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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:

High-dimensional multivariate realized volatility estimation
Tim Bollerslev, Nour Meddahi, Serge Nyawa
Journal of Econometrics (2019) Vol. 212, Iss. 1, pp. 116-136
Open Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China
Rongda Chen, Weiwei Bao, Chenglu Jin
International Review of Economics & Finance (2021) Vol. 75, pp. 112-129
Closed Access | Times Cited: 48
Multivariate Realized Volatility Forecasting with Graph Neural Network
Qinkai Chen, Christian-Yann Robert
(2022), pp. 156-164
Open Access | Times Cited: 21
High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times
Dachuan Chen
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105701-105701
Closed Access | Times Cited: 4
Realized Probability Index is a Better Market Timing Indicator
Haibin Xie, Boyao Wu, Yuying Sun, et al.
Studies in Nonlinear Dynamics and Econometrics (2025)
Closed Access
Modeling and forecasting realized portfolio weights
Vasyl Golosnoy, Bastian Gribisch
Journal of Banking & Finance (2022) Vol. 138, pp. 106404-106404
Closed Access | Times Cited: 16
Forecasting systemic risk in portfolio selection: The role of technical trading rules
Noureddine Kouaissah, Amin Hocine
Journal of Forecasting (2020) Vol. 40, Iss. 4, pp. 708-729
Closed Access | Times Cited: 14
Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model
Bastian Gribisch, Jan Patrick Hartkopf
Journal of Econometrics (2022) Vol. 235, Iss. 1, pp. 43-64
Closed Access | Times Cited: 7
Riding the Waves of Investor Sentiment: Cryptocurrency Price and Renewable Energy Volatility during the Pandemic-War Era
Ahmed Bouteska, Lê Thanh Hà, M. Kabir Hassan, et al.
Journal of Behavioral and Experimental Finance (2024) Vol. 44, pp. 101001-101001
Closed Access | Times Cited: 1
SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks
Alessio Brini, Giacomo Toscano
International Journal of Forecasting (2024)
Open Access | Times Cited: 1
Measuring dynamic interlinkages between energy uncertainty, investor sentiment and financial market volatility: Fresh insights from the R² decomposed linkage method
Lê Thanh Hà, To Trung Thanh
Energy Reports (2024) Vol. 13, pp. 363-377
Closed Access | Times Cited: 1
Empirical Asset Pricing With Many Assets and Short Time Series
Rasmus Lönn, Peter C. Schotman
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 7
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li Yu-ning, Jia Chen, Oliver Linton
Journal of Econometrics (2023), pp. 105382-105382
Open Access | Times Cited: 2
Sample and realized minimum variance portfolios: Estimation, statistical inference, and tests
Vasyl Golosnoy, Bastian Gribisch, Miriam Isabel Seifert
Wiley Interdisciplinary Reviews Computational Statistics (2021) Vol. 14, Iss. 5
Open Access | Times Cited: 5
Asymmetric multivariate HAR models for realized covariance matrix: A study based on volatility timing strategies
Hui Qu, Yi Zhang
Economic Modelling (2021) Vol. 106, pp. 105699-105699
Closed Access | Times Cited: 4
Liquidity and realized covariance forecasting: a hybrid method with model uncertainty
Gaoxiu Qiao, Yangli Cao, Feng Ma, et al.
Empirical Economics (2022) Vol. 64, Iss. 1, pp. 437-463
Closed Access | Times Cited: 3
Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration
Yunlu Jiang, Xueqin Wang, Canhong Wen, et al.
Journal of the American Statistical Association (2022) Vol. 119, Iss. 545, pp. 701-714
Open Access | Times Cited: 3
High-Dimensional Volatility Matrix Estimation with Cross-Sectional Dependent and Heavy-Tailed Microstructural Noise
Wanwan Liang, Benjamin M. Wu, Xinyan Fan, et al.
Journal of Systems Science and Complexity (2023) Vol. 36, Iss. 5, pp. 2125-2154
Closed Access | Times Cited: 1
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
Alessio Brini, Giacomo Toscano
SSRN Electronic Journal (2024)
Open Access
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Yiwen Shen, Meiqi Shi
Journal of Financial Markets (2024) Vol. 68, pp. 100894-100894
Closed Access
Empirical Asset Pricing with Many Test Assets
Rasmus Lönn, Peter C. Schotman
Journal of Financial Econometrics (2024) Vol. 22, Iss. 5, pp. 1236-1263
Open Access
Multivariate realized volatility: an analysis via shrinkage methods for Brazilian market data
Leonardo Ieracitano Vieira, Márcio Poletti Laurini
Frontiers in Applied Mathematics and Statistics (2024) Vol. 10
Open Access
Employment of the DCC-GARCH Copula Model to explore a link between robotics and artificial intelligence and green crypto investments
Lê Thanh Hà
Environmental Science and Pollution Research (2024)
Closed Access
High dimensional regression coefficient test with high frequency data
Dachuan Chen, Long Feng, Per A. Mykland, et al.
Journal of Econometrics (2024), pp. 105812-105812
Closed Access
On memory-augmented gated recurrent unit network
Maolin Yang, Muyi Li, Guodong Li
International Journal of Forecasting (2024)
Closed Access
Modeling time varying risk of natural resource assets: Implications of climate change
Anke Leroux, Vance L. Martin, Kathryn A. St. John
Quantitative Economics (2022) Vol. 13, Iss. 1, pp. 225-257
Open Access | Times Cited: 2
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