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:
Reading the Candlesticks: An OK Estimator for Volatility
Jia Li, Dishen Wang, Qiushi Zhang
The Review of Economics and Statistics (2022) Vol. 106, Iss. 4, pp. 1114-1128
Open Access | Times Cited: 8
Jia Li, Dishen Wang, Qiushi Zhang
The Review of Economics and Statistics (2022) Vol. 106, Iss. 4, pp. 1114-1128
Open Access | Times Cited: 8
Showing 8 citing articles:
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution
Tommaso Mariotti, Fabrizio Lillo, Giacomo Toscano
Quantitative Finance (2023) Vol. 23, Iss. 3, pp. 367-388
Open Access | Times Cited: 4
Tommaso Mariotti, Fabrizio Lillo, Giacomo Toscano
Quantitative Finance (2023) Vol. 23, Iss. 3, pp. 367-388
Open Access | Times Cited: 4
Optimal nonparametric range-based volatility estimation
Tim Bollerslev, Jia Li, Qiyuan Li
Journal of Econometrics (2023) Vol. 238, Iss. 1, pp. 105548-105548
Open Access | Times Cited: 4
Tim Bollerslev, Jia Li, Qiyuan Li
Journal of Econometrics (2023) Vol. 238, Iss. 1, pp. 105548-105548
Open Access | Times Cited: 4
Modeling and Forecasting Intraday Spot Volatility
Adam Clements, Daniel Preve
SSRN Electronic Journal (2024)
Closed Access
Adam Clements, Daniel Preve
SSRN Electronic Journal (2024)
Closed Access
Decoupling Interday and Intraday Volatility Dynamics with Price Durations
Yifan Li, Ingmar Nolte, Sandra Nolte, et al.
SSRN Electronic Journal (2024)
Closed Access
Yifan Li, Ingmar Nolte, Sandra Nolte, et al.
SSRN Electronic Journal (2024)
Closed Access
On the Brownian range and the Brownian reversal
Yifan Li
Journal of Applied Probability (2024), pp. 1-20
Open Access
Yifan Li
Journal of Applied Probability (2024), pp. 1-20
Open Access
Does One Pattern Fit All? Image Analysis for Different Equity Styles
YuChen Den, Kendro Vincent
(2024)
Closed Access
YuChen Den, Kendro Vincent
(2024)
Closed Access
Nonparametric Range-Based Estimation of Integrated Variance with Episodic Extreme Return Persistence
Yifan Li, Ingmar Nolte, Sandra Nolte, et al.
SSRN Electronic Journal (2023)
Closed Access
Yifan Li, Ingmar Nolte, Sandra Nolte, et al.
SSRN Electronic Journal (2023)
Closed Access
Optimal Nonparametric Range-Based Volatility Estimation
Tim Bollerslev, Jia Li, Qiyuan Li
SSRN Electronic Journal (2022)
Open Access
Tim Bollerslev, Jia Li, Qiyuan Li
SSRN Electronic Journal (2022)
Open Access
