Open Access Helper

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:

From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution
Tommaso Mariotti, Fabrizio Lillo, Giacomo Toscano
Quantitative Finance (2023) Vol. 23, Iss. 3, pp. 367-388
Open Access | Times Cited: 4

Showing 4 citing articles:

SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks
Alessio Brini, Giacomo Toscano
International Journal of Forecasting (2024)
Open Access | Times Cited: 1
Asymptotic Normality for the Fourier Spot Volatility Estimator in the Presence of Microstructure Noise
Maria Elvira Mancino, Tommaso Mariotti, Giacomo Toscano
SSRN Electronic Journal (2022)
Open Access | Times Cited: 4
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
Alessio Brini, Giacomo Toscano
SSRN Electronic Journal (2024)
Open Access
Asymptotic normality and finite-sample robustness of the Fourier spot volatility estimator in the presence of microstructure noise
Maria Elvira Mancino, Tommaso Mariotti, Giacomo Toscano
Journal of Business and Economic Statistics (2024), pp. 1-24
Open Access
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