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:
Modelling Crypto-Currencies Financial Time-Series
Leopoldo Catania, Stefano Grassi
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 53
Leopoldo Catania, Stefano Grassi
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 53
Showing 1-25 of 53 citing articles:
Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance
Tony Klein, Hien Pham Thu, Thomas Walther
International Review of Financial Analysis (2018) Vol. 59, pp. 105-116
Open Access | Times Cited: 722
Tony Klein, Hien Pham Thu, Thomas Walther
International Review of Financial Analysis (2018) Vol. 59, pp. 105-116
Open Access | Times Cited: 722
Regime changes in Bitcoin GARCH volatility dynamics
David Ardia, Keven Bluteau, Maxime Rüede
Finance research letters (2018) Vol. 29, pp. 266-271
Open Access | Times Cited: 246
David Ardia, Keven Bluteau, Maxime Rüede
Finance research letters (2018) Vol. 29, pp. 266-271
Open Access | Times Cited: 246
Cryptocurrencies and stock market indices. Are they related?
Luis A. Gil-Alaña, Emmanuel Joel Aikins Abakah, María Fátima Romero Rojo
Research in International Business and Finance (2019) Vol. 51, pp. 101063-101063
Closed Access | Times Cited: 237
Luis A. Gil-Alaña, Emmanuel Joel Aikins Abakah, María Fátima Romero Rojo
Research in International Business and Finance (2019) Vol. 51, pp. 101063-101063
Closed Access | Times Cited: 237
Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting
Thomas Walther, Tony Klein, Elie Bouri
Journal of International Financial Markets Institutions and Money (2019) Vol. 63, pp. 101133-101133
Open Access | Times Cited: 152
Thomas Walther, Tony Klein, Elie Bouri
Journal of International Financial Markets Institutions and Money (2019) Vol. 63, pp. 101133-101133
Open Access | Times Cited: 152
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models
Nidhaleddine Ben Cheikh, Younes Ben Zaied, Julien Chevallier
Finance research letters (2019) Vol. 35, pp. 101293-101293
Open Access | Times Cited: 104
Nidhaleddine Ben Cheikh, Younes Ben Zaied, Julien Chevallier
Finance research letters (2019) Vol. 35, pp. 101293-101293
Open Access | Times Cited: 104
Forecasting Bitcoin risk measures: A robust approach
Carlos Trucíos
International Journal of Forecasting (2019) Vol. 35, Iss. 3, pp. 836-847
Closed Access | Times Cited: 90
Carlos Trucíos
International Journal of Forecasting (2019) Vol. 35, Iss. 3, pp. 836-847
Closed Access | Times Cited: 90
Topological recognition of critical transitions in time series of cryptocurrencies
Marian Gidea, Daniel Goldsmith, Yuri A. Katz, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 548, pp. 123843-123843
Open Access | Times Cited: 54
Marian Gidea, Daniel Goldsmith, Yuri A. Katz, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 548, pp. 123843-123843
Open Access | Times Cited: 54
Predicting the Volatility of Cryptocurrency Time-Series
Leopoldo Catania, Stefano Grassi, Francesco Ravazzolo
Springer eBooks (2018), pp. 203-207
Closed Access | Times Cited: 59
Leopoldo Catania, Stefano Grassi, Francesco Ravazzolo
Springer eBooks (2018), pp. 203-207
Closed Access | Times Cited: 59
Returns, volatility and the cryptocurrency bubble of 2017–18
Jamie Cross, Chenghan Hou, Kelly Trinh
Economic Modelling (2021) Vol. 104, pp. 105643-105643
Closed Access | Times Cited: 35
Jamie Cross, Chenghan Hou, Kelly Trinh
Economic Modelling (2021) Vol. 104, pp. 105643-105643
Closed Access | Times Cited: 35
A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets
Νikolaos Kyriazis
Journal of risk and financial management (2021) Vol. 14, Iss. 7, pp. 293-293
Open Access | Times Cited: 33
Νikolaos Kyriazis
Journal of risk and financial management (2021) Vol. 14, Iss. 7, pp. 293-293
Open Access | Times Cited: 33
Central Bank Digital Cash and Cryptocurrencies: Insights from a New Baumol–Friedman Demand for Money
Donato Masciandaro
Australian Economic Review (2018) Vol. 51, Iss. 4, pp. 540-550
Closed Access | Times Cited: 41
Donato Masciandaro
Australian Economic Review (2018) Vol. 51, Iss. 4, pp. 540-550
Closed Access | Times Cited: 41
The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study
Carlos Esparcia, Antonio Díaz
Research in International Business and Finance (2024) Vol. 71, pp. 102496-102496
Closed Access | Times Cited: 4
Carlos Esparcia, Antonio Díaz
Research in International Business and Finance (2024) Vol. 71, pp. 102496-102496
Closed Access | Times Cited: 4
Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price
Jin-Bom Han, Sun-Hak Kim, Myong-Hun Jang, et al.
Computational Economics (2019) Vol. 56, Iss. 2, pp. 337-353
Closed Access | Times Cited: 31
Jin-Bom Han, Sun-Hak Kim, Myong-Hun Jang, et al.
Computational Economics (2019) Vol. 56, Iss. 2, pp. 337-353
Closed Access | Times Cited: 31
Market attention and Bitcoin price modeling: theory, estimation and option pricing
Alessandra Cretarola, Gianna Figà‐Talamanca, Marco Patacca
Decisions in Economics and Finance (2019) Vol. 43, Iss. 1, pp. 187-228
Open Access | Times Cited: 27
Alessandra Cretarola, Gianna Figà‐Talamanca, Marco Patacca
Decisions in Economics and Finance (2019) Vol. 43, Iss. 1, pp. 187-228
Open Access | Times Cited: 27
Fractional and fractal processes applied to cryptocurrencies price series
Sérgio Adriani David, Claudio Marcio Cassela Inacio, Rafael Amorim Belo Nunes, et al.
Journal of Advanced Research (2021) Vol. 32, pp. 85-98
Open Access | Times Cited: 22
Sérgio Adriani David, Claudio Marcio Cassela Inacio, Rafael Amorim Belo Nunes, et al.
Journal of Advanced Research (2021) Vol. 32, pp. 85-98
Open Access | Times Cited: 22
Bitcoin at High Frequency
Leopoldo Catania, Mads Sandholdt
Journal of risk and financial management (2019) Vol. 12, Iss. 1, pp. 36-36
Open Access | Times Cited: 25
Leopoldo Catania, Mads Sandholdt
Journal of risk and financial management (2019) Vol. 12, Iss. 1, pp. 36-36
Open Access | Times Cited: 25
Bitcoin fluctuations and the frequency of price overreactions
Guglielmo Maria Caporale, Alex Plastun, Viktor Oliinyk
Financial markets and portfolio management (2019) Vol. 33, Iss. 2, pp. 109-131
Open Access | Times Cited: 23
Guglielmo Maria Caporale, Alex Plastun, Viktor Oliinyk
Financial markets and portfolio management (2019) Vol. 33, Iss. 2, pp. 109-131
Open Access | Times Cited: 23
Forecasting volatility in bitcoin market
Mawuli Segnon, Stelios Bekiros
Annals of Finance (2020) Vol. 16, Iss. 3, pp. 435-462
Closed Access | Times Cited: 19
Mawuli Segnon, Stelios Bekiros
Annals of Finance (2020) Vol. 16, Iss. 3, pp. 435-462
Closed Access | Times Cited: 19
Are cryptocurrencies a future safe haven for investors? The case of Bitcoin
Audil Rashid, Walid Bakry, Somar Al-Mohamad
Economic Research-Ekonomska Istraživanja (2022) Vol. 36, Iss. 2
Open Access | Times Cited: 12
Audil Rashid, Walid Bakry, Somar Al-Mohamad
Economic Research-Ekonomska Istraživanja (2022) Vol. 36, Iss. 2
Open Access | Times Cited: 12
A novel hybrid walk-forward ensemble optimization for time series cryptocurrency prediction
David Opeoluwa Oyewola, Emmanuel Gbenga Dada, Juliana Ngozi Ndunagu
Heliyon (2022) Vol. 8, Iss. 11, pp. e11862-e11862
Open Access | Times Cited: 12
David Opeoluwa Oyewola, Emmanuel Gbenga Dada, Juliana Ngozi Ndunagu
Heliyon (2022) Vol. 8, Iss. 11, pp. e11862-e11862
Open Access | Times Cited: 12
Managing volumetric risk of long-term power purchase agreements
Bo Tranberg, Rasmus Thrane Hansen, Leopoldo Catania
Energy Economics (2019) Vol. 85, pp. 104567-104567
Closed Access | Times Cited: 19
Bo Tranberg, Rasmus Thrane Hansen, Leopoldo Catania
Energy Economics (2019) Vol. 85, pp. 104567-104567
Closed Access | Times Cited: 19
Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance
Tony Klein, Pham Thu Hien, Thomas Walther
SSRN Electronic Journal (2018)
Open Access | Times Cited: 17
Tony Klein, Pham Thu Hien, Thomas Walther
SSRN Electronic Journal (2018)
Open Access | Times Cited: 17
Portfolio diversification with cryptocurrencies – Evidence from Middle Eastern stock markets
Sunitha Kumaran
Investment Analysts Journal (2022) Vol. 51, Iss. 1, pp. 14-34
Closed Access | Times Cited: 9
Sunitha Kumaran
Investment Analysts Journal (2022) Vol. 51, Iss. 1, pp. 14-34
Closed Access | Times Cited: 9
Forecasting Cryptocurrencies Financial Time Series
Leopoldo Catania, Stefano Grassi, Francesco Ravazzolo
RePEc: Research Papers in Economics (2018)
Closed Access | Times Cited: 15
Leopoldo Catania, Stefano Grassi, Francesco Ravazzolo
RePEc: Research Papers in Economics (2018)
Closed Access | Times Cited: 15
On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin
Andrew Phillip, Jennifer Chan, Shelton Peiris
Econometrics and Statistics (2018) Vol. 16, pp. 69-90
Closed Access | Times Cited: 14
Andrew Phillip, Jennifer Chan, Shelton Peiris
Econometrics and Statistics (2018) Vol. 16, pp. 69-90
Closed Access | Times Cited: 14
