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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:

Bayesian parametric and semiparametric factor models for large realized covariance matrices
Xin Jin, John M. Maheu, Qiao Yang
Journal of Applied Econometrics (2019) Vol. 34, Iss. 5, pp. 641-660
Open Access | Times Cited: 17

Showing 17 citing articles:

Comparing stochastic volatility specifications for large Bayesian VARs
Joshua C. C. Chan
Journal of Econometrics (2022) Vol. 235, Iss. 2, pp. 1419-1446
Open Access | Times Cited: 26
An infinite hidden Markov model with GARCH for short-term interest rates
Chenxing Li, Qiao Yang
Finance research letters (2025), pp. 107294-107294
Closed Access
Bayesian forecasting in economics and finance: A modern review
Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, et al.
International Journal of Forecasting (2023) Vol. 40, Iss. 2, pp. 811-839
Open Access | Times Cited: 11
An infinite hidden Markov model with stochastic volatility
Chenxing Li, John M. Maheu, Qiao Yang
Journal of Forecasting (2024) Vol. 43, Iss. 6, pp. 2187-2211
Closed Access | Times Cited: 1
Infinite Markov pooling of predictive distributions
Xin Jin, John M. Maheu, Qiao Yang
Journal of Econometrics (2021) Vol. 228, Iss. 2, pp. 302-321
Closed Access | Times Cited: 10
Inference for partially observed Riemannian Ornstein–Uhlenbeck diffusions of covariance matrices
Mai Ngoc Bui, Yvo Pokern, Πέτρος Δελλαπόρτας
Bernoulli (2023) Vol. 29, Iss. 4
Open Access | Times Cited: 3
Markov Switching
Yong Song, Tomasz Woźniak
Oxford Research Encyclopedia of Economics and Finance (2021)
Open Access | Times Cited: 6
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Bastian Gribisch, Michael Stollenwerk
Quantitative Finance (2020) Vol. 20, Iss. 5, pp. 799-821
Closed Access | Times Cited: 4
Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Jan Patrick Hartkopf
Empirical Economics (2022) Vol. 64, Iss. 1, pp. 393-436
Open Access | Times Cited: 3
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Jan Patrick Hartkopf, Laura Reh
Finance research letters (2023) Vol. 56, pp. 104129-104129
Closed Access | Times Cited: 1
From Large to Vast: Composite Forecasting of Vast-Dimensional Realized Covariance Matrices Using Factor State-Space Models
Jan Patrick Hartkopf
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 1
Beyond Conditional Second Moments: Does Nonparametric Density Modelling Matter to Portfolio Allocation?
John M. Maheu, Chenxing
(2023)
Open Access
Volatility Forecasting in a Data Rich Environment
Mauro Bernardi, Giovanni Bonaccolto, Massimiliano Caporin, et al.
Advanced studies in theoretical and applied econometrics (2019), pp. 127-160
Closed Access
Bayesian Nonparametric Forecast Pooling
Xin Jin, John M. Maheu, Qiao Yang
SSRN Electronic Journal (2020)
Closed Access
An Infinite Hidden Markov Model with Stochastic Volatility
Chenxing, John M. Maheu, Qiao Yang
SSRN Electronic Journal (2022)
Closed Access
Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach
Xin Jin, Jia Liu, Qiao Yang
Econometrics (2021) Vol. 9, Iss. 4, pp. 45-45
Open Access
Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach

SSRN Electronic Journal (2021)
Open Access
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