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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:

A Quantile Regression Approach to Estimate the Variance of Financial Returns*
Dirk G. Baur, Thomas Dimpfl
Journal of Financial Econometrics (2018) Vol. 17, Iss. 4, pp. 616-644
Closed Access | Times Cited: 12

Showing 12 citing articles:

Asymmetric volatility in cryptocurrencies
Dirk G. Baur, Thomas Dimpfl
Economics Letters (2018) Vol. 173, pp. 148-151
Closed Access | Times Cited: 277
The asymmetric return-volatility relationship of commodity prices
Dirk G. Baur, Thomas Dimpfl
Energy Economics (2018) Vol. 76, pp. 378-387
Closed Access | Times Cited: 56
A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets
Νikolaos Kyriazis
Journal of risk and financial management (2021) Vol. 14, Iss. 7, pp. 293-293
Open Access | Times Cited: 33
Improving stock market volatility forecasts with complete subset linear and quantile HAR models
Štefan Lyócsa, Daniel Stašek
Expert Systems with Applications (2021) Vol. 183, pp. 115416-115416
Closed Access | Times Cited: 16
Intermediary capital risk and commodity futures volatility
Libo Yin, Jing Nie, Liyan Han
Journal of Futures Markets (2021) Vol. 41, Iss. 5, pp. 577-640
Closed Access | Times Cited: 7
A Safe Haven Index
Dirk G. Baur, Thomas Dimpfl
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 6
EXUBERANCE, ASYMMETRIC VOLATILITY AND CONNECTEDNESS IN FAN TOKENS
Diego Lubian
JOURNAL OF QUANTITATIVE FINANCE AND ECONOMICS (2023) Vol. 5, Iss. 1, pp. 73-92
Open Access | Times Cited: 1
Second Moment/Order Approximations by Kernel Smoothers with Application to Volatility Estimation
León Beleña Lamor, Ernesto Curbelo Benitez, Luca Martino, et al.
(2024)
Open Access
Second-Moment/Order Approximations by Kernel Smoothers with Application to Volatility Estimation
León Beleña, Ernesto Curbelo, Luca Martino, et al.
Mathematics (2024) Vol. 12, Iss. 9, pp. 1406-1406
Open Access
Density Forecasts with Local Quantile Projection and Quantile Vector Autoregression Applied to Inflation
Johannes Bleher, Sophia Koch, Thomas Dimpfl
(2024)
Closed Access
A quantile-based analysis of risk-return dynamics in the South African equity market
Munyaradzi Chawana, Ilsé Botha, Yolanda S. Stander
Investment Analysts Journal (2023) Vol. 52, Iss. 2, pp. 153-173
Closed Access
Jumping CAViAR
Pit Götz
SSRN Electronic Journal (2020)
Closed Access
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