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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:

Efficient estimation of integrated volatility functionals via multiscale jackknife
Jia Li, Yunxiao Liu, Dacheng Xiu
The Annals of Statistics (2018) Vol. 47, Iss. 1
Open Access | Times Cited: 28

Showing 1-25 of 28 citing articles:

High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times
Dachuan Chen
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105701-105701
Closed Access | Times Cited: 4
Multiplicative factor model for volatility
Yi Ding, Robert F. Engle, Yingying Li, et al.
Journal of Econometrics (2025) Vol. 249, pp. 105959-105959
Closed Access
Cross-sectional dependence in idiosyncratic volatility
Ilze Kalnina, Kokouvi Tewou
Journal of Econometrics (2025) Vol. 249, pp. 106003-106003
Closed Access
Asymptotic properties of correlation-based principal component analysis
Jungjun Choi, Xiye Yang
Journal of Econometrics (2021) Vol. 229, Iss. 1, pp. 1-18
Closed Access | Times Cited: 12
KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING
José E. Figueroa‐López, Bei Wu
Econometric Theory (2022) Vol. 40, Iss. 3, pp. 558-607
Open Access | Times Cited: 9
Factor Modeling for Volatility
Yi Ding, Robert Engle, Yingying Li, et al.
(2024)
Closed Access | Times Cited: 1
Estimation of Leverage Effect: Kernel Function and Efficiency
Xiye Yang
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 3, pp. 939-956
Closed Access | Times Cited: 4
Asymptotic results for the Fourier estimator of the integrated quarticity
Giulia Livieri, Maria Elvira Mancino, Stefano Marmi
Decisions in Economics and Finance (2019) Vol. 42, Iss. 2, pp. 471-502
Closed Access | Times Cited: 5
Nonparametric estimation of quadratic variation using high‐frequency data
Xisheng Yu
Mathematical Methods in the Applied Sciences (2020) Vol. 47, Iss. 5, pp. 3053-3078
Closed Access | Times Cited: 5
Maximum Likelihood Estimation for Mixed Fractional Vasicek Processes
Chunhao Cai, Yinzhong Huang, Lin Sun, et al.
Fractal and Fractional (2022) Vol. 6, Iss. 1, pp. 44-44
Open Access | Times Cited: 3
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals With Small and Large Bandwidths
Xiye Yang
SSRN Electronic Journal (2018)
Open Access | Times Cited: 3
Testing for the Presence of Jump Components in Jump Diffusion Models
Bin Wang, Zheng Xu
SSRN Electronic Journal (2024)
Closed Access
Estimation of volatility functionals with time-varying price staleness
Haibin Zhu, Qiang Liu, Zhi Liu
(2024)
Closed Access
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests
Xiye Yang
Journal of Econometrics (2019) Vol. 215, Iss. 2, pp. 486-516
Closed Access | Times Cited: 2
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths
Xiye Yang
Journal of Business and Economic Statistics (2020) Vol. 39, Iss. 3, pp. 793-806
Open Access | Times Cited: 2
Bootstrapping Laplace Transforms of Volatility
Ulrich Hounyo, Zhi Liu, Rasmus T. Varneskov
SSRN Electronic Journal (2020)
Open Access | Times Cited: 2
Beta-Adjusted Covariance Estimation
Kris Boudt, Kirill Dragun, Orimar Sauri, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 2
Testing for the presence of jump components in jump diffusion models
Bin Wang, Zheng Xu
Journal of Econometrics (2021) Vol. 230, Iss. 2, pp. 483-509
Closed Access | Times Cited: 2
Comment on: Limit of Random Measures Associated with the Increments of a Brownian Semimartingale*
Jia Li, Dacheng Xiu
Journal of Financial Econometrics (2017) Vol. 16, Iss. 4, pp. 570-582
Open Access | Times Cited: 1
Inference for Volatility Functionals of Multivariate It\^o Semimartingales Observed with Jump and Noise
Richard Y. Chen
arXiv (Cornell University) (2018)
Closed Access | Times Cited: 1
Bias Correction and Robust Inference in Semiparametric Models
Jungjun Choi, Xiye Yang
SSRN Electronic Journal (2019)
Open Access | Times Cited: 1
ETF Basket-Adjusted Covariance estimation
Kris Boudt, Kirill Dragun, Orimar Sauri, et al.
Journal of Econometrics (2022) Vol. 235, Iss. 2, pp. 1144-1171
Open Access | Times Cited: 1
Time-Invariant Specification Test for Volatility Functionals
Xiye Yang
SSRN Electronic Journal (2018)
Closed Access
Bias Correction and Robust Inference in Semiparametric Models
Jungjun Choi, Xiye Yang
arXiv (Cornell University) (2019)
Open Access
The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations
Richard Y. Chen
arXiv (Cornell University) (2019)
Closed Access
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