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OpenAlex Citation Counts

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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:

Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data
Xinbing Kong, Jin‐Guan Lin, Cheng Liu, et al.
Journal of the American Statistical Association (2021) Vol. 118, Iss. 542, pp. 1333-1344
Closed Access | Times Cited: 14

Showing 14 citing articles:

High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times
Dachuan Chen
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105701-105701
Closed Access | Times Cited: 4
Multiplicative factor model for volatility
Yi Ding, Robert F. Engle, Yingying Li, et al.
Journal of Econometrics (2025) Vol. 249, pp. 105959-105959
Closed Access
Factor Modeling for Volatility
Yi Ding, Robert Engle, Yingying Li, et al.
(2024)
Closed Access | Times Cited: 1
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li Yu-ning, Jia Chen, Oliver Linton
Journal of Econometrics (2023), pp. 105382-105382
Open Access | Times Cited: 2
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data
Liyuan Cui, Yongmiao Hong, Yingxing Li, et al.
Management Science (2023) Vol. 70, Iss. 10, pp. 7242-7264
Closed Access | Times Cited: 1
Factor Overnight GARCH-Itô Models
Donggyu Kim, Minseog Oh, Xinyu Song, et al.
Journal of Financial Econometrics (2023)
Open Access | Times Cited: 1
Distributed Learning for Principal Eigenspaces without Moment Constraints
Yong He, Zichen Liu, Yalin Wang
Journal of Computational and Graphical Statistics (2024), pp. 1-22
Closed Access
High dimensional regression coefficient test with high frequency data
Dachuan Chen, Long Feng, Per A. Mykland, et al.
Journal of Econometrics (2024), pp. 105812-105812
Closed Access
Research on the Dynamic Evaluation of the Competitiveness of Listed Seed Enterprises in China
Lanlan Li, Lu Zhang, Xiudong Wang
Agriculture (2024) Vol. 14, Iss. 8, pp. 1213-1213
Open Access
Cubic-based Prediction Approach for Large Volatility Matrix using High-Frequency Financial Data
Sung Hoon Choi, Donggyu Kim
(2024)
Open Access
High Dimensional Beta Test with High Frequency Data
Dachuan Chen, Long Feng, Per A. Mykland, et al.
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Factor Overnight GARCH-Itô Models
Donggyu Kim, Minseog Oh, Xinyu Song, et al.
SSRN Electronic Journal (2023)
Open Access
A Machine Learning Approach to Estimating Large Positive Definite Covariance Matrix of High Frequency Data
Liyuan Cui, Yongmiao Hong, Yingxing Li, et al.
SSRN Electronic Journal (2019)
Closed Access
Principal Component Analysis based on Correlation Matrix with Asynchronous and Noisy High Frequency Data
Dachuan Chen
SSRN Electronic Journal (2022)
Closed Access
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