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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:

Intra-day realized volatility for European and USA stock indices
Stavros Degiannakis, Christos Floros
Global Finance Journal (2015) Vol. 29, pp. 24-41
Open Access | Times Cited: 18

Showing 18 citing articles:

Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
Journal of International Money and Finance (2020) Vol. 104, pp. 102137-102137
Open Access | Times Cited: 132
Trimmed fuzzy clustering of financial time series based on dynamic time warping
Pierpaolo D’Urso, Livia De Giovanni, Riccardo Massari
Annals of Operations Research (2019) Vol. 299, Iss. 1-2, pp. 1379-1395
Open Access | Times Cited: 73
Empirical Evaluation of Competing High-Frequency Estimators of Quadratic Variation
Colin Bowers, Chris Heaton
Journal of Financial Econometrics (2025) Vol. 23, Iss. 3
Open Access
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data
Stavros Degiannakis, Artemis Potamia
International Review of Financial Analysis (2016) Vol. 49, pp. 176-190
Open Access | Times Cited: 28
Option Pricing Using LSTM: A Perspective of Realized Skewness
Yan Liu, Xiong Zhang
Mathematics (2023) Vol. 11, Iss. 2, pp. 314-314
Open Access | Times Cited: 8
Inner Multifractal Dynamics in the Jumps of Cryptocurrency and Forex Markets
Haider Ali, Muhammad Aftab, Faheem Aslam, et al.
Fractal and Fractional (2024) Vol. 8, Iss. 10, pp. 571-571
Open Access | Times Cited: 3
Realized Measures to Explain Volatility Changes over Time
Christos Floros, Κωνσταντίνος Γκίλλας, Christoforos Konstantatos, et al.
Journal of risk and financial management (2020) Vol. 13, Iss. 6, pp. 125-125
Open Access | Times Cited: 16
Uncertainty Due to Infectious Diseases and Stock–Bond Correlation
Κωνσταντίνος Γκίλλας, Christoforos Konstantatos, Costas Siriopoulos
Econometrics (2021) Vol. 9, Iss. 2, pp. 17-17
Open Access | Times Cited: 14
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
European Journal of Finance (2021) Vol. 27, Iss. 16, pp. 1626-1644
Open Access | Times Cited: 11
Measuring actual daily volatility from high frequency intraday returns of the S&P futures and index observations
Juha Kotkatvuori-Örnberg
Expert Systems with Applications (2015) Vol. 43, pp. 213-222
Closed Access | Times Cited: 11
Early warnings of systemic risk using one-minute high-frequency data
Massimiliano Caporin, Laura Garcia‐Jorcano, Juan‐Ángel Jiménez‐Martín
Expert Systems with Applications (2024) Vol. 252, pp. 124134-124134
Open Access | Times Cited: 1
Performance ranking (dis)similarities in commodity markets
Hanxiong Zhang, Benjamin Auer, Dimitrios I. Vortelinos
Global Finance Journal (2017) Vol. 35, pp. 115-137
Open Access | Times Cited: 8
Multiple-Days-Ahead Value-At-Risk and Expected Shortfall Forecasting for Stock Indices, Commodities and Exchange Rates: Inter-Day Versus Intra-Day Data
Stavros Degiannakis, Artemis Potamia
SSRN Electronic Journal (2016)
Open Access | Times Cited: 2
The one-trading-day-ahead forecast errors of intra-day realized volatility
Stavros Degiannakis
Research in International Business and Finance (2017) Vol. 42, pp. 1298-1314
Open Access | Times Cited: 1
Modelling Realized Volatility in Electricity Spot Prices: New Insights and Application to the Japanese Electricity Market
Aitor Ciarreta, Peru Muniain, Ainhoa Zarraga
SSRN Electronic Journal (2017)
Open Access | Times Cited: 1
The Long Memory of the Jump Intensity of the Price Process
Yizhuang Tian, Dongyang Shi, Handong Li
Journal of Mathematical Finance (2021) Vol. 11, Iss. 02, pp. 176-189
Open Access | Times Cited: 1
Appraisal bias in the lodging sector: Evidence from CMBS transactions
Amrik Singh, John W. O’Neill
International Journal of Hospitality Management (2022) Vol. 106, pp. 103302-103302
Closed Access
Literature Review
Thi Le
Contributions to finance and accounting (2021), pp. 13-27
Closed Access
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