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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 new look at variance estimation based on low, high and closing prices taking into account the drift
Piotr Fiszeder, Grzegorz Perczak
Statistica Neerlandica (2013) Vol. 67, Iss. 4, pp. 456-481
Closed Access | Times Cited: 19

Showing 19 citing articles:

Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
International Journal of Forecasting (2022) Vol. 38, Iss. 3, pp. 705-871
Open Access | Times Cited: 565
Support System for Trading in Exchange Market by Distributional Forecasting Model
Carole Bernon, Vincent Chevrier, Vincent Hilaire, et al.
Informatica (2019) Vol. 30, Iss. 1, pp. 73-90
Closed Access | Times Cited: 49
Range-based DCC models for covariance and value-at-risk forecasting
Piotr Fiszeder, Marcin Fałdziński, Péter Molnár
Journal of Empirical Finance (2019) Vol. 54, pp. 58-76
Open Access | Times Cited: 47
Entropy of Volatility Changes: Novel Method for Assessment of Regularity in Volatility Time Series
Joanna Olbryś
Entropy (2025) Vol. 27, Iss. 3, pp. 318-318
Open Access
Low and high prices can improve volatility forecasts during periods of turmoil
Piotr Fiszeder, Grzegorz Perczak
International Journal of Forecasting (2016) Vol. 32, Iss. 2, pp. 398-410
Closed Access | Times Cited: 30
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 27
Improving forecasts with the co-range dynamic conditional correlation model
Piotr Fiszeder, Marcin Fałdziński
Journal of Economic Dynamics and Control (2019) Vol. 108, pp. 103736-103736
Open Access | Times Cited: 22
Low and high prices can improve covariance forecasts: The evidence based on currency rates
Piotr Fiszeder
Journal of Forecasting (2018) Vol. 37, Iss. 6, pp. 641-649
Closed Access | Times Cited: 15
Information content of liquidity and volatility measures
Barbara Będowska-Sójka, Agata Kliber
Physica A Statistical Mechanics and its Applications (2020) Vol. 563, pp. 125436-125436
Closed Access | Times Cited: 11
Predicting risk in energy markets: Low-frequency data still matter
Štefan Lyócsa, Neda Todorova, Tomáš Výrost
Applied Energy (2020) Vol. 282, pp. 116146-116146
Closed Access | Times Cited: 11
The Polish contribution to financial econometrics. A review of methods and applications / Polski wkład w ekonometrię finansową. Przegląd metod i zastosowań
Magdalena Osińska
Econometrics (2016), Iss. 4
Open Access | Times Cited: 4
Volatility Estimation and Jump Testing via Realized Information Variation
Weiyi Liu, Mingjin Wang
Journal of Time Series Analysis (2019) Vol. 40, Iss. 5, pp. 753-787
Closed Access | Times Cited: 4
Model GARCH - wykorzystanie dodatkowych informacji o cenach minimalnych i maksymalnych
Grzegorz Perczak, Piotr Fiszeder
Bank i Kredyt (2014), pp. 105-131
Closed Access | Times Cited: 3
How Far Might We Walk at Random?
Steven R. Finch
arXiv (Cornell University) (2018)
Open Access | Times Cited: 3
Do hurricanes cause storm on the stock market? The case of US energy companies
Roman Horváth, Anna Kalistová, Štefan Lyócsa, et al.
International Review of Financial Analysis (2024), pp. 103816-103816
Closed Access
Modeling and forecasting of stock index volatility with APARCH models under ordered restriction
Milton Abdul Thorlie, Lixin Song, Muhammad Amin, et al.
Statistica Neerlandica (2015) Vol. 69, Iss. 3, pp. 329-356
Closed Access | Times Cited: 1
A closed-form quasi-maximum likelihood estimator of bid-ask spread
Weiyi Liu, Die Wan, Wei Chen
Communications in Statistics - Simulation and Computation (2019) Vol. 51, Iss. 3, pp. 1066-1079
Closed Access | Times Cited: 1
Volatility Estimation and Jump Testing via Realized Information Variation
Weiyi Liu, Mingjin Wang
SSRN Electronic Journal (2016)
Closed Access
Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market
Aneta Włodarczyk, Iwona Otola
Dynamic Econometric Models (2016) Vol. 16, Iss. 1, pp. 87-87
Open Access
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