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:
Directly pricing VIX futures: the role of dynamic volatility and jump intensity
Tianyi Wang, Sicong Cheng, Fangsheng Yin, et al.
Applied Economics (2022) Vol. 54, Iss. 32, pp. 3678-3694
Closed Access | Times Cited: 9
Tianyi Wang, Sicong Cheng, Fangsheng Yin, et al.
Applied Economics (2022) Vol. 54, Iss. 32, pp. 3678-3694
Closed Access | Times Cited: 9
Showing 9 citing articles:
Forecasting realized volatility: New evidence from time‐varying jumps in VIX
Anupam Dutta, Debojyoti Das
Journal of Futures Markets (2022) Vol. 42, Iss. 12, pp. 2165-2189
Open Access | Times Cited: 23
Anupam Dutta, Debojyoti Das
Journal of Futures Markets (2022) Vol. 42, Iss. 12, pp. 2165-2189
Open Access | Times Cited: 23
Forecasting Chinese stock market volatility: the role of rare event shocks from US stock market
Xinyu Wu, Anna Li
Applied Economics Letters (2025), pp. 1-5
Closed Access
Xinyu Wu, Anna Li
Applied Economics Letters (2025), pp. 1-5
Closed Access
VIX futures pricing based on high‐frequency VIX: A hybrid approach combining SVR with parametric models
Gaoxiu Qiao, Gongyue Jiang
Journal of Futures Markets (2023) Vol. 43, Iss. 9, pp. 1238-1260
Closed Access | Times Cited: 4
Gaoxiu Qiao, Gongyue Jiang
Journal of Futures Markets (2023) Vol. 43, Iss. 9, pp. 1238-1260
Closed Access | Times Cited: 4
Volatility and jump with intraday periodicity and truncated power variation in Chinese yuan-US dollar exchange rates
Chae‐Deug Yi
Asia-Pacific Journal of Accounting & Economics (2024), pp. 1-19
Closed Access | Times Cited: 1
Chae‐Deug Yi
Asia-Pacific Journal of Accounting & Economics (2024), pp. 1-19
Closed Access | Times Cited: 1
Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
Zhiyu Guo, Zhuo Huang, Chen Tong
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1832-1847
Closed Access | Times Cited: 1
Zhiyu Guo, Zhuo Huang, Chen Tong
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1832-1847
Closed Access | Times Cited: 1
Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility
Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, et al.
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
Gaoxiu Qiao, Wanmei Cui, Yijie Zhou, et al.
Journal of Futures Markets (2024)
Closed Access | Times Cited: 1
Directly pricing VIX futures with observable dynamic jumps based on high‐frequency VIX
Gongyue Jiang, Gaoxiu Qiao, Feng Ma, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 8, pp. 1518-1548
Closed Access | Times Cited: 5
Gongyue Jiang, Gaoxiu Qiao, Feng Ma, et al.
Journal of Futures Markets (2022) Vol. 42, Iss. 8, pp. 1518-1548
Closed Access | Times Cited: 5
Periodic Volatility and Jump in Chinese Yuan with Normal and Gumbel Distribution with Truncated Variation and Local Median Variance
Chae‐Deug Yi
(2024)
Closed Access
Chae‐Deug Yi
(2024)
Closed Access
Pricing VIX futures: A framework with random level shifts
Xiaoyi Chen, JianFen Feng, Tianyi Wang
Finance research letters (2022) Vol. 52, pp. 103501-103501
Closed Access | Times Cited: 2
Xiaoyi Chen, JianFen Feng, Tianyi Wang
Finance research letters (2022) Vol. 52, pp. 103501-103501
Closed Access | Times Cited: 2
