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:
On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach
Jean‐François Bégin, Diego Amaya, Geneviève Gauthier, et al.
SIAM Journal on Financial Mathematics (2020) Vol. 11, Iss. 4, pp. 1168-1208
Closed Access | Times Cited: 6
Jean‐François Bégin, Diego Amaya, Geneviève Gauthier, et al.
SIAM Journal on Financial Mathematics (2020) Vol. 11, Iss. 4, pp. 1168-1208
Closed Access | Times Cited: 6
Showing 6 citing articles:
The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets
Jean‐François Bégin, Fabio Gómez, Katja Ignatieva, et al.
Energy Economics (2025), pp. 108296-108296
Open Access
Jean‐François Bégin, Fabio Gómez, Katja Ignatieva, et al.
Energy Economics (2025), pp. 108296-108296
Open Access
Estimation of multifactor stochastic volatility jump-diffusion models: A marginalized filter approach
Jean‐François Bégin, Golara Zafari
Econometrics and Statistics (2025)
Open Access
Jean‐François Bégin, Golara Zafari
Econometrics and Statistics (2025)
Open Access
The Informational Content of High-Frequency Option Prices
Diego Amaya, Jean‐François Bégin, Geneviève Gauthier
Management Science (2021) Vol. 68, Iss. 3, pp. 2166-2201
Closed Access | Times Cited: 13
Diego Amaya, Jean‐François Bégin, Geneviève Gauthier
Management Science (2021) Vol. 68, Iss. 3, pp. 2166-2201
Closed Access | Times Cited: 13
Benefit volatility-targeting strategies in lifetime pension pools
Jean‐François Bégin, Barbara Sanders
Insurance Mathematics and Economics (2024) Vol. 118, pp. 72-94
Open Access | Times Cited: 1
Jean‐François Bégin, Barbara Sanders
Insurance Mathematics and Economics (2024) Vol. 118, pp. 72-94
Open Access | Times Cited: 1
A Simulation and Empirical Study of the Maximum Likelihood Estimator for Stochastic Volatility Jump-Diffusion Models
Jean‐François Bégin, Mathieu Boudreault
Studies in Nonlinear Dynamics and Econometrics (2024)
Closed Access
Jean‐François Bégin, Mathieu Boudreault
Studies in Nonlinear Dynamics and Econometrics (2024)
Closed Access
Supplementary material- On General Semi-closed-form Solutions for VIX Derivative Pricing
Étienne Bacon, Jean‐François Bégin, Geneviève Gauthier
SSRN Electronic Journal (2023)
Closed Access
Étienne Bacon, Jean‐François Bégin, Geneviève Gauthier
SSRN Electronic Journal (2023)
Closed Access
