Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Nonparametric tests for pathwise properties of semimartingales
Rama Cont, Cecilia Mancini
Bernoulli (2011) Vol. 17, Iss. 2
Open Access | Times Cited: 94

Showing 1-25 of 94 citing articles:

Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Yacine Aït‐Sahalia, Jean Jacod
Journal of Economic Literature (2012) Vol. 50, Iss. 4, pp. 1007-1050
Closed Access | Times Cited: 184
A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES
Rama Cont, Thomas Kokholm
Mathematical Finance (2011) Vol. 23, Iss. 2, pp. 248-274
Closed Access | Times Cited: 127
Rough Volatility: Fact or Artefact?
Rama Cont, Purba Das
Sankhya B (2024) Vol. 86, Iss. 1, pp. 191-223
Open Access | Times Cited: 13
IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS
Cecilia Mancini, Fabio Gobbi
Econometric Theory (2012) Vol. 28, Iss. 2, pp. 249-273
Open Access | Times Cited: 85
Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approach
Duy‐Minh Dang, Peter Forsyth
European Journal of Operational Research (2015) Vol. 250, Iss. 3, pp. 827-841
Closed Access | Times Cited: 74
Efficient learning via simulation: A marginalized resample-move approach
András Fülöp, Junye Li
Journal of Econometrics (2013) Vol. 176, Iss. 2, pp. 146-161
Closed Access | Times Cited: 69
Nonparametric spot volatility from options
Viktor Todorov
The Annals of Applied Probability (2019) Vol. 29, Iss. 6
Open Access | Times Cited: 39
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
Pieter M. van Staden, Duy‐Minh Dang, Peter Forsyth
European Journal of Operational Research (2020) Vol. 289, Iss. 2, pp. 774-792
Closed Access | Times Cited: 37
A test for the rank of the volatility process: The random perturbation approach
Jean Jacod, Mark Podolskij
The Annals of Statistics (2013) Vol. 41, Iss. 5
Open Access | Times Cited: 40
Time-consistent mean–variance portfolio optimization: A numerical impulse control approach
Pieter M. van Staden, Duy‐Minh Dang, Peter Forsyth
Insurance Mathematics and Economics (2018) Vol. 83, pp. 9-28
Open Access | Times Cited: 33
Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes
Rodrigo Hizmeri, Marwan Izzeldin, Giovanni Urga
Journal of Empirical Finance (2025), pp. 101594-101594
Closed Access
Asymptotically optimal discretization of hedging strategies with jumps
Mathieu Rosenbaum, Peter Tankov
The Annals of Applied Probability (2014) Vol. 24, Iss. 3
Open Access | Times Cited: 34
Optimal trading strategies for Lévy-driven Ornstein–Uhlenbeck processes
Susanna Endres, Johannes Stübinger
Applied Economics (2019) Vol. 51, Iss. 29, pp. 3153-3169
Open Access | Times Cited: 29
A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans
Yuying Li, Peter Forsyth
Insurance Mathematics and Economics (2019) Vol. 86, pp. 189-204
Closed Access | Times Cited: 28
Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies
Peter Forsyth, Kenneth R. Vetzal
Applied Mathematical Finance (2019) Vol. 26, Iss. 1, pp. 1-37
Closed Access | Times Cited: 28
Rough Volatility: Fact or Artefact?
Rama Cont, Purba Das
SSRN Electronic Journal (2022)
Open Access | Times Cited: 16
Optimal Execution with Quadratic Variation Inventories
René Carmona, Laura Leal
SIAM Journal on Financial Mathematics (2023) Vol. 14, Iss. 3, pp. 751-776
Open Access | Times Cited: 8
The speed of convergence of the Threshold estimator of integrated variance
Cecilia Mancini
Stochastic Processes and their Applications (2010) Vol. 121, Iss. 4, pp. 845-855
Open Access | Times Cited: 32
Bootstrapping High-Frequency Jump Tests
Prosper Dovonon, Sı́lvia Gonçalves, Ulrich Hounyo, et al.
Journal of the American Statistical Association (2018) Vol. 114, Iss. 526, pp. 793-803
Open Access | Times Cited: 27
The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management
Duy‐Minh Dang, Peter Forsyth, K.R. Vetzal
Quantitative Finance (2016) Vol. 17, Iss. 3, pp. 335-351
Closed Access | Times Cited: 26
Dynamic mean variance asset allocation: Tests for robustness
Peter Forsyth, Kenneth R. Vetzal
International Journal of Financial Engineering (2017) Vol. 04, Iss. 02n03, pp. 1750021-1750021
Closed Access | Times Cited: 25
Identifying the successive Blumenthal–Getoor indices of a discretely observed process
Yacine Aït‐Sahalia, Jean Jacod
The Annals of Statistics (2012) Vol. 40, Iss. 3
Open Access | Times Cited: 25
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Ulrich Hounyo, Rasmus T. Varneskov
Journal of Econometrics (2017) Vol. 198, Iss. 1, pp. 10-28
Open Access | Times Cited: 22
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Sylvia Endres, Johannes Stübinger
Quantitative Finance (2019) Vol. 19, Iss. 10, pp. 1727-1740
Closed Access | Times Cited: 21
Optimal asset allocation for outperforming a stochastic benchmark target
Chendi Ni, Yuying Li, Peter Forsyth, et al.
Quantitative Finance (2022) Vol. 22, Iss. 9, pp. 1595-1626
Open Access | Times Cited: 12
Page 1 - Next Page

Scroll to top