Access | Times Cited: 63
A copula-based Bayesian method for probabilistic solar power forecasting
Hossein Panamtash, Qun Zhou, Tao Hong, et al.
Solar Energy (2019) Vol. 196, pp. 336-345
Open Access | Times Cited: 67
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics
Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi, et al.
Journal of Business and Economic Statistics (2020) Vol. 39, Iss. 4, pp. 920-936
Open Access | Times Cited: 47
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence
Andres Algaba, Samuel Borms, Kris Boudt, et al.
International Journal of Forecasting (2021) Vol. 39, Iss. 1, pp. 266-278
Open Access | Times Cited: 33
Score-driven expected return and volatility spillovers between the Indian and United States stock markets
Szabolcs Blazsek, Vijaya Subrahmanyam, Astrid Ayala
Applied Economics (2025), pp. 1-19
Closed Access
Bayesian Copula Factor Autoregressive Models for Time Series Mixed Data
Samira Zaroudi, Hadi Safari‐Katesari, S. Yaser Samadi
Bayesian Analysis (2025) Vol. -1, Iss. -1
Open Access
Modelling Intraday Covariance 
Pedro L. Valls Pereira, Bruno Morier
(2025)
Closed Access
Forecasting Intraday Volatility and Densities using Deep Learning 
Pedro L. Valls Pereira, Bruno Morier
(2025)
Closed Access
Dynamic Discrete Mixtures for High-Frequency Prices
Leopoldo Catania, Roberto Di Mari, Paolo Santucci de Magistris
Journal of Business and Economic Statistics (2020) Vol. 40, Iss. 2, pp. 559-577
Open Access | Times Cited: 14
Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros
Francisco Blasques, Vladimír Holý, Petra Tomanová
Studies in Nonlinear Dynamics and Econometrics (2023) Vol. 28, Iss. 5, pp. 673-702
Closed Access | Times Cited: 4
Modeling price clustering in high-frequency prices
Vladimír Holý, Petra Tomanová
Quantitative Finance (2022) Vol. 22, Iss. 9, pp. 1649-1663
Open Access | Times Cited: 6
Integer‐valued asymmetric garch modeling
Xiaofei Hu, Beth Andrews
Journal of Time Series Analysis (2021) Vol. 42, Iss. 5-6, pp. 737-751
Closed Access | Times Cited: 6
Discovering Intraday Tail Dependence Patterns via a Full-Range Tail Dependence Copula
Lei Hua
Risks (2023) Vol. 11, Iss. 11, pp. 195-195
Open Access | Times Cited: 2
Missing observations in observation-driven time series models
Francisco Blasques, Paolo Gorgi, Siem Jan Koopman
Journal of Econometrics (2020) Vol. 221, Iss. 2, pp. 542-568
Open Access | Times Cited: 4
Models for Integer Data
Dimitris Karlis, Naushad Mamode Khan
Annual Review of Statistics and Its Application (2022) Vol. 10, Iss. 1, pp. 297-323
Open Access | Times Cited: 3
Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context
Jie Cheng
Computational Economics (2024) Vol. 64, Iss. 6, pp. 3617-3643
Open Access
An intraday GARCH model for discrete price changes and irregularly spaced observations
Vladimír Holý
Annals of Operations Research (2024)
Closed Access
Modelling ℤ-valued time series with Skellam thinning-based INAR(1) process
Yao Kang, Junrong Song, Yuteng Zhang, et al.
Applied Economics (2024), pp. 1-14
Closed Access
Efficient Importance Variational Approximations for State Space Models
Rubén Loaiza‐Maya, Didier Nibbering
Journal of Business and Economic Statistics (2024), pp. 1-67
Open Access
A Zero-Inflated Poisson Asymmetric Power GARCH Model for $$\mathbb {Z}$$-valued Time Series
Yue Xu, Fukang Zhu
Communications in Mathematics and Statistics (2024)
Closed Access
Multivariate dynamic mixed-frequency density pooling for financial forecasting
Audronė Virbickaitė, Hedibert F. Lopes, Martina Danielova Zaharieva
International Journal of Forecasting (2024)
Open Access
High-dimensional realized covariance estimation: a parametric approach
Giuseppe Buccheri, Gael Mboussa Anga
Quantitative Finance (2022) Vol. 22, Iss. 11, pp. 2093-2107
Closed Access | Times Cited: 2
Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros
F. Blasques Albergaria Amaral, Vladimír Holý, Petra Tomanová
arXiv (Cornell University) (2019) Vol. 2019
Closed Access | Times Cited: 2
Dynamic Discrete Mixtures for High Frequency Prices
Leopoldo Catania, Roberto Di Mari, Paolo Santucci de Magistris
SSRN Electronic Journal (2019)
Open Access | Times Cited: 2
Intraday conditional value at risk: A periodic mixed‐frequency generalized autoregressive score approach
Tobias Eckernkemper, Bastian Gribisch
Journal of Forecasting (2020) Vol. 40, Iss. 5, pp. 883-910
Open Access | Times Cited: 2
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