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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:

Localized Realized Volatility Modeling
Ying Chen, Wolfgang Karl Härdle, Uta Pigorsch
Journal of the American Statistical Association (2010) Vol. 105, Iss. 492, pp. 1376-1393
Open Access | Times Cited: 81

Showing 1-25 of 81 citing articles:

Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold
The Review of Economics and Statistics (2007) Vol. 89, Iss. 4, pp. 701-720
Open Access | Times Cited: 1395
Forecasting realized volatility in a changing world: A dynamic model averaging approach
Yudong Wang, Feng Ma, Yu Wei, et al.
Journal of Banking & Finance (2015) Vol. 64, pp. 136-149
Closed Access | Times Cited: 263
Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals
Benjamin Johannes Lutz, Uta Pigorsch, Waldemar Rotfuß
Energy Economics (2013) Vol. 40, pp. 222-232
Open Access | Times Cited: 146
Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics
Francesco Audrino, Simon D. Knaus
Econometric Reviews (2015) Vol. 35, Iss. 8-10, pp. 1485-1521
Open Access | Times Cited: 117
Detection of Multiple Structural Breaks in Multivariate Time Series
Philip Preuß, Ruprecht Puchstein, Holger Dette
Journal of the American Statistical Association (2014) Vol. 110, Iss. 510, pp. 654-668
Open Access | Times Cited: 107
Global equity market volatility spillovers: A broader role for the United States
Daniel Bunčić, Katja Gisler
International Journal of Forecasting (2016) Vol. 32, Iss. 4, pp. 1317-1339
Open Access | Times Cited: 75
Detecting gradual changes in locally stationary processes
Michael Vogt, Holger Dette
The Annals of Statistics (2015) Vol. 43, Iss. 2
Open Access | Times Cited: 50
An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves
Ying Chen, Bo Li
Journal of Business and Economic Statistics (2015) Vol. 35, Iss. 3, pp. 371-388
Closed Access | Times Cited: 48
Local Adaptive Multiplicative Error Models for High-Frequency Forecasts
Wolfgang Karl Härdle, Nikolaus Hautsch, Andrija Mihoci
Journal of Applied Econometrics (2014) Vol. 30, Iss. 4, pp. 529-550
Open Access | Times Cited: 46
Adaptive dynamic Nelson–Siegel term structure model with applications
Ying Chen, Linlin Niu
Journal of Econometrics (2014) Vol. 180, Iss. 1, pp. 98-115
Closed Access | Times Cited: 44
FreSpeD: Frequency-Specific Change-Point Detection in Epileptic Seizure Multi-Channel EEG Data
Anna Schroder, Hernando Ombao
Journal of the American Statistical Association (2018) Vol. 114, Iss. 525, pp. 115-128
Open Access | Times Cited: 41
Wasserstein autoregressive models for density time series
Chao Zhang, Piotr Kokoszka, Alexander Petersen
Journal of Time Series Analysis (2021) Vol. 43, Iss. 1, pp. 30-52
Open Access | Times Cited: 28
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies
Giuseppe Buccheri, Fulvio Corsi
Journal of Financial Econometrics (2019) Vol. 19, Iss. 4, pp. 614-649
Open Access | Times Cited: 35
Fractional Transfer Entropy Networks: Short- and Long-Memory Perspectives on Global Stock Market Interactions
Ömer Akgüller, Mehmet Ali Balcı, Larissa M. Batrancea, et al.
Fractal and Fractional (2025) Vol. 9, Iss. 2, pp. 69-69
Open Access
Adaptive local VAR for dynamic economic policy uncertainty spillover
Niels Gillmann, Ostap Okhrin
Economic Modelling (2025), pp. 107079-107079
Closed Access
Managing risk with a realized copula parameter
Matthias R. Fengler, Ostap Okhrin
Computational Statistics & Data Analysis (2014) Vol. 100, pp. 131-152
Open Access | Times Cited: 25
Detecting structural breaks in time series via genetic algorithms
Benjamin Doerr, Paul Fischer, Astrid Hilbert, et al.
Soft Computing (2016) Vol. 21, Iss. 16, pp. 4707-4720
Closed Access | Times Cited: 22
Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements
Hong Li, Johnny Siu‐Hang Li
Demography (2017) Vol. 54, Iss. 3, pp. 1073-1095
Open Access | Times Cited: 22
Monitoring for a change point in a sequence of distributions
Lajos Horváth, Piotr Kokoszka, Shixuan Wang
The Annals of Statistics (2021) Vol. 49, Iss. 4
Closed Access | Times Cited: 18
CUSUM control charts for monitoring optimal portfolio weights
Vasyl Golosnoy, Sergiy Ragulin, Wolfgang Schmid
Computational Statistics & Data Analysis (2011) Vol. 55, Iss. 11, pp. 2991-3009
Closed Access | Times Cited: 21
TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS
Michael Vogt
Econometric Theory (2014) Vol. 31, Iss. 4, pp. 811-859
Open Access | Times Cited: 21
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Tobias Kley, Philip Preuß, Piotr Fryźlewicz
Electronic Journal of Statistics (2019) Vol. 13, Iss. 2
Open Access | Times Cited: 16
Adaptive local parametric estimation of crop yields: implications for crop insurance rate making
Zhiwei Shen, Martin Odening, Ostap Okhrin
European Review of Agricultural Economics (2017) Vol. 45, Iss. 2, pp. 173-203
Closed Access | Times Cited: 14
Testing for increasing weather risk
W. Wang, Ihtiyor Bobojonov, Wolfgang Karl Härdle, et al.
Stochastic Environmental Research and Risk Assessment (2013) Vol. 27, Iss. 7, pp. 1565-1574
Closed Access | Times Cited: 13
Discriminating between long-range dependence and non-stationarity
Philip Preuß, Mathias Vetter
Electronic Journal of Statistics (2013) Vol. 7, Iss. none
Open Access | Times Cited: 13
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