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:
Local Parametric Estimation in High Frequency Data
Yoann Potiron, Per A. Mykland
Journal of Business and Economic Statistics (2019) Vol. 38, Iss. 3, pp. 679-692
Open Access | Times Cited: 9
Yoann Potiron, Per A. Mykland
Journal of Business and Economic Statistics (2019) Vol. 38, Iss. 3, pp. 679-692
Open Access | Times Cited: 9
Showing 9 citing articles:
Prewhitened long-run variance estimation robust to nonstationarity
Alessandro Casini, Pierre Perrón
Journal of Econometrics (2024) Vol. 242, Iss. 1, pp. 105794-105794
Open Access | Times Cited: 4
Alessandro Casini, Pierre Perrón
Journal of Econometrics (2024) Vol. 242, Iss. 1, pp. 105794-105794
Open Access | Times Cited: 4
BUMVU estimators
Aleksey Kolokolov, Roberto Renò, Patrick Zoi
Journal of Econometrics (2025), pp. 105942-105942
Open Access
Aleksey Kolokolov, Roberto Renò, Patrick Zoi
Journal of Econometrics (2025), pp. 105942-105942
Open Access
An unbounded intensity model for point processes
Kim Christensen, Aleksey Kolokolov
Journal of Econometrics (2024) Vol. 244, Iss. 1, pp. 105840-105840
Open Access | Times Cited: 2
Kim Christensen, Aleksey Kolokolov
Journal of Econometrics (2024) Vol. 244, Iss. 1, pp. 105840-105840
Open Access | Times Cited: 2
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Simon Clinet, Yoann Potiron
Journal of Econometrics (2019) Vol. 209, Iss. 2, pp. 289-337
Open Access | Times Cited: 19
Simon Clinet, Yoann Potiron
Journal of Econometrics (2019) Vol. 209, Iss. 2, pp. 289-337
Open Access | Times Cited: 19
Disentangling Sources of High Frequency Market Microstructure Noise
Simon Clinet, Yoann Potiron
Journal of Business and Economic Statistics (2019) Vol. 39, Iss. 1, pp. 18-39
Open Access | Times Cited: 11
Simon Clinet, Yoann Potiron
Journal of Business and Economic Statistics (2019) Vol. 39, Iss. 1, pp. 18-39
Open Access | Times Cited: 11
Functional Estimation and Change Detection for Nonstationary Time Series
Fabian Mies
Journal of the American Statistical Association (2021) Vol. 118, Iss. 542, pp. 1011-1022
Open Access | Times Cited: 4
Fabian Mies
Journal of the American Statistical Association (2021) Vol. 118, Iss. 542, pp. 1011-1022
Open Access | Times Cited: 4
A Relation between the Efficient, Transaction and Mid Prices: Disentangling Sources of High Frequency Market Microstructure Noise
Simon Clinet, Yoann Potiron
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 3
Simon Clinet, Yoann Potiron
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 3
A Tale of Two Time Scales: Applications in Nonparametric Hawkes Processes With Ito Semimartingale Baseline
Seunghyeon Yu, Yoann Potiron
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Seunghyeon Yu, Yoann Potiron
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
An Unbounded Intensity Model for Point Processes
Kim Christensen, Aleksey Kolokolov
SSRN Electronic Journal (2023)
Open Access
Kim Christensen, Aleksey Kolokolov
SSRN Electronic Journal (2023)
Open Access
