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:
Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence
Francisco Blasques, André Lucas, A.C. van Vlodrop
Econometrics and Statistics (2020) Vol. 19, pp. 47-57
Open Access | Times Cited: 10
Francisco Blasques, André Lucas, A.C. van Vlodrop
Econometrics and Statistics (2020) Vol. 19, pp. 47-57
Open Access | Times Cited: 10
Showing 10 citing articles:
Anticipating extreme losses using score-driven shape filters
Astrid Ayala, Szabolcs Blazsek, Álvaro Escribano
Studies in Nonlinear Dynamics and Econometrics (2022) Vol. 27, Iss. 4, pp. 449-484
Open Access | Times Cited: 10
Astrid Ayala, Szabolcs Blazsek, Álvaro Escribano
Studies in Nonlinear Dynamics and Econometrics (2022) Vol. 27, Iss. 4, pp. 449-484
Open Access | Times Cited: 10
‘Monte Carlo’ Simulation Predicting on the Movement of Investments – During the Covid Pandemic in Indonesia
Musdalifah Azis, Zainal Ilmi, Yundi Permadi Hakim, et al.
Jurnal Dinamika Manajemen (2021) Vol. 12, Iss. 2, pp. 262-274
Open Access | Times Cited: 9
Musdalifah Azis, Zainal Ilmi, Yundi Permadi Hakim, et al.
Jurnal Dinamika Manajemen (2021) Vol. 12, Iss. 2, pp. 262-274
Open Access | Times Cited: 9
Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020
Astrid Ayala, Szabolcs Blazsek, Adrián Licht
Empirical Economics (2021) Vol. 62, Iss. 5, pp. 2179-2203
Closed Access | Times Cited: 4
Astrid Ayala, Szabolcs Blazsek, Adrián Licht
Empirical Economics (2021) Vol. 62, Iss. 5, pp. 2179-2203
Closed Access | Times Cited: 4
Signal smoothing for score-driven models: a linear approach
Szabolcs Blazsek, Astrid Ayala, Adrián Licht
Communications in Statistics - Simulation and Computation (2022) Vol. 53, Iss. 2, pp. 829-852
Open Access | Times Cited: 3
Szabolcs Blazsek, Astrid Ayala, Adrián Licht
Communications in Statistics - Simulation and Computation (2022) Vol. 53, Iss. 2, pp. 829-852
Open Access | Times Cited: 3
Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets
Astrid Ayala, Szabolcs Blazsek, Adrián Licht
Studies in Nonlinear Dynamics and Econometrics (2023) Vol. 27, Iss. 5, pp. 705-731
Closed Access | Times Cited: 1
Astrid Ayala, Szabolcs Blazsek, Adrián Licht
Studies in Nonlinear Dynamics and Econometrics (2023) Vol. 27, Iss. 5, pp. 705-731
Closed Access | Times Cited: 1
Score-Driven Models: Methodology and Theory
Mariia Artemova, Francisco Blasques, J. van Brummelen, et al.
Oxford Research Encyclopedia of Economics and Finance (2022)
Open Access | Times Cited: 2
Mariia Artemova, Francisco Blasques, J. van Brummelen, et al.
Oxford Research Encyclopedia of Economics and Finance (2022)
Open Access | Times Cited: 2
Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period
Astrid Ayala, Szabolcs Blazsek, Adrián Licht
Studies in Nonlinear Dynamics and Econometrics (2023)
Closed Access
Astrid Ayala, Szabolcs Blazsek, Adrián Licht
Studies in Nonlinear Dynamics and Econometrics (2023)
Closed Access
Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions
Szabolcs Blazsek, Virág Blazsek, Ádám Kóbor
Studies in Nonlinear Dynamics and Econometrics (2022) Vol. 27, Iss. 2, pp. 237-264
Open Access
Szabolcs Blazsek, Virág Blazsek, Ádám Kóbor
Studies in Nonlinear Dynamics and Econometrics (2022) Vol. 27, Iss. 2, pp. 237-264
Open Access
