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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:

Estimating jump–diffusions using closed-form likelihood expansions
Chenxu Li, Dachuan Chen
Journal of Econometrics (2016) Vol. 195, Iss. 1, pp. 51-70
Closed Access | Times Cited: 29

Showing 1-25 of 29 citing articles:

A new delta expansion for multivariate diffusions via the Itô-Taylor expansion
Nian Yang, Nan Chen, Xiangwei Wan
Journal of Econometrics (2019) Vol. 209, Iss. 2, pp. 256-288
Closed Access | Times Cited: 20
Contrast function estimation for the drift parameter of ergodic jump diffusion process
Chiara Amorino, Arnaud Gloter
Scandinavian Journal of Statistics (2019) Vol. 47, Iss. 2, pp. 279-346
Open Access | Times Cited: 17
From bond yield to macroeconomic instability: A parsimonious affine model
Maria Cristina Recchioni, Gabriele Tedeschi
European Journal of Operational Research (2017) Vol. 262, Iss. 3, pp. 1116-1135
Open Access | Times Cited: 16
NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY
Zhenyu Cui, Justin Kirkby, Duy Nguyen
Econometric Theory (2019) Vol. 36, Iss. 2, pp. 250-291
Closed Access | Times Cited: 15
Maximum likelihood estimation of diffusions by continuous time Markov chain
Justin Kirkby, Dang H. Nguyen, Duy Nguyen, et al.
Computational Statistics & Data Analysis (2021) Vol. 168, pp. 107408-107408
Open Access | Times Cited: 11
High order asymptotic expansion for Wiener functionals
Ciprian A. Tudor, Nakahiro Yoshida
Stochastic Processes and their Applications (2023) Vol. 164, pp. 443-492
Open Access | Times Cited: 4
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Xiangwei Wan, Nian Yang
Journal of Economic Dynamics and Control (2021) Vol. 125, pp. 104083-104083
Closed Access | Times Cited: 10
Simulated likelihood estimators for discretely observed jump–diffusions
Kay Giesecke, Gustavo Schwenkler
Journal of Econometrics (2019) Vol. 213, Iss. 2, pp. 297-320
Closed Access | Times Cited: 8
Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models
Kenichiro Shiraya, Akihiko Takahashi
Mathematics of Operations Research (2018)
Open Access | Times Cited: 7
Simulated Likelihood Estimators for Discretely Observed Jump-Diffusions
Kay Giesecke, Gustavo Schwenkler
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 4
Maximum likelihood estimation for stochastic Lotka–Volterra model with jumps
Huiyan Zhao, Chongqi Zhang, Limin Wen
Advances in Difference Equations (2018) Vol. 2018, Iss. 1
Open Access | Times Cited: 4
Asymptotic expansion of a variation with anticipative weights
Nakahiro Yoshida
arXiv (Cornell University) (2021)
Open Access | Times Cited: 4
Estimating functions for jump–diffusions
Nina Munkholt Jakobsen, Michael Sørensen
Stochastic Processes and their Applications (2018) Vol. 129, Iss. 9, pp. 3282-3318
Open Access | Times Cited: 3
Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function
Chiara Amorino, Arnaud Gloter
Statistical Inference for Stochastic Processes (2020) Vol. 24, Iss. 1, pp. 61-148
Open Access | Times Cited: 3
Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps
Ge Wang, Yuxuan Lu, Qing Zhou, et al.
Acta Mathematicae Applicatae Sinica English Series (2024)
Closed Access
Weak approximation of SDEs for tempered distributions and applications
Yuga Iguchi, Toshihiro Yamada
Advances in Computational Mathematics (2022) Vol. 48, Iss. 5
Closed Access | Times Cited: 2
Nonparametric Density Estimation by B-spline Duality
Zhenyu Cui, Justin Kirkby, Duy Nguyen
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Density Approximations for Multivariate Diffusions Via an Ito-Taylor Expansion Approach
Nian Yang, Nan Chen, Xiangwei Wan
SSRN Electronic Journal (2017)
Closed Access
Density Approximations for Multivariate Diffusions via an Itô-Taylor Expansion Approach

SSRN Electronic Journal (2017)
Closed Access
Hermite Expansion for Transition Densities of Irreducible Diffusions with An Application to Option Pricing
Xiangwei Wan, Nian Yang
SSRN Electronic Journal (2019)
Closed Access
Asymptotic expansion for the transition densities of stochastic differential equations driven by the gamma processes
Fan Jiang, Xin Zang, Jingping Yang
(2020)
Closed Access
Recent Development of Closed-form Approximate (Log-)Transition Probability Density Functions of Diffusion Processes
Seungmoon Choi
Journal of Economic Theory And Econometrics (2020) Vol. 31, Iss. 1, pp. 97-152
Closed Access
Weak Approximation of SDEs for Tempered Distributions and Applications
Yuga Iguchi, Toshihiro Yamada
SSRN Electronic Journal (2020)
Closed Access
ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES
Fan Jiang, Xin Zang, Jingping Yang
Probability in the Engineering and Informational Sciences (2020) Vol. 36, Iss. 2, pp. 401-432
Open Access
Closed-form expansion for option price under stochastic volatility model with concurrent jumps
Dachuan Chen, Chenxu Li
IISE Transactions (2022) Vol. 55, Iss. 8, pp. 781-793
Closed Access
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