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:
Forecasting Realized Volatility: An Automatic System Using Many Features and Many Machine Learning Algorithms
Sophia Zhengzi Li, Yushan Tang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 7
Sophia Zhengzi Li, Yushan Tang
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 7
Showing 7 citing articles:
Volatility forecasting with machine learning and intraday commonality
Chao Zhang, Yihuang Zhang, Mihai Cucuringu, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 15
Chao Zhang, Yihuang Zhang, Mihai Cucuringu, et al.
SSRN Electronic Journal (2022)
Open Access | Times Cited: 15
Forecasting realized volatility: Does anything beat linear models?
Rafael R. Branco, Alexandre Rubesam, Mauricio Zevallos
Journal of Empirical Finance (2024) Vol. 78, pp. 101524-101524
Closed Access | Times Cited: 3
Rafael R. Branco, Alexandre Rubesam, Mauricio Zevallos
Journal of Empirical Finance (2024) Vol. 78, pp. 101524-101524
Closed Access | Times Cited: 3
The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models
Hongwei Zhang, Xinyi Zhao, Wang Gao, et al.
Journal of commodity markets (2023) Vol. 32, pp. 100352-100352
Closed Access | Times Cited: 7
Hongwei Zhang, Xinyi Zhao, Wang Gao, et al.
Journal of commodity markets (2023) Vol. 32, pp. 100352-100352
Closed Access | Times Cited: 7
From fundamental signals to stock volatility: A machine learning approach
Cunfei Liao, Tian Ma
Pacific-Basin Finance Journal (2024) Vol. 84, pp. 102283-102283
Closed Access | Times Cited: 1
Cunfei Liao, Tian Ma
Pacific-Basin Finance Journal (2024) Vol. 84, pp. 102283-102283
Closed Access | Times Cited: 1
Artificial Neural Network Based Non-linear Transformation of High-Frequency Returns for Volatility Forecasting
Christian Mücher
Frontiers in Artificial Intelligence (2022) Vol. 4
Open Access | Times Cited: 4
Christian Mücher
Frontiers in Artificial Intelligence (2022) Vol. 4
Open Access | Times Cited: 4
Cross-market information transmission and stock market volatility prediction
Yide Wang, Zan Chen, Xiaodong Ji
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101977-101977
Closed Access | Times Cited: 1
Yide Wang, Zan Chen, Xiaodong Ji
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101977-101977
Closed Access | Times Cited: 1
Forecasting the Volatility of US Oil and Gas Firms With Machine Learning
Juan Díaz, Erwin Hansen, Gabriel Cabrera
Journal of Forecasting (2024)
Closed Access
Juan Díaz, Erwin Hansen, Gabriel Cabrera
Journal of Forecasting (2024)
Closed Access
