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:
Large deviations of realized volatility
Shin Kanaya, Taisuke Otsu
Stochastic Processes and their Applications (2011) Vol. 122, Iss. 2, pp. 546-581
Closed Access | Times Cited: 12
Shin Kanaya, Taisuke Otsu
Stochastic Processes and their Applications (2011) Vol. 122, Iss. 2, pp. 546-581
Closed Access | Times Cited: 12
Showing 12 citing articles:
Large and moderate deviations of realized covolatility
Hacène Djellout, Yacouba Samoura
Statistics & Probability Letters (2013) Vol. 86, pp. 30-37
Open Access | Times Cited: 8
Hacène Djellout, Yacouba Samoura
Statistics & Probability Letters (2013) Vol. 86, pp. 30-37
Open Access | Times Cited: 8
Estimation of the realized (co-)volatility vector: Large deviations approach
Hacène Djellout, Arnaud Guillin, Yacouba Samoura
Stochastic Processes and their Applications (2017) Vol. 127, Iss. 9, pp. 2926-2960
Closed Access | Times Cited: 8
Hacène Djellout, Arnaud Guillin, Yacouba Samoura
Stochastic Processes and their Applications (2017) Vol. 127, Iss. 9, pp. 2926-2960
Closed Access | Times Cited: 8
Corrigendum to “Large deviations of realized volatility” [Stochastic Process. Appl. 122 (2012) 546–581]
Shin Kanaya, Taisuke Otsu
Stochastic Processes and their Applications (2012) Vol. 123, Iss. 3, pp. 1176-1177
Open Access | Times Cited: 3
Shin Kanaya, Taisuke Otsu
Stochastic Processes and their Applications (2012) Vol. 123, Iss. 3, pp. 1176-1177
Open Access | Times Cited: 3
Large deviations of the realized (co-)volatility vector
Hacène Djellout, Arnaud Guillin, Yacouba Samoura
arXiv (Cornell University) (2014)
Open Access | Times Cited: 2
Hacène Djellout, Arnaud Guillin, Yacouba Samoura
arXiv (Cornell University) (2014)
Open Access | Times Cited: 2
Large Deviations of the Threshold Estimator of Integrated (Co-)Volatility Vector in the Presence of Jumps
Hacène Djellout, Hui Jiang
Journal of Theoretical Probability (2017) Vol. 31, Iss. 3, pp. 1606-1624
Closed Access | Times Cited: 1
Hacène Djellout, Hui Jiang
Journal of Theoretical Probability (2017) Vol. 31, Iss. 3, pp. 1606-1624
Closed Access | Times Cited: 1
Quelques contributions à la statistique des Processus : Inégalités de Déviations & Grandes Déviations
Hacène Djellout
HAL (Le Centre pour la Communication Scientifique Directe) (2015)
Open Access
Hacène Djellout
HAL (Le Centre pour la Communication Scientifique Directe) (2015)
Open Access
Moderate deviations for bipower variation of general function and Hayashi-Yoshida estimators
Hacène Djellout, Arnaud Guillin, Hui Jiang, et al.
arXiv (Cornell University) (2016)
Open Access
Hacène Djellout, Arnaud Guillin, Hui Jiang, et al.
arXiv (Cornell University) (2016)
Open Access
Large deviations of the Threshold estimator of integrated (co-)volatility vector in the presence of jumps
Hacène Djellout, Hui Jiang
arXiv (Cornell University) (2015)
Open Access
Hacène Djellout, Hui Jiang
arXiv (Cornell University) (2015)
Open Access
Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model
Hui Jiang, Yajuan Pan, Wei Xiao
Journal of Theoretical Probability (2023) Vol. 37, Iss. 1, pp. 228-250
Closed Access
Hui Jiang, Yajuan Pan, Wei Xiao
Journal of Theoretical Probability (2023) Vol. 37, Iss. 1, pp. 228-250
Closed Access
Large Deviation principles of Realized Laplace Transform of Volatility
Xinwei Feng, Lidan He, Liu Zhi
arXiv (Cornell University) (2020)
Open Access
Xinwei Feng, Lidan He, Liu Zhi
arXiv (Cornell University) (2020)
Open Access
Large Deviation Principles of Realized Laplace Transform of Volatility
Xinwei Feng, Lidan He, Zhi Liu
Journal of Theoretical Probability (2021) Vol. 35, Iss. 1, pp. 186-208
Open Access
Xinwei Feng, Lidan He, Zhi Liu
Journal of Theoretical Probability (2021) Vol. 35, Iss. 1, pp. 186-208
Open Access
