Open Access Helper

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:

Principal Component Analysis of High Frequency Data
Yacine Aït‐Sahalia, Dacheng Xiu
SSRN Electronic Journal (2015)
Open Access | Times Cited: 13

Showing 13 citing articles:

Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Yacine Aït‐Sahalia, Dacheng Xiu
Journal of Econometrics (2017) Vol. 201, Iss. 2, pp. 384-399
Closed Access | Times Cited: 199
Adaptive estimation of continuous-time regression models using high-frequency data
Jia Li, Viktor Todorov, George Tauchen
Journal of Econometrics (2017) Vol. 200, Iss. 1, pp. 36-47
Open Access | Times Cited: 56
Developing an optimized recurrent neural network model for air quality prediction using K-means clustering and PCA dimension reduction
Sugiyarto Surono, Khang Wen Goh, Choo Wou Onn, et al.
International Journal of Innovative Research and Scientific Studies (2023) Vol. 6, Iss. 2, pp. 330-343
Open Access | Times Cited: 6
Financial Machine Learning
Bryan Kelly, Dacheng Xiu
(2023)
Open Access | Times Cited: 5
Estimating the Spot Covariation of Asset Prices Statistical Theory and Empirical Evidence
Markus Bibinger, Nikolaus Hautsch, Peter Malec, et al.
SSRN Electronic Journal (2014)
Open Access | Times Cited: 10
Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data
Yacine Aït‐Sahalia, Dacheng Xiu
SSRN Electronic Journal (2015)
Closed Access | Times Cited: 9
Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance
Per A. Mykland, Lan Zhang
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 8
Background Subtraction for Pattern Recognition in High Frequency Financial Data
Alex Papanicolaou, Patrick Barkhordarian
SSRN Electronic Journal (2016)
Closed Access
Determining the Number of Common Driving Brownian Motions Underlying High Frequency Data
Xinbing Kong
SSRN Electronic Journal (2016)
Closed Access
A Global Feasible Market Factor for Covariance Estimation Along with Dynamic Asset Allocation
Tolgahan Yılmaz, Sema Dube
SSRN Electronic Journal (2016)
Closed Access
A Review of Data Gathering Algorithms for Real-Time Processing in Internet of Things Environment
Atheer A. Kadhim, Norfaradilla Wahid
International Journal of Advanced Computer Science and Applications (2020) Vol. 11, Iss. 2
Open Access
RETRACTED: A New Finger Vein Verification Method Focused On The Protection Of The Template
Khamis A. Zidan, Shereen S. Jumaa
IOP Conference Series Materials Science and Engineering (2020) Vol. 993, Iss. 1, pp. 012108-012108
Open Access
Big Data Analytics and Information Science for Business and Biomedical Applications
Shahzad Ahmed, Farouk S. Nathoo
MDPI eBooks (2022)
Open Access
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