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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:

Mixed-scale jump regressions with bootstrap inference
Jia Li, Viktor Todorov, George Tauchen, et al.
Journal of Econometrics (2017) Vol. 201, Iss. 2, pp. 417-432
Open Access | Times Cited: 22

Showing 22 citing articles:

Realized Semicovariances
Tim Bollerslev, Jia Li, Andrew J. Patton, et al.
Econometrica (2020) Vol. 88, Iss. 4, pp. 1515-1551
Open Access | Times Cited: 54
Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
Tim Bollerslev
Journal of Financial Econometrics (2021) Vol. 20, Iss. 2, pp. 219-252
Closed Access | Times Cited: 25
BUMVU estimators
Aleksey Kolokolov, Roberto Renò, Patrick Zoi
Journal of Econometrics (2025), pp. 105942-105942
Open Access
Testing for mutually exciting jumps and financial flights in high frequency data
Mardi Dungey, Deniz Erdemlioglu, Marius Matei, et al.
Journal of Econometrics (2017) Vol. 202, Iss. 1, pp. 18-44
Closed Access | Times Cited: 30
Rank Tests at Jump Events
Jia Li, Viktor Todorov, George Tauchen, et al.
Journal of Business and Economic Statistics (2017) Vol. 37, Iss. 2, pp. 312-321
Open Access | Times Cited: 18
Jump factor models in large cross‐sections
Jia Li, Viktor Todorov, George Tauchen
Quantitative Economics (2019) Vol. 10, Iss. 2, pp. 419-456
Open Access | Times Cited: 16
Jump Detection in High-frequency Order Prices
Markus Bibinger, Nikolaus Hautsch, Alexander Ristig
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Asymmetric jump beta estimation with implications for portfolio risk management
Vitali Alexeev, Giovanni Urga, Wenying Yao
International Review of Economics & Finance (2019) Vol. 62, pp. 20-40
Open Access | Times Cited: 10
Testing for Jump Spillovers Without Testing for Jumps
Valentina Corradi, Walter Distaso, Marcelo Fernandes
Journal of the American Statistical Association (2019) Vol. 115, Iss. 531, pp. 1214-1226
Open Access | Times Cited: 6
Forecasting portfolio variance: a new decomposition approach
Bo Yu, Dayong Zhang, Qiang Ji
Annals of Operations Research (2023)
Closed Access | Times Cited: 2
Realized Semicovariances: Looking for Signs of Direction Inside the Covariance Matrix
Tim Bollerslev, Jia Li, Andrew J. Patton, et al.
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 4
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section
Bo Yu, Bruce Mizrach, Norman R. Swanson
Econometrics (2020) Vol. 8, Iss. 2, pp. 19-19
Open Access | Times Cited: 4
Realized Semi(Co)Variation: Signs that All Volatilities are Not Created Equal
Tim Bollerslev
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Sluggish news reactions: A combinatorial approach for synchronizing stock jumps
Christopher J. Neely, Sébastien Laurent, Kris Boudt, et al.
(2024)
Open Access
Stock Market Reactions to Unconventional Monetary Policy Announcements
James Johnson, Bradley S. Paye
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 1
Disentangling the Effects of News, Small Jumps, and Large Jumps on Stock Return Predictability

SSRN Electronic Journal (2018)
Closed Access | Times Cited: 1
Learning About the Role of Market Micro-Structure from High-Frequency Data on Asian Banks
Biplob Chowdhury, Mardi Dungey, Nagaratnam Jeyasreedharan, et al.
New frontiers in regional science: Asian perspectives (2016), pp. 151-180
Closed Access
Editors’ introduction
S. Darolles, Alain Monfort, Éric Renault
Journal of Econometrics (2017) Vol. 201, Iss. 2, pp. 173-175
Closed Access
New Evidence of the Marginal Predictive Content of Small and Large Jumps
Bo Yu, Bruce Mizrach, Norman R. Swanson
SSRN Electronic Journal (2019)
Closed Access
Essays on jump risk factors in financial forecasting
Bo Yu
(2020)
Closed Access
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models
Yuma Uehara
arXiv (Cornell University) (2020)
Open Access
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models
Yuma Uehara
Annals of the Institute of Statistical Mathematics (2022) Vol. 75, Iss. 4, pp. 533-565
Closed Access
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