Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics
Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi, et al.
Journal of Business and Economic Statistics (2020) Vol. 39, Iss. 4, pp. 920-936
Open Access | Times Cited: 47

Showing 1-25 of 47 citing articles:

Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence
Andres Algaba, Samuel Borms, Kris Boudt, et al.
International Journal of Forecasting (2021) Vol. 39, Iss. 1, pp. 266-278
Open Access | Times Cited: 32
Future directions in nowcasting economic activity: A systematic literature review
Alina Stundžienė, Vaida Pilinkienė, Jurgita Bruneckienė, et al.
Journal of Economic Surveys (2023) Vol. 38, Iss. 4, pp. 1199-1233
Closed Access | Times Cited: 11
Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions
Lu Zhang, Lei Hua
Mathematics (2025) Vol. 13, Iss. 3, pp. 347-347
Open Access
Cryptocurrency Volatility Forecasting with Applications in Trading
Emmanuel Djanga, Mihai Cucuringu, Chao Zhang
(2025)
Closed Access
High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model
Giuseppe Buccheri, Fulvio Corsi, Stefano Peluso
Journal of Business and Economic Statistics (2019) Vol. 39, Iss. 3, pp. 605-621
Open Access | Times Cited: 25
Review of Statistical Approaches for Modeling High-Frequency Trading Data
Chiranjit Dutta, Kara Karpman, Sumanta Basu, et al.
Sankhya B (2022) Vol. 85, Iss. S1, pp. 1-48
Closed Access | Times Cited: 12
Microstructure and high-frequency price discovery in the soybean complex
Xinquan Zhou, Guillaume Bagnarosa, Alexandre Gohin, et al.
Journal of commodity markets (2023) Vol. 30, pp. 100314-100314
Open Access | Times Cited: 6
High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange
Hulusi Bahcivan, Cenk C. Karahan
International Review of Financial Analysis (2022) Vol. 80, pp. 102008-102008
Closed Access | Times Cited: 8
Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA
Senay Sokullu, Christine Valente
Journal of Applied Econometrics (2021) Vol. 37, Iss. 2, pp. 286-304
Open Access | Times Cited: 11
Score-driven cryptocurrency and equity portfolios
Szabolcs Blazsek, Richard Bowen
Applied Economics (2023) Vol. 56, Iss. 18, pp. 2109-2128
Closed Access | Times Cited: 4
Major Issues in High-frequency Financial Data Analysis: A Survey of Solutions
Lu Zhang, Lei Hua
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Modeling price clustering in high-frequency prices
Vladimír Holý, Petra Tomanová
Quantitative Finance (2022) Vol. 22, Iss. 9, pp. 1649-1663
Open Access | Times Cited: 6
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models
Iason Kynigakis, Ekaterini Panopoulou
Journal of Applied Econometrics (2021) Vol. 37, Iss. 3, pp. 603-639
Open Access | Times Cited: 8
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model
Davide Delle Monache, Iván Petrella, Fabrizio Venditti
Journal of Business and Economic Statistics (2020) Vol. 39, Iss. 4, pp. 1054-1065
Open Access | Times Cited: 8
Framework for Simulation Study Involving Volatility Estimation: The GARCH Approach
R. Samuel, Charles Chimedza, Caston Sigauke
(2023)
Open Access | Times Cited: 2
Discovering Intraday Tail Dependence Patterns via a Full-Range Tail Dependence Copula
Lei Hua
Risks (2023) Vol. 11, Iss. 11, pp. 195-195
Open Access | Times Cited: 2
Cryptocurrency volatility forecasting using commonality in intraday volatility
Emmanuel Djanga, Mihai Cucuringu, Chao Zhang
(2023) Vol. 13, pp. 436-444
Closed Access | Times Cited: 2
Cholesky GAS models for large time-varying covariance matrices
Tingguo Zheng, Shiqi Ye
Journal of Management Science and Engineering (2023) Vol. 9, Iss. 1, pp. 115-142
Open Access | Times Cited: 2
Copula Estimation for Nonsynchronous Financial Data
Arnab Chakrabarti, Rituparna Sen
Sankhya B (2022) Vol. 85, Iss. S1, pp. 116-149
Closed Access | Times Cited: 4
Multivariate Score-Driven Models for Count Time Series To Assess Financial Contagion
Arianna Agosto
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 4
Time-varying higher moments in Bitcoin
Leonardo Ieracitano Vieira, Márcio Poletti Laurini
Digital Finance (2022) Vol. 5, Iss. 2, pp. 231-260
Open Access | Times Cited: 4
The Epps effect under alternative sampling schemes
Patrick Chang, Etienne Pienaar, Tim Gebbie
Physica A Statistical Mechanics and its Applications (2021) Vol. 583, pp. 126329-126329
Open Access | Times Cited: 4
Student‐t stochastic volatility model with composite likelihood EM‐algorithm
Raanju R. Sundararajan, Wagner Barreto‐Souza
Journal of Time Series Analysis (2022) Vol. 44, Iss. 1, pp. 125-147
Open Access | Times Cited: 3
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices
Gustav Alfelt, Taras Bodnar, Farrukh Javed, et al.
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 3, pp. 833-845
Open Access | Times Cited: 3
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Yiwen Shen, Meiqi Shi
Journal of Financial Markets (2024) Vol. 68, pp. 100894-100894
Closed Access
Page 1 - Next Page

Scroll to top