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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:

Rough Volatility: Fact or Artefact?
Rama Cont, Purba Das
Sankhya B (2024) Vol. 86, Iss. 1, pp. 191-223
Open Access | Times Cited: 13

Showing 13 citing articles:

The roughness exponent and its model-free estimation
Xiyue Han, Alexander Schied
The Annals of Applied Probability (2025) Vol. 35, Iss. 2
Closed Access | Times Cited: 1
Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity
Linda Ponta, A. Carbone
Physical review. E (2025) Vol. 111, Iss. 1
Open Access
Kolmogorov-Smirnov Estimation of Self-Similarity in Long-Range Dependent Fractional Processes
Daniele Angelini, Sergio Bianchi
(2025)
Closed Access
Pricing of geometric Asian options in the Volterra-Heston model
Florian Aichinger, Sascha Desmettre
Review of Derivatives Research (2025) Vol. 28, Iss. 1
Open Access
Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent
Markus Bibinger, Michael Sonntag
Econometrics and Statistics (2025)
Open Access
Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
James-Michael Leahy, Torstein Nilssen
Electronic Journal of Probability (2025) Vol. 30, Iss. none
Open Access
Kolmogorov–Smirnov estimation of self-similarity in long-range dependent fractional processes
Daniele Angelini, Sergio Bianchi
Physica D Nonlinear Phenomena (2025), pp. 134697-134697
Open Access
Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?
Eduardo Abi Jaber, Shaun Li
Mathematical Finance (2025)
Closed Access
A Nonparametric Test for Rough Volatility
Carsten Chong, Viktor Todorov
Journal of the American Statistical Association (2025), pp. 1-23
Closed Access
Valuation of options subject to default risk under a mixed fractional and multiscale stochastic volatility model
Min-Ku Lee, Jeong‐Hoon Kim
Advances in Continuous and Discrete Models (2025) Vol. 2025, Iss. 1
Open Access
On the implied volatility of Inverse options under stochastic volatility models
Elisa Alòs, Eulàlia Nualart, Makar Pravosud
Decisions in Economics and Finance (2025)
Open Access
Reconciling Rough Volatility with Jumps
Eduardo Abi Jaber, Nathan De Carvalho
SIAM Journal on Financial Mathematics (2024) Vol. 15, Iss. 3, pp. 785-823
Closed Access | Times Cited: 3
A Noisy Fractional Brownian Motion Model for Multiscale Correlation Analysis of High-Frequency Prices
Tim Leung, Theodore Zhao
Mathematics (2024) Vol. 12, Iss. 6, pp. 864-864
Open Access | Times Cited: 1
Pricing vanilla, barrier, and lookback options under two-scale stochastic volatility driven by two approximate fractional Brownian motions
Min-Ku Lee, Jeong‐Hoon Kim
AIMS Mathematics (2024) Vol. 9, Iss. 9, pp. 25545-25576
Open Access | Times Cited: 1
Statistical inference for the first-order autoregressive process with the fractional Gaussian noise
Yinzhong Huang, Weilin Xiao, Xiaojian Yu
Quantitative Finance (2024), pp. 1-19
Closed Access | Times Cited: 1
Multifractality and sample size influence on Bitcoin volatility patterns
Tetsuya Takaishi
Finance research letters (2024), pp. 106683-106683
Closed Access | Times Cited: 1
The Fine Structure of Volatility Dynamics
Carsten Chong, Viktor Todorov
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
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