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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:

Volatility Estimation Based on High-Frequency Data
Christian Pigorsch, Uta Pigorsch, Ivaylo Popov
Springer eBooks (2011), pp. 335-369
Closed Access | Times Cited: 11

Showing 11 citing articles:

Localized Realized Volatility Modeling
Ying Chen, Wolfgang Karl Härdle, Uta Pigorsch
Journal of the American Statistical Association (2010) Vol. 105, Iss. 492, pp. 1376-1393
Open Access | Times Cited: 81
Low and high prices can improve volatility forecasts during periods of turmoil
Piotr Fiszeder, Grzegorz Perczak
International Journal of Forecasting (2016) Vol. 32, Iss. 2, pp. 398-410
Closed Access | Times Cited: 30
Covariance matrix forecasting using support vector regression
Piotr Fiszeder, Witold Orzeszko
Applied Intelligence (2021) Vol. 51, Iss. 10, pp. 7029-7042
Open Access | Times Cited: 17
A new look at variance estimation based on low, high and closing prices taking into account the drift
Piotr Fiszeder, Grzegorz Perczak
Statistica Neerlandica (2013) Vol. 67, Iss. 4, pp. 456-481
Closed Access | Times Cited: 19
Low and high prices can improve covariance forecasts: The evidence based on currency rates
Piotr Fiszeder
Journal of Forecasting (2018) Vol. 37, Iss. 6, pp. 641-649
Closed Access | Times Cited: 15
Stationary bootstrapping realized volatility under market microstructure noise
Eunju Hwang, Dong Wan Shin
Electronic Journal of Statistics (2013) Vol. 7, Iss. none
Open Access | Times Cited: 9
Prediction power of high-frequency based volatility measures: a model based approach
Alain Hamid
Review of Managerial Science (2014) Vol. 9, Iss. 3, pp. 549-576
Closed Access | Times Cited: 7
Zum Informationsgehalt der Volatilitätsindizes VDAX und VDAX-New der Deutsche Börse AG
André Schöne
Schmalenbach Journal of Business Research (2010) Vol. 62, Iss. 6, pp. 625-661
Closed Access | Times Cited: 1
Economic Integration and Exchange Market Pressure in a Policy Uncertain World
Muhammad Aftab, Kate Phylaktis
SSRN Electronic Journal (2021)
Open Access | Times Cited: 1
Bayesian stochastic volatility models for high-frequency data
Georgi Dinolov, Abel Rodríguez, Hongyun Wang
arXiv (Cornell University) (2016)
Open Access
Performance of estimators of quadratic variation based on high frequency data—empirical review
John Gayomey, A. V. Kostin
WORLD OF ECONOMICS AND MANAGEMENT (2020) Vol. 20, Iss. 3, pp. 47-69
Open Access
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