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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:

Maximum likelihood estimation for score-driven models
Francisco Blasques, J. van Brummelen, Siem Jan Koopman, et al.
Journal of Econometrics (2021) Vol. 227, Iss. 2, pp. 325-346
Open Access | Times Cited: 63

Showing 1-25 of 63 citing articles:

Forecasting Bitcoin risk measures: A robust approach
Carlos Trucíos
International Journal of Forecasting (2019) Vol. 35, Iss. 3, pp. 836-847
Closed Access | Times Cited: 90
Modeling and Forecasting Macroeconomic Downside Risk
Davide Delle Monache, Andrea De Polis, Iván Petrella
Journal of Business and Economic Statistics (2023) Vol. 42, Iss. 3, pp. 1010-1025
Open Access | Times Cited: 22
On the optimality of score-driven models
Paolo Gorgi, Christopher S. A. Lauria, Alessandra Luati
Biometrika (2023) Vol. 111, Iss. 3, pp. 865-880
Open Access | Times Cited: 11
New score-driven scale and shape interactions: an application to international stock indices
Szabolcs Blazsek, Morgan Hall
Applied Economics (2025), pp. 1-21
Closed Access
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy
Andrea De Polis, Leonardo Melosi, Iván Petrella
SSRN Electronic Journal (2025)
Closed Access
Exogenous, endogenous, and observable switching models of industrial production in the United Kingdom
Astrid Ayala, Szabolcs Blazsek
Applied Economics (2025), pp. 1-15
Closed Access
Score-driven expected return and volatility spillovers between the Indian and United States stock markets
Szabolcs Blazsek, Vijaya Subrahmanyam, Astrid Ayala
Applied Economics (2025), pp. 1-19
Closed Access
Score-driven fractionally integrated models of black carbon emissions: a cross-country study from 1820 to 2019
Szabolcs Blazsek, Gabriela Narcizo de Lima, Luis A. Gil‐Alana
Applied Economics Letters (2025), pp. 1-5
Closed Access
Analyzing and forecasting success in the Men’s Ice Hockey World (Junior) Championships using a dynamic ranking model
Vladimír Holý
Journal of Quantitative Analysis in Sports (2025)
Closed Access
Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility
Szabolcs Blazsek, Álvaro Escribano, Adrián Licht
Studies in Nonlinear Dynamics and Econometrics (2022) Vol. 28, Iss. 1, pp. 61-82
Closed Access | Times Cited: 12
Observation-driven filtering of time-varying parameters using moment conditions
Drew Creal, Siem Jan Koopman, André Lucas, et al.
Journal of Econometrics (2024) Vol. 238, Iss. 2, pp. 105635-105635
Open Access | Times Cited: 2
Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models
Szabolcs Blazsek, Álvaro Escribano, Erzsébet Kristóf
Energy Economics (2024) Vol. 134, pp. 107591-107591
Open Access | Times Cited: 2
Observable or latent Markov chains for score-driven regime-switching volatility?
Szabolcs Blazsek, Dejun Kong, Samantha R. Shadoff
Applied Economics (2024), pp. 1-17
Closed Access | Times Cited: 2
Measuring 25 years of global equity market co-movement using a time-varying spatial model
Thomas Heil, Franziska J. Peter, Philipp Prange
Journal of International Money and Finance (2022) Vol. 128, pp. 102708-102708
Closed Access | Times Cited: 10
Anticipating extreme losses using score-driven shape filters
Astrid Ayala, Szabolcs Blazsek, Álvaro Escribano
Studies in Nonlinear Dynamics and Econometrics (2022) Vol. 27, Iss. 4, pp. 449-484
Open Access | Times Cited: 10
Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts
Szabolcs Blazsek, Álvaro Escribano
Energy Economics (2023) Vol. 118, pp. 106522-106522
Open Access | Times Cited: 6
Deep correlation and precise prediction between static features of froth images and clean coal ash content in coal flotation: An investigation based on deep learning and maximum likelihood estimation
Fucheng Lu, Haizeng Liu, Wenbao Lv
Measurement (2023) Vol. 224, pp. 113843-113843
Closed Access | Times Cited: 6
Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models
Szabolcs Blazsek, Álvaro Escribano
Econometrics (2022) Vol. 10, Iss. 1, pp. 9-9
Open Access | Times Cited: 9
Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros
Francisco Blasques, Vladimír Holý, Petra Tomanová
Studies in Nonlinear Dynamics and Econometrics (2023) Vol. 28, Iss. 5, pp. 673-702
Closed Access | Times Cited: 4
Score-driven cryptocurrency and equity portfolios
Szabolcs Blazsek, Richard Bowen
Applied Economics (2023) Vol. 56, Iss. 18, pp. 2109-2128
Closed Access | Times Cited: 4
Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application
Szabolcs Blazsek, Álvaro Escribano, Adrián Licht
Macroeconomic Dynamics (2023) Vol. 28, Iss. 1, pp. 32-50
Open Access | Times Cited: 4
Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500
Astrid Ayala, Szabolcs Blazsek, Adrián Licht
Applied Economics (2023) Vol. 56, Iss. 31, pp. 3684-3697
Closed Access | Times Cited: 4
Modelling circular time series
Andrew Harvey, Stan Hurn, Dario Palumbo, et al.
Journal of Econometrics (2023) Vol. 239, Iss. 1, pp. 105450-105450
Open Access | Times Cited: 4
Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance
Dennis Umlandt
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105470-105470
Open Access | Times Cited: 4
Observable or Latent Markov Chains for Score-Driven Regime-Switching Volatility?
Szabolcs Blazsek, Dejun Kong, Samantha R. Shadoff
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
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