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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:

Exponential GARCH Modeling With Realized Measures of Volatility
Peter Reinhard Hansen, Zhuo Huang
Journal of Business and Economic Statistics (2015) Vol. 34, Iss. 2, pp. 269-287
Open Access | Times Cited: 166

Showing 1-25 of 166 citing articles:

REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY
Peter Reinhard Hansen, Asger Lunde, Valeri Voev
Journal of Applied Econometrics (2014) Vol. 29, Iss. 5, pp. 774-799
Closed Access | Times Cited: 139
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
Journal of International Money and Finance (2020) Vol. 104, pp. 102137-102137
Open Access | Times Cited: 132
Modeling and forecasting exchange rate volatility in time-frequency domain
Jozef Baruník, Tomáš Křehlík, Lukáš Vácha
European Journal of Operational Research (2015) Vol. 251, Iss. 1, pp. 329-340
Open Access | Times Cited: 102
A review of entropy measures for uncertainty quantification of stochastic processes
Alireza Namdari, Zhaojun Li
Advances in Mechanical Engineering (2019) Vol. 11, Iss. 6, pp. 168781401985735-168781401985735
Open Access | Times Cited: 84
Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash
Kamel Si Mohammed, Marco Tedeschi, Sabrine Mallek, et al.
Resources Policy (2023) Vol. 85, pp. 103798-103798
Closed Access | Times Cited: 27
Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?
Matteo Bonato
Journal of International Financial Markets Institutions and Money (2019) Vol. 62, pp. 184-202
Closed Access | Times Cited: 59
Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries
Muntazir Hussain, Usman Bashir, Ramiz Ur Rehman
Asia-Pacific Financial Markets (2023) Vol. 31, Iss. 1, pp. 183-203
Open Access | Times Cited: 19
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach
Zhuo Huang, Tianyi Wang, Peter Reinhard Hansen
Journal of Futures Markets (2016) Vol. 37, Iss. 4, pp. 328-358
Closed Access | Times Cited: 54
Volatility spillovers in Australian electricity markets
Lin Han, Nino Kordzakhia, Stefan Trück
Energy Economics (2020) Vol. 90, pp. 104782-104782
Closed Access | Times Cited: 50
Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model
Huawei Niu, Tianyu Liu
Empirical Economics (2024) Vol. 67, Iss. 1, pp. 75-96
Closed Access | Times Cited: 5
Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model
Zhuo Huang, Hao Liu, Tianyi Wang
Economic Modelling (2015) Vol. 52, pp. 812-821
Closed Access | Times Cited: 49
Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model
Daniel Borup, Johan Stax Jakobsen
Quantitative Finance (2019) Vol. 19, Iss. 11, pp. 1839-1855
Open Access | Times Cited: 40
Discontinuous movements and asymmetries in cryptocurrency markets
Κωνσταντίνος Γκίλλας, Paraskevi Katsiampa, Christoforos Konstantatos, et al.
European Journal of Finance (2022) Vol. 30, Iss. 16, pp. 1907-1931
Open Access | Times Cited: 21
The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis
Muhammad Anas, Syed Jawad Hussain Shahzad, Larisa Yarovaya
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 4
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments
Ameet Kumar Banerjee, Andreia Dionísio, Ahmet Şensoy, et al.
Energy Economics (2024) Vol. 136, pp. 107683-107683
Closed Access | Times Cited: 4
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Xinyu Wu, Michelle Xia, Huanming Zhang
Finance research letters (2019) Vol. 32, pp. 101090-101090
Closed Access | Times Cited: 31
Canadian stock market volatility under COVID-19
Dinghai Xu
International Review of Economics & Finance (2021) Vol. 77, pp. 159-169
Open Access | Times Cited: 26
Predicting the volatility of China's new energy stock market: Deep insight from the realized EGARCH-MIDAS model
Lu Wang, Chenchen Zhao, Chao Liang, et al.
Finance research letters (2022) Vol. 48, pp. 102981-102981
Closed Access | Times Cited: 19
Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information
Xu Bao-Li, Zhimin Wu
The North American Journal of Economics and Finance (2025), pp. 102368-102368
Closed Access
Forecasting crude oil futures volatility with extreme-value information and dynamic jumps
Wesley Shu, Haowen Luo
Frontiers in Environmental Economics (2025) Vol. 4
Open Access
A RGARCH-CARR-SK model: A new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures
Junjie Liu, Quan Zhou, Zhenlong Chen
The North American Journal of Economics and Finance (2025), pp. 102408-102408
Closed Access
A hybrid model for intraday volatility prediction in Bitcoin markets
P. Anantha Christu Raj, Koushik Bera, Selvaraju Natarajan
The North American Journal of Economics and Finance (2025), pp. 102426-102426
Closed Access
Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index
Shan Lu
Journal of Futures Markets (2025)
Open Access
Volatility GARCH models with the ordered weighted average (OWA) operators
Martha Flores‐Sosa, Ezequiel Avilés‐Ochoa, José M. Merigó, et al.
Information Sciences (2021) Vol. 565, pp. 46-61
Closed Access | Times Cited: 23
Bayesian estimation of realized GARCH-type models with application to financial tail risk management
Cathy W. S. Chen, Toshiaki Watanabe, Edward M.H. Lin
Econometrics and Statistics (2021) Vol. 28, pp. 30-46
Open Access | Times Cited: 23
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