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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:

Multivariate leverage effects and realized semicovariance GARCH models
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
Journal of Econometrics (2020) Vol. 217, Iss. 2, pp. 411-430
Open Access | Times Cited: 31

Showing 1-25 of 31 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
A comparison of cryptocurrency volatility-benchmarking new and mature asset classes
Alessio Brini, Jimmie Lenz
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 7
Do industries predict stock market volatility? Evidence from machine learning models
Zibo Niu, Rıza Demirer, Muhammad Tahir Suleman, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 90, pp. 101903-101903
Closed Access | Times Cited: 13
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
Multivariate GARCH models for large-scale applications: A survey
Kris Boudt, Alexios Galanos, Scott Payseur, et al.
Handbook of statistics (2019), pp. 193-242
Closed Access | Times Cited: 26
Impacts of COVID-19 local spread and Google search trend on the US stock market
Asim Kumer Dey, G.M. Toufiqul Hoque, Kumer Pial Das, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 589, pp. 126423-126423
Open Access | Times Cited: 21
Time-varying multivariate causal processes
Jiti Gao, Bin Peng, Wei Biao Wu, et al.
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105671-105671
Open Access | Times Cited: 3
Semivolatility-managed portfolios
Daniel Batista da Silva, Marcelo Fernandes
(2024)
Closed Access | Times Cited: 3
Long-term degradation prediction and assessment with heteroscedasticity telemetry data based on GRU-GARCH and MD hybrid method: An application for satellite
Laifa Tao, Tong Zhang, Di Peng, et al.
Aerospace Science and Technology (2021) Vol. 115, pp. 106826-106826
Closed Access | Times Cited: 18
The implications of non‐synchronous trading in G‐7 financial markets
Dimitrios Dimitriou, Dimitris Kenourgios, Theodore Simos, et al.
International Journal of Finance & Economics (2024)
Open Access | Times Cited: 2
Geopolitical risks and crude oil futures volatility: Evidence from machine learning
Hongwei Zhang, Wentao Wang, Zibo Niu
Resources Policy (2024) Vol. 98, pp. 105374-105374
Closed Access | Times Cited: 2
From zero to hero: Realized partial (co)variances
Tim Bollerslev, Marcelo C. Medeiros, Andrew J. Patton, et al.
Journal of Econometrics (2021) Vol. 231, Iss. 2, pp. 348-360
Open Access | Times Cited: 15
On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices
Xiaoning Kang, Xinwei Deng, Kam‐Wah Tsui, et al.
International Statistical Review (2019) Vol. 88, Iss. 3, pp. 616-641
Closed Access | Times Cited: 17
Predicting coal workers’ pneumoconiosis trends: Leveraging historical data with the GARCH model in a Chinese Miner Cohort
Peng Sun, B S Wang, Hengdong Zhang, et al.
Medicine (2024) Vol. 103, Iss. 7, pp. e37237-e37237
Open Access | Times Cited: 1
Forecasting VaR and Returns Distribution Using the Real-Time GARCH Models with Standardized Two-Sided Lindley Distribution
Zhimin Wu, Guanghui Cai
Journal of the Operations Research Society of China (2024)
Closed Access | Times Cited: 1
A Novel Fuzzy Linear Regression Sliding Window GARCH Model for Time-Series Forecasting
Amiratul Liyana Mohamad Hanapi, Mahmod Othman, Rajalingam Sokkalingam, et al.
Applied Sciences (2020) Vol. 10, Iss. 6, pp. 1949-1949
Open Access | Times Cited: 9
Forecasting and Managing Correlation Risks
Tim Bollerslev, Sophia Zhengzi Li, Yushan Tang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Bayesian Nonparametric Panel Markov-Switching GARCH Models
Roberto Casarin, Mauro Costantini, Anthony Osuntuyi
Journal of Business and Economic Statistics (2023) Vol. 42, Iss. 1, pp. 135-146
Open 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
Realized Semi(Co)Variation: Signs that All Volatilities are Not Created Equal
Tim Bollerslev
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
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
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
“Good” and “bad” volatilities: a realized semivariance GARCH approach
Dinghai Xu
Applied Economics (2023) Vol. 56, Iss. 51, pp. 6391-6411
Closed Access | Times Cited: 1
Evaluation of volatility spillovers for asymmetric realized covariance
Daiki Maki
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102177-102177
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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