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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:

Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data
Minseok Shin, Donggyu Kim, Jianqing Fan
SSRN Electronic Journal (2021)
Open Access | Times Cited: 13

Showing 13 citing articles:

Overnight GARCH-Itô Volatility Models
Donggyu Kim, Minseok Shin, Yazhen Wang
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1215-1227
Open Access | Times Cited: 7
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data
Dohyun Chun, Donggyu Kim
Journal of Time Series Analysis (2021) Vol. 43, Iss. 1, pp. 105-124
Open Access | Times Cited: 9
Large volatility matrix analysis using global and national factor models
Sung Hoon Choi, Donggyu Kim
Journal of Econometrics (2023) Vol. 235, Iss. 2, pp. 1917-1933
Open Access | Times Cited: 3
Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective
Minseog Oh, Donggyu Kim
SSRN Electronic Journal (2021)
Open Access | Times Cited: 5
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency
Donggyu Kim, Xinyu Song, Yazhen Wang
Journal of Multivariate Analysis (2022) Vol. 192, pp. 105091-105091
Open Access | Times Cited: 3
EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS
Donggyu Kim
Econometric Theory (2022), pp. 1-37
Closed Access | Times Cited: 3
Volatility models for stylized facts of high‐frequency financial data
Donggyu Kim, Min‐Seok Shin
Journal of Time Series Analysis (2022) Vol. 44, Iss. 3, pp. 262-279
Open Access | Times Cited: 1
Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data
Minseok Shin, Donggyu Kim, Yazhen Wang, et al.
arXiv (Cornell University) (2021)
Open Access | Times Cited: 1
Conditional quantile analysis for realized GARCH models
Donggyu Kim, Minseog Oh, Yazhen Wang
Journal of Time Series Analysis (2021) Vol. 43, Iss. 4, pp. 640-665
Open Access | Times Cited: 1
Robust covariance estimation with noisy high-frequency financial data
Jiandong Wang, Manying Bai
Journal of nonparametric statistics (2022) Vol. 34, Iss. 4, pp. 804-830
Closed Access
Conditional Quantile Analysis for Realized GARCH Models
Donggyu Kim, Minseog Oh, Yazhen Wang
arXiv (Cornell University) (2021)
Open Access
Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective
Minseog Oh, Donggyu Kim
arXiv (Cornell University) (2021)
Open Access
Exponential GARCH-Ito Volatility Models
Donggyu Kim
arXiv (Cornell University) (2021)
Closed Access
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