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:

On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin
Andrew Phillip, Jennifer Chan, Shelton Peiris
Econometrics and Statistics (2018) Vol. 16, pp. 69-90
Closed Access | Times Cited: 14

Showing 14 citing articles:

Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models
Mohamed Fakhfekh, Ahmed Jeribi
Research in International Business and Finance (2019) Vol. 51, pp. 101075-101075
Closed Access | Times Cited: 90

Multi-step ahead Bitcoin Price Forecasting Based on VMD and Ensemble Learning Methods
Ramon Gomes da Silva, Matheus Henrique Dal Molin Ribeiro, Naylene Fraccanabbia, et al.
2022 International Joint Conference on Neural Networks (IJCNN) (2020), pp. 1-8
Closed Access | Times Cited: 19

Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models
Thanakorn Nitithumbundit, Jennifer Chan
The Quarterly Review of Economics and Finance (2022) Vol. 86, pp. 365-375
Closed Access | Times Cited: 12

Monitoring and modelling of cryptocurrency trend resistance by recurrent and R/S-analysis
Hanna Danylchuk, Oksana Kovtun, Liubov Kibalnyk, et al.
E3S Web of Conferences (2020) Vol. 166, pp. 13030-13030
Open Access | Times Cited: 15

Modelling of cryptocurrency market using fractal and entropy analysis in COVID-19
Hanna Danylchuk, Liubov Kibalnyk, Oksana Kovtun, et al.
(2020)
Open Access | Times Cited: 15

Do Cryptocurrency Prices Camouflage Latent Economic Effects? A Bayesian Hidden Markov Approach
Constandina Koki, Stefanos Leonardos, Georgios Piliouras
Future Internet (2020) Vol. 12, Iss. 3, pp. 59-59
Open Access | Times Cited: 13

The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Tak Kuen Siu
Applied Economics (2021) Vol. 53, Iss. 17, pp. 1991-2014
Closed Access | Times Cited: 12

Bayesian nonlinear expectation for time series modelling and its application to Bitcoin
Tak Kuen Siu
Empirical Economics (2022) Vol. 64, Iss. 1, pp. 505-537
Open Access | Times Cited: 4

A persistent cyclical pattern in the SOI and EQSOI series
Luis A. Gil-Alaña, M. F. Romero
International Journal of Hydrology (2024) Vol. 8, Iss. 5, pp. 195-200
Open Access

A Persistent Cyclical Pattern in the Soi and Eqsoi Series
Luis A. Gil‐Alana, Maria Fatima Romero-Rojo
Research Square (Research Square) (2022)
Open Access | Times Cited: 2

Trends and cycles in macro series: The case of US real GDP
Guglielmo Maria Caporale, Luis A. Gil‐Alana
Bulletin of Economic Research (2021) Vol. 74, Iss. 1, pp. 123-134
Open Access | Times Cited: 2

A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series
Constandina Koki, Stefanos Leonardos, Georgios Piliouras
arXiv (Cornell University) (2019)
Closed Access

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