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:
The contribution of jump signs and activity to forecasting stock price volatility
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, et al.
Journal of Empirical Finance (2022) Vol. 70, pp. 144-164
Open Access | Times Cited: 10
Ruijun Bu, Rodrigo Hizmeri, Marwan Izzeldin, et al.
Journal of Empirical Finance (2022) Vol. 70, pp. 144-164
Open Access | Times Cited: 10
Showing 10 citing articles:
Forecasting realized volatility with machine learning: Panel data perspective
Haibin Zhu, Lu Bai, Lidan He, et al.
Journal of Empirical Finance (2023) Vol. 73, pp. 251-271
Closed Access | Times Cited: 22
Haibin Zhu, Lu Bai, Lidan He, et al.
Journal of Empirical Finance (2023) Vol. 73, pp. 251-271
Closed Access | Times Cited: 22
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes
Rodrigo Hizmeri, Marwan Izzeldin, Giovanni Urga
Journal of Empirical Finance (2025), pp. 101594-101594
Closed Access
Rodrigo Hizmeri, Marwan Izzeldin, Giovanni Urga
Journal of Empirical Finance (2025), pp. 101594-101594
Closed Access
Forecasting volatility of China’s crude oil futures based on a hybrid LSTM-HAR model
Genhua Hu, Xiaoqing Ma, Tingting Zhu
The North American Journal of Economics and Finance (2025), pp. 102428-102428
Closed Access
Genhua Hu, Xiaoqing Ma, Tingting Zhu
The North American Journal of Economics and Finance (2025), pp. 102428-102428
Closed Access
Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index
Shan Lu
Journal of Futures Markets (2025)
Open Access
Shan Lu
Journal of Futures Markets (2025)
Open Access
Functional volatility forecasting
Yingwen Tan, Zhensi Tan, Yinfen Tang, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 8, pp. 3009-3034
Closed Access | Times Cited: 1
Yingwen Tan, Zhensi Tan, Yinfen Tang, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 8, pp. 3009-3034
Closed Access | Times Cited: 1
Forecasting the realized variance in the presence of intraday periodicity
Ana Maria H. Dumitru, Rodrigo Hizmeri, Marwan Izzeldin
Journal of Banking & Finance (2024), pp. 107342-107342
Closed Access
Ana Maria H. Dumitru, Rodrigo Hizmeri, Marwan Izzeldin
Journal of Banking & Finance (2024), pp. 107342-107342
Closed Access
Heterogeneity effect of positive and negative jumps on the realized volatility： evidence from China
Yuping Song, Jiefei Huang, Qichao Zhang, et al.
Economic Modelling (2024) Vol. 136, pp. 106745-106745
Closed Access
Yuping Song, Jiefei Huang, Qichao Zhang, et al.
Economic Modelling (2024) Vol. 136, pp. 106745-106745
Closed Access
Reflecting on the contributions of Professor Tsionas in time series analysis, asset price modelling, and forecasting
Emmanuel Mamatzakis
Tourism Economics (2024)
Closed Access
Emmanuel Mamatzakis
Tourism Economics (2024)
Closed Access
Forecasting the Realized Variance in the Presence of Intraday Periodicity
Ana-Maria Dumitru, Rodrigo Hizmeri, Marwan Izzeldin
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Ana-Maria Dumitru, Rodrigo Hizmeri, Marwan Izzeldin
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 1
Functional Volatility Forecasting
Yingwen Tan, Zhensi Tan, Yinfen Tang, et al.
SSRN Electronic Journal (2023)
Closed Access
Yingwen Tan, Zhensi Tan, Yinfen Tang, et al.
SSRN Electronic Journal (2023)
Closed Access
