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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:

Long Memory and Periodicity in Intraday Volatility
Eduardo Rossi, Dean Fantazzini
Journal of Financial Econometrics (2014) Vol. 13, Iss. 4, pp. 922-961
Open Access | Times Cited: 56

Showing 1-25 of 56 citing articles:

Forecasting realized volatility in a changing world: A dynamic model averaging approach
Yudong Wang, Feng Ma, Yu Wei, et al.
Journal of Banking & Finance (2015) Vol. 64, pp. 136-149
Closed Access | Times Cited: 263
Economic policy uncertainty and the Chinese stock market volatility: Novel evidence
Tao Li, Feng Ma, Xuehua Zhang, et al.
Economic Modelling (2019) Vol. 87, pp. 24-33
Closed Access | Times Cited: 138
Forecasting German car sales using Google data and multivariate models
Dean Fantazzini, Zhamal Toktamysova
International Journal of Production Economics (2015) Vol. 170, pp. 97-135
Open Access | Times Cited: 91
Can economic policy uncertainty help to forecast the volatility: A multifractal perspective
Zhicao Liu, Yong Ye, Feng Ma, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 482, pp. 181-188
Closed Access | Times Cited: 78
Decoupling the Short- and Long-Term Behavior of Stochastic Volatility
Mikkel Bennedsen, Asger Lunde, Mikko S. Pakkanen
SSRN Electronic Journal (2016)
Open Access | Times Cited: 76
Decoupling the Short- and Long-Term Behavior of Stochastic Volatility
Mikkel Bennedsen, Asger Lunde, and Mikko S Pakkanen
Journal of Financial Econometrics (2020) Vol. 20, Iss. 5, pp. 961-1006
Open Access | Times Cited: 70
Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? Evidence based on HAR and Ridge regression models
Yu Wei, Chao Liang, Yan Li, et al.
Finance research letters (2019) Vol. 35, pp. 101287-101287
Closed Access | Times Cited: 66
Cryptocurrency volatility forecasting: A Markov regime‐switching MIDAS approach
Feng Ma, Chao Liang, Yuanhui Ma, et al.
Journal of Forecasting (2020) Vol. 39, Iss. 8, pp. 1277-1290
Closed Access | Times Cited: 60
Economic policy uncertainty and the Chinese stock market volatility: new evidence
Li Yu, Feng Ma, Yaojie Zhang, et al.
Applied Economics (2019) Vol. 51, Iss. 49, pp. 5398-5410
Closed Access | Times Cited: 58
Forecasting international equity market volatility: A new approach
Chao Liang, Yan Li, Feng Ma, et al.
Journal of Forecasting (2022) Vol. 41, Iss. 7, pp. 1433-1457
Closed Access | Times Cited: 26
Uncertainty and oil volatility: New evidence
Dexiang Mei, Qing Zeng, Xiang Cao, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 525, pp. 155-163
Closed Access | Times Cited: 40
Jumps and oil futures volatility forecasting: a new insight
Feng Ma, Chao Liang, Qing Zeng, et al.
Quantitative Finance (2020) Vol. 21, Iss. 5, pp. 853-863
Closed Access | Times Cited: 36
Forecasting China's crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic
Zhonglu Chen, Yong Ye, Xiafei Li
Resources Policy (2021) Vol. 75, pp. 102453-102453
Open Access | Times Cited: 24
Forecasting the real price of oil using online search data
Dean Fantazzini, Nikita Fomichev
International Journal of Computational Economics and Econometrics (2014) Vol. 4, Iss. 1/2, pp. 4-4
Closed Access | Times Cited: 25
Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective
Yanyan Xu, Jing Liu, Feng Ma, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 543-560
Closed Access | Times Cited: 7
Dynamic Discrete Mixtures for High-Frequency Prices
Leopoldo Catania, Roberto Di Mari, Paolo Santucci de Magistris
Journal of Business and Economic Statistics (2020) Vol. 40, Iss. 2, pp. 559-577
Open Access | Times Cited: 15
Forecasting stock market volatility: The sum of the parts is more than the whole
Shang Gao, Zhikai Zhang, Yudong Wang, et al.
Finance research letters (2023) Vol. 55, pp. 103849-103849
Closed Access | Times Cited: 5
Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data
Dean Fantazzini
PLoS ONE (2014) Vol. 9, Iss. 11, pp. e111894-e111894
Open Access | Times Cited: 14
A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns
Jeremias Bekierman, Bastian Gribisch
Journal of Financial Econometrics (2019) Vol. 19, Iss. 3, pp. 496-530
Closed Access | Times Cited: 14
Decoupling the short- and long-term behavior of stochastic volatility
Mikkel Bennedsen, Asger Lunde, Mikko S. Pakkanen
arXiv (Cornell University) (2016)
Closed Access | Times Cited: 13
Volatility forecasting: long memory, regime switching and heteroscedasticity
Feng Ma, Xinjie Lu, Ke Yang, et al.
Applied Economics (2019) Vol. 51, Iss. 38, pp. 4151-4163
Closed Access | Times Cited: 13
Proposed coal power plants and coal-to-liquids plants in the US: Which ones survive and why?
Dean Fantazzini, Mario Maggi
Energy Strategy Reviews (2014) Vol. 7, pp. 9-17
Closed Access | Times Cited: 12
Model order selection in periodic long memory models
Christian Leschinski, Philipp Sibbertsen
Econometrics and Statistics (2018) Vol. 9, pp. 78-94
Closed Access | Times Cited: 12
Improving forecasting performance of realized covariance with extensions of HAR-RCOV model: statistical significance and economic value
Yaojie Zhang, Yu Wei, Li Liu
Quantitative Finance (2019) Vol. 19, Iss. 9, pp. 1425-1438
Closed Access | Times Cited: 11
Forecasting the aggregate stock market volatility in a data-rich world
Li Liu, Feng Ma, Qing Zeng, et al.
Applied Economics (2020) Vol. 52, Iss. 32, pp. 3448-3463
Closed Access | Times Cited: 11
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