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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:

Time‐Varying Transition Probabilities for Markov Regime Switching Models
Marco Bazzi, Francisco Blasques, Siem Jan Koopman, et al.
Journal of Time Series Analysis (2016) Vol. 38, Iss. 3, pp. 458-478
Open Access | Times Cited: 80

Showing 1-25 of 80 citing articles:

Identifying patterns in financial markets: extending the statistical jump model for regime identification
Afşar Onat Aydınhan, Petter N. Kolm, John M. Mulvey, et al.
Annals of Operations Research (2024)
Closed Access | Times Cited: 11
Uncertainty and herding behavior: evidence from cryptocurrencies
Esra Alp, Chi Keung Marco Lau, Hakan Kahyaoğlu
Research in International Business and Finance (2020) Vol. 54, pp. 101284-101284
Open Access | Times Cited: 65
Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?
Lu Wang, Feng Ma, Jianyang Hao, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101756-101756
Closed Access | Times Cited: 43
Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters
Peter Nystrup, Henrik Madsen, Erik Lindström
Journal of Forecasting (2016) Vol. 36, Iss. 8, pp. 989-1002
Open Access | Times Cited: 58
Switching generalized autoregressive score copula models with application to systemic risk
Mauro Bernardi, Leopoldo Catania
Journal of Applied Econometrics (2018) Vol. 34, Iss. 1, pp. 43-65
Open Access | Times Cited: 50
INE oil futures volatility prediction: Exchange rates or international oil futures volatility?
Xinjie Lu, Feng Ma, Haibo Li, et al.
Energy Economics (2023) Vol. 126, pp. 106935-106935
Closed Access | Times Cited: 12
COMMODITY PRICING THROUGH CRISES. A TIME-VARYING TRANSITION PROBABILITY MARKOV SWITCHING ANALYSIS
Giulio Cifarelli
(2025)
Closed Access
Does Investor Sentiment Influence South African ETF Flows During Different Market Conditions?
Paidamoyo Aurleen Shenjere, Suné Ferreira-Schenk, Fabian Moodley
Economies (2025) Vol. 13, Iss. 1, pp. 10-10
Open Access
A Flexible Framework for Synthesizing Categorical Sequences with Application to Human Activity Patterns
Zuofu Huang, Julian Wolfson, Jayne A. Fulkerson, et al.
Journal of Computational and Graphical Statistics (2025), pp. 1-14
Closed Access
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights
Alexander Georges Gretener, Matthias Neuenkirch, Dennis Umlandt
Journal of Applied Econometrics (2025)
Open Access
On Regime Switching Models
Zhenni Tan, Yuehua Wu
Mathematics (2025) Vol. 13, Iss. 7, pp. 1128-1128
Open Access
Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders
Benjamin Keddad
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101928-101928
Closed Access | Times Cited: 3
China's futures market volatility and sectoral stock market volatility prediction
Qing Zeng, Jixiang Zhang, Juandan Zhong
Energy Economics (2024) Vol. 132, pp. 107429-107429
Closed Access | Times Cited: 3
Two classes of dynamic binomial integer-valued ARCH models
Huaping Chen, Qi Li, Fukang Zhu
Brazilian Journal of Probability and Statistics (2020) Vol. 34, Iss. 4
Open Access | Times Cited: 27
Probability of consolidation constrains novel serotype emergence in dengue fever virus
Gilberto Sánchez‐González, Zachery R. Belak, Luis Lozano, et al.
PLoS ONE (2021) Vol. 16, Iss. 4, pp. e0248765-e0248765
Open Access | Times Cited: 21
A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
Huaping Chen, Qi Li, Fukang Zhu
AStA Advances in Statistical Analysis (2021) Vol. 106, Iss. 2, pp. 243-270
Closed Access | Times Cited: 18
Integer‐Valued Autoregressive Models With Survival Probability Driven By A Stochastic Recurrence Equation
Paolo Gorgi
Journal of Time Series Analysis (2017) Vol. 39, Iss. 2, pp. 150-171
Open Access | Times Cited: 22
Dynamic Adaptive Mixture Models with an Application to Volatility and Risk
Leopoldo Catania
Journal of Financial Econometrics (2019) Vol. 19, Iss. 4, pp. 531-564
Open Access | Times Cited: 20
The impact of trading behavioral biases on market liquidity under different volatility levels: Evidence from the Chinese commodity futures market
Qingfu Liu, Yiuman Tse, Kaixin Zheng
Financial Review (2021) Vol. 56, Iss. 4, pp. 671-692
Closed Access | Times Cited: 17
ECG Modeling for Simulation of Arrhythmias in Time-Varying Conditions
Lorenzo Bachi, Hesam Halvaei, Cristina Pérez, et al.
IEEE Transactions on Biomedical Engineering (2023) Vol. 70, Iss. 12, pp. 3449-3460
Closed Access | Times Cited: 6
Fast estimation of a large TVP-VAR model with score-driven volatilities
Tingguo Zheng, Shiqi Ye, Yongmiao Hong
Journal of Economic Dynamics and Control (2023) Vol. 157, pp. 104762-104762
Closed Access | Times Cited: 5
Patients with complete clinical response after neoadjuvant chemoradiotherapy for locally advanced esophageal cancer: A Markov decision analysis of esophagectomy versus active surveillance
Adom Bondzi-Simpson, Tiago Ribeiro, Angelo Grant, et al.
Journal of Thoracic and Cardiovascular Surgery (2024) Vol. 168, Iss. 6, pp. 1538-1549.e1
Closed Access | Times Cited: 1
Kernel Representation Learning with Dynamic Regime Discovery for Time Series Forecasting
Kunpeng Xu, Lifei Chen, Jean-Marc Patenaude, et al.
Lecture notes in computer science (2024), pp. 251-263
Closed Access | Times Cited: 1
Mixtures of Nonlinear Poisson Autoregressions
Paul Doukhan, Konstantinos Fokianos, Joseph Rynkiewicz
Journal of Time Series Analysis (2020) Vol. 42, Iss. 1, pp. 107-135
Open Access | Times Cited: 11
A New Regime Switching Model with State–Varying Endogeneity
Tingting Cheng, Jiti Gao, Yayi Yan
Journal of Management Science and Engineering (2018) Vol. 3, Iss. 4, pp. 214-231
Open Access | Times Cited: 11
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