Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Dynamic factor copula models with estimated cluster assignments
Dong Hwan Oh, Andrew J. Patton
Journal of Econometrics (2023) Vol. 237, Iss. 2, pp. 105374-105374
Closed Access | Times Cited: 12

Showing 12 citing articles:

A Distributionally Robust Optimization Strategy for a Wind–Photovoltaic Thermal Storage Power System Considering Deep Peak Load Balancing of Thermal Power Units
Zhifan Zhang, Ruijin Zhu
Processes (2024) Vol. 12, Iss. 3, pp. 534-534
Open Access | Times Cited: 3
Measuring systemic risk in Asian foreign exchange markets
Yanghan Chen, Juan Lin
Journal of International Money and Finance (2024) Vol. 146, pp. 103135-103135
Closed Access | Times Cited: 2
A new method for generating random correlation matrices
Ilya Archakov, Peter Reinhard Hansen, Yiyao Luo
Econometrics Journal (2023) Vol. 27, Iss. 2, pp. 188-212
Open Access | Times Cited: 4
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
Lin Deng, Michael S. Smith, Worapree Maneesoonthorn
Journal of Business and Economic Statistics (2024), pp. 1-17
Open Access | Times Cited: 1
Portfolio selection via high-dimensional stochastic factor Copula
Zhenlong Chen, Jing Chang, Xiaozhen Hao
Finance research letters (2024) Vol. 67, pp. 105751-105751
Closed Access | Times Cited: 1
Structured factor copulas for modeling the systemic risk of European and United States banks
Hoang Nguyen, Audronė Virbickaitė, M. Concepción Ausín, et al.
International Review of Financial Analysis (2024) Vol. 96, pp. 103621-103621
Open Access | Times Cited: 1
Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model
Simon Tranberg Bodilsen
Journal of Financial Econometrics (2024)
Closed Access
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices
Anne Opschoor, André Lucas, Luca Rossini
Journal of Financial Econometrics (2024)
Open Access
Diversification benefits of green bonds in China: a dynamic robust optimization approach
Yingwei Han, Ping Li, Jie Li, et al.
Review of Quantitative Finance and Accounting (2024)
Closed Access
A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
Yanbo Liu, Peter C.B. Phillips, Jun Yu
International Economic Review (2023) Vol. 64, Iss. 4, pp. 1347-1395
Open Access | Times Cited: 1
A testing approach to clustering scalar time series
Daniel Peña, Ruey S. Tsay
Journal of Time Series Analysis (2023) Vol. 44, Iss. 5-6, pp. 667-685
Open Access | Times Cited: 1
Characterizing correlation matrices that admit a clustered factor representation
Chen Tong, Peter Reinhard Hansen
Economics Letters (2023) Vol. 233, pp. 111433-111433
Open Access | Times Cited: 1
Page 1

Scroll to top