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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:

Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
Eduardo Rossi, Filippo Spazzini
Computational Statistics & Data Analysis (2009) Vol. 54, Iss. 11, pp. 2786-2800
Open Access | Times Cited: 21

Showing 21 citing articles:

Evaluating Volatility and Correlation Forecasts
Andrew J. Patton, Kevin Sheppard
Springer eBooks (2009), pp. 801-838
Closed Access | Times Cited: 241
Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach
Sanggetha V P Vellachami, Akram Shavkatovich Hasanov, Robert C. Brooks
International Review of Financial Analysis (2023) Vol. 89, pp. 102715-102715
Open Access | Times Cited: 24
On the estimation of dynamic conditional correlation models
Christian Hafner, Olga Reznikova
Computational Statistics & Data Analysis (2010) Vol. 56, Iss. 11, pp. 3533-3545
Closed Access | Times Cited: 92
MGARCH models: Trade-off between feasibility and flexibility
Daniel de Almeida, Luiz Koodi Hotta, Esther Ruiz
International Journal of Forecasting (2017) Vol. 34, Iss. 1, pp. 45-63
Open Access | Times Cited: 44
Robust ranking of multivariate GARCH models by problem dimension
Massimiliano Caporin, Michael McAleer
Computational Statistics & Data Analysis (2012) Vol. 76, pp. 172-185
Open Access | Times Cited: 44
Multivariate GARCH models for large-scale applications: A survey
Kris Boudt, Alexios Galanos, Scott Payseur, et al.
Handbook of statistics (2019), pp. 193-242
Closed Access | Times Cited: 25
Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series
Mihaela ŞErban, Anthony Brockwell, John P. Lehoczky, et al.
Journal of Time Series Analysis (2007) Vol. 28, Iss. 5, pp. 763-782
Closed Access | Times Cited: 35
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
Audronė Virbickaitė, M. Concepción Ausín, Pedro Galeano
Computational Statistics & Data Analysis (2014) Vol. 100, pp. 814-829
Open Access | Times Cited: 18
The uncertainty of conditional returns, volatilities and correlations in DCC models
Diego Fresoli, Esther Ruiz
Computational Statistics & Data Analysis (2015) Vol. 100, pp. 170-185
Closed Access | Times Cited: 17
Spatial GARCH: A Spatial Approach to Multivariate Volatility Modeling
Svetlana Borovkova, R. Lopuhaä
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 17
Monitoring the mean of multivariate financial time series
Robert Garthoff, Vasyl Golosnoy, Wolfgang Schmid
Applied Stochastic Models in Business and Industry (2013) Vol. 30, Iss. 3, pp. 328-340
Closed Access | Times Cited: 15
Goodness-of-fit tests for multivariate Laplace distributions
K Fragiadakis, Simos G. Meintanis
Mathematical and Computer Modelling (2010) Vol. 53, Iss. 5-6, pp. 769-779
Open Access | Times Cited: 14
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
Yeşim Güney, Olçay Arslan, Fulya Gökalp Yavuz
Journal of Multivariate Analysis (2022) Vol. 191, pp. 105026-105026
Closed Access | Times Cited: 7
Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks
Francesco Audrino
Computational Statistics & Data Analysis (2013) Vol. 76, pp. 43-60
Open Access | Times Cited: 10
‘Monte Carlo’ Simulation Predicting on the Movement of Investments – During the Covid Pandemic in Indonesia
Musdalifah Azis, Zainal Ilmi, Yundi Permadi Hakim, et al.
Jurnal Dinamika Manajemen (2021) Vol. 12, Iss. 2, pp. 262-274
Open Access | Times Cited: 9
On conditional covariance modelling: An approach using state space models
Radek Hendrych, Tomáš Cipra
Computational Statistics & Data Analysis (2014) Vol. 100, pp. 304-317
Closed Access | Times Cited: 3
A comparative study of error distributions in the GARCH model through a Monte Carlo simulation approach
Samuel Innocent Kofi Ampadu, Eric Teye Mensah, Eric Nimako Aidoo, et al.
Scientific African (2023) Vol. 23, pp. e01988-e01988
Open Access | Times Cited: 1
Evaluating multivariate volatility forecasts : how effective are statistical and economic loss functions?
Mark Doolan
QUT Business School (2011)
Closed Access | Times Cited: 1
Return and volatility spillovers between fossil oil and seafood commodity markets
Akram Shavkatovich Hasanov, Walid Mensi, Yessengali Oskenbayev
Elsevier eBooks (2022), pp. 87-104
Closed Access | Times Cited: 1
Decision Complexity and Methods to Meet Them
Nilanjan Das
Springer eBooks (2015), pp. 19-45
Closed Access
Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
Simos G. Meintanis, Bojana Milošević, M Obradović, et al.
Journal of Time Series Analysis (2023) Vol. 45, Iss. 2, pp. 298-319
Open Access
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