Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis
Xiaoqiang Lin, Fei Fang-yu
Economic Modelling (2012) Vol. 31, pp. 265-275
Closed Access | Times Cited: 23

Showing 23 citing articles:

Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework
Markus Vogl
Chaos Solitons & Fractals (2022) Vol. 166, pp. 112884-112884
Closed Access | Times Cited: 33
Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin
Zhongwen Tong, Zhanbo Chen, Chen Zhu
Finance research letters (2022) Vol. 47, pp. 102803-102803
Closed Access | Times Cited: 27
Asymmetric Fractal Characteristics and Market Efficiency Analysis of Style Stock Indices
Chao Xu, Jinchuan Ke, Zhikai Peng, et al.
Entropy (2022) Vol. 24, Iss. 7, pp. 969-969
Open Access | Times Cited: 13
A wavelet-based evaluation of time-varying long memory of equity markets: A paradigm in crisis
Pei Pei Tan, Cheong W. Chin, Don U. A. Galagedera
Physica A Statistical Mechanics and its Applications (2014) Vol. 410, pp. 345-358
Closed Access | Times Cited: 23
Risk estimation of CSI 300 index spot and futures in China from a new perspective
Yuan-Yuan Suo, Donghua Wang, Sai-Ping Li
Economic Modelling (2015) Vol. 49, pp. 344-353
Closed Access | Times Cited: 21
Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market
Ling Long, Albert K. Tsui, Zhaoyong Zhang
Economic Modelling (2013) Vol. 37, pp. 89-102
Closed Access | Times Cited: 18
Modeling high-frequency volatility with three-state FIGARCH models
Yanlin Shi, Kin‐Yip Ho
Economic Modelling (2015) Vol. 51, pp. 473-483
Open Access | Times Cited: 15
Identification of short-term and long-term time scales in stock markets and effect of structural break
Ajit Mahata, Debi Prasad Bal, Md. Nurujjaman
Physica A Statistical Mechanics and its Applications (2019) Vol. 545, pp. 123612-123612
Open Access | Times Cited: 15
Market Volatility of the Three Most Powerful Military Countries during Their Intervention in the Syrian War
Viviane Y. Naïmy, José‐María Montero, Rim El Khoury, et al.
Mathematics (2020) Vol. 8, Iss. 5, pp. 834-834
Open Access | Times Cited: 10
A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting
Heni Boubaker, Giorgio Canarella, Rangan Gupta, et al.
Computational Economics (2022) Vol. 62, Iss. 4, pp. 1801-1843
Closed Access | Times Cited: 6
Disagreement and the risk-return relation
Yun Jia, Chunpeng Yang
Economic Modelling (2017) Vol. 64, pp. 97-104
Closed Access | Times Cited: 7
The long memory and the transaction cost in financial markets
Daye Li, Yusaku Nishimura, Ming Men
Physica A Statistical Mechanics and its Applications (2015) Vol. 442, pp. 312-320
Closed Access | Times Cited: 5
Testing for relationships between Shanghai and Shenzhen stock markets: A threshold cointegration perspective
Xiaoqiang Lin, Zhenpeng Tang, Fei Fang-yu
Physica A Statistical Mechanics and its Applications (2013) Vol. 392, Iss. 18, pp. 4064-4074
Closed Access | Times Cited: 5
Optimal Setting for Hurst Index Estimation and Its Application in Chinese Stock Market
Liang Ding, Yi Luo, Yan Lin, et al.
IEEE Access (2021) Vol. 9, pp. 93315-93330
Open Access | Times Cited: 4
Scaling behavior in ranking mobility of Chinese stock market
Ke Wu, Wanting Xiong, Xin Weng, et al.
Physica A Statistical Mechanics and its Applications (2014) Vol. 408, pp. 164-169
Closed Access | Times Cited: 2
The forecastability of equity market returns: an empirical investigation of Chinese equity markets
Hui Hong
(2014)
Closed Access | Times Cited: 1
Oil and Methanol Price volatility
Majid Delavari, Nadiya Gandali Ali khani, Esmaeil Naderi
Australian Journal of Business and Management Research (2013) Vol. 03, Iss. 08, pp. 01-10
Closed Access | Times Cited: 1
Does long memory matter in forecasting oil price volatility
Majid Delavari, Nadiya Gandali Alikhani, Esmaeil Naderi
MPRA Paper (2013)
Closed Access | Times Cited: 1
Controversy in Financial Chaos Research and Nonlinear Dynamics: A Short Literature Review
Markus Vogl
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 1
Statistical Test of Detrended Multiple Moving Average Cross-Correlation Analysis and Its Application in Financial Market
Guangxi Cao, Wenhao Xie
Fluctuation and Noise Letters (2023) Vol. 22, Iss. 03
Closed Access
On the Impact of Long Memory on Market Risk
Salim Ben Sassi, Azza Béjaoui
Advances in finance, accounting, and economics book series (2018), pp. 42-62
Closed Access
Hurst Dynamics of S&P500 Returns: Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability
Markus Vogl, Peter Gordon Roetzel
SSRN Electronic Journal (2021)
Closed Access
Stock Prediction Based On Event Graph
Chunfu Xie
(2021), pp. 240-244
Closed Access
Page 1

Scroll to top