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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:

VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Qi Wang, Zerong Wang
Journal of Banking & Finance (2020) Vol. 116, pp. 105845-105845
Closed Access | Times Cited: 24

Showing 24 citing articles:

Dynamic spillover and connectedness in higher moments of European stock sector markets
Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo, et al.
Research in International Business and Finance (2023) Vol. 68, pp. 102164-102164
Closed Access | Times Cited: 17
Pricing of European Options under Time Varying Mixed Bifractional Brown Motion
嘉卿 盛
Statistics and Applications (2025) Vol. 14, Iss. 01, pp. 240-250
Closed Access
Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration
Bing Dong, Wei Xu, Zhenyu Cui
Journal of Futures Markets (2025)
Open Access
Forecasting VIX with time-varying risk aversion
Xinyu Wu, Qizhi He, Haibin Xie
International Review of Economics & Finance (2023) Vol. 88, pp. 458-475
Closed Access | Times Cited: 6
The benefits of returns and options in the estimation of GARCH models. A Heston-Nandi GARCH insight
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye
Econometrics and Statistics (2022)
Closed Access | Times Cited: 10
A short cut: Directly pricing VIX futures with discrete‐time long memory model and asymmetric jumps
Fangsheng Yin, Yang Bian, Tianyi Wang
Journal of Futures Markets (2020) Vol. 41, Iss. 4, pp. 458-477
Closed Access | Times Cited: 13
Directly pricing VIX futures: the role of dynamic volatility and jump intensity
Tianyi Wang, Sicong Cheng, Fangsheng Yin, et al.
Applied Economics (2022) Vol. 54, Iss. 32, pp. 3678-3694
Closed Access | Times Cited: 9
VIX futures pricing based on high‐frequency VIX: A hybrid approach combining SVR with parametric models
Gaoxiu Qiao, Gongyue Jiang
Journal of Futures Markets (2023) Vol. 43, Iss. 9, pp. 1238-1260
Closed Access | Times Cited: 4
Pricing CBOE VIX in non-affine GARCH models with variance risk premium
Chen Tong
Finance research letters (2024) Vol. 62, pp. 105115-105115
Closed Access | Times Cited: 1
Option valuation via nonaffine dynamics with realized volatility
Yuanyuan Zhang, Qian Zhang, Zerong Wang, et al.
Journal of Empirical Finance (2024) Vol. 77, pp. 101486-101486
Closed Access | Times Cited: 1
Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
Zhiyu Guo, Zhuo Huang, Chen Tong
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1832-1847
Closed Access | Times Cited: 1
VIX futures and its closed‐form pricing through an affine GARCH model with realized variance
Qi Wang, Zerong Wang
Journal of Futures Markets (2020) Vol. 41, Iss. 1, pp. 135-156
Closed Access | Times Cited: 9
Setting the VIX Free: A Generalized Affine GARCH Model
Marcos Escobar, Lars Stentoft, Xize Ye
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Joint calibration of VIX and VXX options: does volatility clustering matter?
Shan Lu
European Journal of Finance (2023), pp. 1-32
Open Access | Times Cited: 3
Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX
Gongyue Jiang, Gaoxiu Qiao, Feng Ma, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 8, pp. 1518-1548
Closed Access | Times Cited: 5
Skew index: Descriptive analysis, predictive power, and short-term forecast
Andrés Mora‐Valencia, Santiago Rodríguez-Raga, Esteban Vanegas Duarte
The North American Journal of Economics and Finance (2021) Vol. 56, pp. 101356-101356
Closed Access | Times Cited: 7
Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach
Danyan Wen, Mengxi He, Yaojie Zhang, et al.
Journal of Forecasting (2021) Vol. 41, Iss. 2, pp. 230-251
Closed Access | Times Cited: 7
VIX option pricing through nonaffine GARCH dynamics and semianalytical formula
Junting Liu, Qi Wang, Yuanyuan Zhang
Journal of Futures Markets (2024) Vol. 44, Iss. 7, pp. 1189-1223
Closed Access
Pricing VIX options based on mean-reverting models driven by information
Yahua Yin, Fumin Zhu, Zun-Xin Zheng
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102203-102203
Closed Access
European option pricing Prediction under time-varying Brown Motion Based on LSTM Hybrid Neural Network
Zhaohong Chen, Xiaolong Chai
(2024), pp. 162-165
Closed Access
Pricing VIX futures: A framework with random level shifts
Xiaoyi Chen, JianFen Feng, Tianyi Wang
Finance research letters (2022) Vol. 52, pp. 103501-103501
Closed Access | Times Cited: 2
The Information Content of Overnight Information for Volatility Forecasting: Evidence from China's Stock Market
Yi Zhang, Long Zhou, Fang Liu
SSRN Electronic Journal (2022)
Closed Access
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Shaoyu Li, Yuanyuan Zhang, Chunhui Zhu
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101532-101532
Closed Access
Backtesting von volatilitaetsgesteuerten Aktienportfolios (Backtesting of Volatility Targeting Strategies)
Simon Pleines, Frank Lehrbass
SSRN Electronic Journal (2021)
Closed Access
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