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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:

Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach
Marc Hallin, Carlos Trucíos
Econometrics and Statistics (2021) Vol. 27, pp. 1-15
Closed Access | Times Cited: 15

Showing 15 citing articles:

From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures
Tsvetelin Zaevski, Dragomir C. Nedeltchev
International Review of Financial Analysis (2023) Vol. 87, pp. 102645-102645
Closed Access | Times Cited: 17
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Carlos Trucíos, James W. Taylor
Journal of Forecasting (2022) Vol. 42, Iss. 4, pp. 989-1007
Closed Access | Times Cited: 22
General spatio-temporal factor models for high-dimensional random fields on a lattice
Matteo Barigozzi, Davide La Vecchia, Huan Liu
The Annals of Statistics (2025) Vol. 53, Iss. 1
Closed Access
Forecasting value-at-risk and expected shortfall of cryptocurrency using range-based copula method
Tapan Kar, Sesha Meka
Applied Economics (2025), pp. 1-18
Closed Access
Forecasting value-at-risk and expected shortfall in emerging market: does forecast combination help?
Trung H. Le
The Journal of Risk Finance (2024) Vol. 25, Iss. 1, pp. 160-177
Closed Access | Times Cited: 2
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach
Carlos Trucíos, João Henrique Gonçalves Mazzeu, Marc Hallin, et al.
Journal of Business and Economic Statistics (2021) Vol. 41, Iss. 1, pp. 40-52
Open Access | Times Cited: 16
Factor models for high‐dimensional functional time series I: Representation results
Marc Hallin, Gilles Nisol, Shahin Tavakoli
Journal of Time Series Analysis (2022) Vol. 44, Iss. 5-6, pp. 578-600
Closed Access | Times Cited: 10
Non-parametric analysis of serial dependence in time series using ordinal patterns
Christian Weiß, Manuel Ruiz Marín, Karsten Keller, et al.
Computational Statistics & Data Analysis (2021) Vol. 168, pp. 107381-107381
Closed Access | Times Cited: 12
A Conversation With Marc Hallin
Christian Genest
International Statistical Review (2024) Vol. 92, Iss. 2, pp. 137-159
Open Access
Common Factors and Common Shocks: A Tale of Three (Close) Signal Extraction Procedures
Pilar Poncela, Esther Ruiz
(2024), pp. 343-360
Closed Access
Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall
Leopoldo Catania, Alessandra Luati
Econometrics and Statistics (2021)
Closed Access | Times Cited: 3
Manfred Deistler and the General-Dynamic-Factor-Model Approach to the Statistical Analysis of High-Dimensional Time Series
Marc Hallin
Econometrics (2022) Vol. 10, Iss. 4, pp. 37-37
Open Access | Times Cited: 2
Simulation of Econometric Dynamic Simulation And Prediction Model Based on Particle Swarm Optimization Neural Network Algorithm
Xueqing Wang
(2023), pp. 233-237
Closed Access
On the Effectiveness of Stock Index Futures for Tail Risk Protection
Hamadi Zourai
International Journal of Economics and Financial Issues (2022) Vol. 12, Iss. 3, pp. 38-52
Open Access
Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series
Marc Hallin
(2022)
Open Access
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