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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 minimum variance portfolio estimation based on high-frequency data
Tommaso Cai, Jianchang Hu, Yingying Li, et al.
Journal of Econometrics (2019) Vol. 214, Iss. 2, pp. 482-494
Closed Access | Times Cited: 46

Showing 1-25 of 46 citing articles:

High dimensional minimum variance portfolio estimation under statistical factor models
Yi Ding, Yingying Li, Xinghua Zheng
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 502-515
Closed Access | Times Cited: 46
A new financial regulatory framework for digital finance: Inspired by CBDC
Yi‐Shuai Ren, Chaoqun Ma, Yiran Wang
Global Finance Journal (2024) Vol. 62, pp. 101025-101025
Closed Access | Times Cited: 6
NONPARAMETRIC ESTIMATION OF LARGE SPOT VOLATILITY MATRICES FOR HIGH-FREQUENCY FINANCIAL DATA
Ruijun Bu, Degui Li, Oliver Linton, et al.
Econometric Theory (2025), pp. 1-38
Closed Access
Machine Learning in Portfolio Optimization
Diler TÜRKOĞLU, Melih Kutlu
Contributions to finance and accounting (2025), pp. 187-199
Closed Access
Return connectedness and portfolio implications of green equities: A comparison of green and conventional investment modes
Nasir Nadeem, Imran Abbas Jadoon, Faheem Aslam, et al.
Journal of Environmental Management (2025) Vol. 384, pp. 125647-125647
Open Access
High-Dimensional portfolio selection with HDShOP package
Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, et al.
European Journal of Finance (2025), pp. 1-23
Open Access
Performance of crypto-Forex portfolios based on intraday data
Carlos Esparcia, Raquel López Garcí­a
Research in International Business and Finance (2024) Vol. 69, pp. 102217-102217
Open Access | Times Cited: 3
Cross-exchange crypto risk: A high-frequency dynamic network perspective
Yifu Wang, Wanbo Lu, Min-Bin Lin, et al.
International Review of Financial Analysis (2024) Vol. 94, pp. 103246-103246
Open Access | Times Cited: 2
Incorporating different sources of information for Bayesian optimal portfolio selection
Olha Bodnar, Taras Bodnar, Vilhelm Niklasson
Journal of Business and Economic Statistics (2024), pp. 1-13
Open Access | Times Cited: 2
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions
Taras Bodnar, Holger Dette, Nestor Parolya, et al.
Random Matrices Theory and Application (2021) Vol. 11, Iss. 01
Open Access | Times Cited: 15
Recent advances in shrinkage-based high-dimensional inference
Olha Bodnar, Taras Bodnar, Nestor Parolya
Journal of Multivariate Analysis (2021) Vol. 188, pp. 104826-104826
Open Access | Times Cited: 13
Ultrahigh dimensional precision matrix estimation via refitted cross validation
Luheng Wang, Zhao Chen, Christina Dan Wang, et al.
Journal of Econometrics (2019) Vol. 215, Iss. 1, pp. 118-130
Open Access | Times Cited: 15
On the mean and variance of the estimated tangency portfolio weights for small samples
Gustav Alfelt, Stepan Mazur
Modern Stochastics Theory and Applications (2022), pp. 453-482
Open Access | Times Cited: 7
Optimal Portfolio Using Factor Graphical Lasso
Tae‐Hwy Lee, Ekaterina Seregina
Journal of Financial Econometrics (2023) Vol. 22, Iss. 3, pp. 670-695
Open Access | Times Cited: 4
Dynamic Realized Minimum Variance Portfolio Models
Donggyu Kim, Minseog Oh
Journal of Business and Economic Statistics (2024) Vol. 42, Iss. 4, pp. 1238-1249
Open Access | Times Cited: 1
Constructing Bayesian tangency portfolios under short-selling restrictions
Olha Bodnar, Taras Bodnar, Vilhelm Niklasson
Finance research letters (2024) Vol. 62, pp. 105065-105065
Open Access | Times Cited: 1
Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property
Zhanrui Cai, Changcheng Li, Jiawei Wen, et al.
Journal of Econometrics (2022) Vol. 239, Iss. 2, pp. 105291-105291
Closed Access | Times Cited: 6
Dynamic Covariance Matrix Estimation and Portfolio Analysis with High-Frequency Data
Binyan Jiang, Cheng Liu, Cheng Yong Tang
Journal of Financial Econometrics (2023) Vol. 22, Iss. 2, pp. 461-491
Closed Access | Times Cited: 3
Large-scale minimum variance portfolio allocation using double regularization
Zhicun Bian, Yin Liao, Michael O’Neill, et al.
Journal of Economic Dynamics and Control (2020) Vol. 116, pp. 103939-103939
Closed Access | Times Cited: 8
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Xin Chen, Dan Yang, Yan Xu, et al.
Journal of Econometrics (2021) Vol. 232, Iss. 2, pp. 544-564
Open Access | Times Cited: 6
Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio
Taras Bodnar, Nestor Parolya, Erik Thorsén
IEEE Transactions on Signal Processing (2023) Vol. 71, pp. 1334-1349
Open Access | Times Cited: 2
High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection
Zhonghui Zhang, Huarui Jing, Chihwa Kao
Mathematics (2023) Vol. 11, Iss. 5, pp. 1272-1272
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
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices
Gustav Alfelt, Taras Bodnar, Farrukh Javed, et al.
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 3, pp. 833-845
Open Access | Times Cited: 3
Time-varying minimum variance portfolio
Qingliang Fan, Ruike Wu, Yanrong Yang, et al.
Journal of Econometrics (2022) Vol. 239, Iss. 2, pp. 105339-105339
Closed Access | Times Cited: 3
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