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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:

Asymptotic inference about predictive accuracy using high frequency data
Jia Li, Andrew J. Patton
Journal of Econometrics (2018) Vol. 203, Iss. 2, pp. 223-240
Open Access | Times Cited: 25

Showing 25 citing articles:

The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Zibo Niu, Feng Ma, Hongwei Zhang
Energy Economics (2022) Vol. 112, pp. 106120-106120
Closed Access | Times Cited: 47
Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency
Ilze Kalnina, Dacheng Xiu
Journal of the American Statistical Association (2016) Vol. 112, Iss. 517, pp. 384-396
Open Access | Times Cited: 67
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
Laura Coroneo, Fabrizio Iacone
Journal of Applied Econometrics (2020) Vol. 35, Iss. 4, pp. 391-409
Open Access | Times Cited: 40
Cross-sectional dependence in idiosyncratic volatility
Ilze Kalnina, Kokouvi Tewou
Journal of Econometrics (2025) Vol. 249, pp. 106003-106003
Closed Access
Tests of equal accuracy for nested models with estimated factors
Śılvia Gonçalves, Michael W. McCracken, Benoît Perron
Journal of Econometrics (2017) Vol. 198, Iss. 2, pp. 231-252
Open Access | Times Cited: 33
On Testing Equal Conditional Predictive Ability Under Measurement Error
Yannick Hoga, Timo Dimitriadis
Journal of Business and Economic Statistics (2021) Vol. 41, Iss. 2, pp. 364-376
Open Access | Times Cited: 9
Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework
Alessandro Casini
arXiv (Cornell University) (2018)
Closed Access | Times Cited: 8
Weak Identification of Long Memory with Implications for Inference
Jia Li, Peter C.B. Phillips, Shuping Shi, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 5
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
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters
Matei Demetrescu, Christoph Hanck, Robinson Kruse‐Becher
Journal of Applied Econometrics (2022) Vol. 37, Iss. 5, pp. 1010-1030
Open Access | Times Cited: 4
Tests of Conditional Predictive Ability: Some Simulation Evidence
Michael W. McCracken
(2019)
Open Access | Times Cited: 5
Realized Quantiles*
Timo Dimitriadis, Roxana Halbleib
Journal of Business and Economic Statistics (2021) Vol. 40, Iss. 3, pp. 1346-1361
Open Access | Times Cited: 5
Bootstrapping Daily Returns
Colin Bowers, Chris Heaton
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 4
Comparing Predictive Accuracy under Long Memory, With an Application to Volatility Forecasting*
Robinson Kruse, Christian Leschinski, Michael Will
Journal of Financial Econometrics (2018) Vol. 17, Iss. 2, pp. 180-228
Open Access | Times Cited: 4
Fixed-b Inference in the Presence of Time-Varying Volatility
Matei Demetrescu, Christoph Hanck, Robinson Kruse
RePEc: Research Papers in Economics (2016)
Closed Access | Times Cited: 3
Use of high‐frequency data to evaluate the performance of dynamic hedging strategies
Yu‐Sheng Lai
Journal of Futures Markets (2021) Vol. 42, Iss. 1, pp. 104-124
Closed Access | Times Cited: 4
Using proxies to improve forecast evaluation
Hajo Holzmann, Bernhard Klar
The Annals of Applied Statistics (2023) Vol. 17, Iss. 3
Open Access | Times Cited: 1
Optimal futures hedging by using realized semicovariances: The information contained in signed high‐frequency returns
Yu‐Sheng Lai
Journal of Futures Markets (2023) Vol. 43, Iss. 5, pp. 677-701
Closed Access | Times Cited: 1
Economic evaluation of dynamic hedging strategies using high-frequency data
Yu‐Sheng Lai
Finance research letters (2023) Vol. 57, pp. 104230-104230
Closed Access | Times Cited: 1
Survey density forecast comparison in small samples
Laura Coroneo, Fabrizio Iacone, Fabio Profumo
International Journal of Forecasting (2024) Vol. 40, Iss. 4, pp. 1486-1504
Open Access
Improving hedging performance by using high–low range
Yu‐Sheng Lai
Finance research letters (2022) Vol. 48, pp. 102975-102975
Closed Access | Times Cited: 2
Inference from the Futures: Ranking the Noise Cancelling Accuracy of Realized Measures
Giorgio Mirone
SSRN Electronic Journal (2017)
Open Access | Times Cited: 1
Tests of Conditional Predictive Ability: Existence, Size, and Power
Michael W. McCracken
(2020)
Open Access | Times Cited: 1
Taking Advantage of Biased Proxies for Forecast Evaluation
Giuseppe Buccheri, Roberto Renò, Giorgio Vocalelli
SSRN Electronic Journal (2023)
Closed Access
Forecast Evaluation in Large Cross-Sections of Realized Volatility
Christis Katsouris
SSRN Electronic Journal (2020)
Open Access
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