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:
KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING
José E. Figueroa‐López, Bei Wu
Econometric Theory (2022) Vol. 40, Iss. 3, pp. 558-607
Open Access | Times Cited: 9
José E. Figueroa‐López, Bei Wu
Econometric Theory (2022) Vol. 40, Iss. 3, pp. 558-607
Open Access | Times Cited: 9
Showing 9 citing articles:
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution
Tommaso Mariotti, Fabrizio Lillo, Giacomo Toscano
Quantitative Finance (2023) Vol. 23, Iss. 3, pp. 367-388
Open Access | Times Cited: 4
Tommaso Mariotti, Fabrizio Lillo, Giacomo Toscano
Quantitative Finance (2023) Vol. 23, Iss. 3, pp. 367-388
Open Access | Times Cited: 4
Asymptotic Normality for the Fourier Spot Volatility Estimator in the Presence of Microstructure Noise
Maria Elvira Mancino, Tommaso Mariotti, Giacomo Toscano
SSRN Electronic Journal (2022)
Open Access | Times Cited: 4
Maria Elvira Mancino, Tommaso Mariotti, Giacomo Toscano
SSRN Electronic Journal (2022)
Open Access | Times Cited: 4
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Qiang Liu, Zhi Liu
Econometrics Journal (2024) Vol. 27, Iss. 2, pp. 278-298
Open Access
Qiang Liu, Zhi Liu
Econometrics Journal (2024) Vol. 27, Iss. 2, pp. 278-298
Open Access
Matrix-Based Prediction Approach for Intraday Instantaneous Volatility Vector
Sung Hoon Choi, Dong-Gyu Kim
(2024)
Open Access
Sung Hoon Choi, Dong-Gyu Kim
(2024)
Open Access
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector
Sung Hoon Choi, Donggyu Kim
SSRN Electronic Journal (2024)
Open Access
Sung Hoon Choi, Donggyu Kim
SSRN Electronic Journal (2024)
Open Access
Estimation of volatility functionals with time-varying price staleness
Haibin Zhu, Qiang Liu, Zhi Liu
(2024)
Closed Access
Haibin Zhu, Qiang Liu, Zhi Liu
(2024)
Closed Access
Robust realized integrated beta estimator with application to dynamic analysis of integrated beta
Minseog Oh, Donggyu Kim, Yazhen Wang
Journal of Econometrics (2024), pp. 105810-105810
Open Access
Minseog Oh, Donggyu Kim, Yazhen Wang
Journal of Econometrics (2024), pp. 105810-105810
Open Access
Asymptotic normality and finite-sample robustness of the Fourier spot volatility estimator in the presence of microstructure noise
Maria Elvira Mancino, Tommaso Mariotti, Giacomo Toscano
Journal of Business and Economic Statistics (2024), pp. 1-24
Open Access
Maria Elvira Mancino, Tommaso Mariotti, Giacomo Toscano
Journal of Business and Economic Statistics (2024), pp. 1-24
Open Access
