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:
A Real-Time GARCH-MIDAS model
Xinyu Wu, An Zhao, T. C. Cheng
Finance research letters (2023) Vol. 56, pp. 104103-104103
Closed Access | Times Cited: 15
Xinyu Wu, An Zhao, T. C. Cheng
Finance research letters (2023) Vol. 56, pp. 104103-104103
Closed Access | Times Cited: 15
Showing 15 citing articles:
On Stock Volatility Forecasting under Mixed-Frequency Data Based on Hybrid RR-MIDAS and CNN-LSTM Models
Wenfeng Ma, Yuxuan Hong, Yuping Song
Mathematics (2024) Vol. 12, Iss. 10, pp. 1538-1538
Open Access | Times Cited: 6
Wenfeng Ma, Yuxuan Hong, Yuping Song
Mathematics (2024) Vol. 12, Iss. 10, pp. 1538-1538
Open Access | Times Cited: 6
Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information
Xu Bao-Li, Zhimin Wu
The North American Journal of Economics and Finance (2025), pp. 102368-102368
Closed Access
Xu Bao-Li, Zhimin Wu
The North American Journal of Economics and Finance (2025), pp. 102368-102368
Closed Access
Estimation and Application of GARCH-X Model Based on High-Frequency Data
Zefang Song, Lingjun Chen, Wenlin Huang
American Journal of Industrial and Business Management (2025) Vol. 15, Iss. 02, pp. 242-259
Open Access
Zefang Song, Lingjun Chen, Wenlin Huang
American Journal of Industrial and Business Management (2025) Vol. 15, Iss. 02, pp. 242-259
Open Access
Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach
Lukman Lasisi, Franklin N. Ngwu, Mohammed K. Taliat, et al.
SN Business & Economics (2025) Vol. 5, Iss. 3
Closed Access
Lukman Lasisi, Franklin N. Ngwu, Mohammed K. Taliat, et al.
SN Business & Economics (2025) Vol. 5, Iss. 3
Closed Access
Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models
Wang Jia, MengChu Zhou, Xiwang Guo, et al.
IEEE Transactions on Computational Social Systems (2024) Vol. 11, Iss. 3, pp. 3391-3406
Closed Access | Times Cited: 2
Wang Jia, MengChu Zhou, Xiwang Guo, et al.
IEEE Transactions on Computational Social Systems (2024) Vol. 11, Iss. 3, pp. 3391-3406
Closed Access | Times Cited: 2
Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?——Evidence from SHARV-MGJR model
Zhenlong Chen, Junjie Liu, Xiaozhen Hao
Finance research letters (2024) Vol. 67, pp. 105757-105757
Closed Access | Times Cited: 2
Zhenlong Chen, Junjie Liu, Xiaozhen Hao
Finance research letters (2024) Vol. 67, pp. 105757-105757
Closed Access | Times Cited: 2
Commodity Market Volatility and Climate Policy Uncertainty: A GARCH-MIDAS Approach
Lukman Lasisi, Franklin N. Ngwu, Kelechi C. Nnamdi
(2024)
Open Access | Times Cited: 2
Lukman Lasisi, Franklin N. Ngwu, Kelechi C. Nnamdi
(2024)
Open Access | Times Cited: 2
A MS SHARV-MIDAS model: a new regime-switching model for volatility forecasting
Zhenlong Chen, Junjie Liu, Xiaozhen Hao
Applied Economics Letters (2024), pp. 1-6
Closed Access | Times Cited: 1
Zhenlong Chen, Junjie Liu, Xiaozhen Hao
Applied Economics Letters (2024), pp. 1-6
Closed Access | Times Cited: 1
Effectiveness of Principal-Component-Based Mixed-Frequency Error Correction Model in Predicting Gross Domestic Product
Yunxu Wang, Chi‐Wei Su, Yuchen Zhang, et al.
Mathematics (2023) Vol. 11, Iss. 19, pp. 4144-4144
Open Access | Times Cited: 2
Yunxu Wang, Chi‐Wei Su, Yuchen Zhang, et al.
Mathematics (2023) Vol. 11, Iss. 19, pp. 4144-4144
Open Access | Times Cited: 2
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? ——Evidence from ASHARV-MIDAS model
Zhenlong Chen, Junjie Liu, Xiaozhen Hao
Finance research letters (2024) Vol. 64, pp. 105420-105420
Closed Access
Zhenlong Chen, Junjie Liu, Xiaozhen Hao
Finance research letters (2024) Vol. 64, pp. 105420-105420
Closed Access
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Xueting Mei, Xinyu Wang
Finance research letters (2024) Vol. 65, pp. 105632-105632
Closed Access
Xueting Mei, Xinyu Wang
Finance research letters (2024) Vol. 65, pp. 105632-105632
Closed Access
Forecasting VaR and Returns Distribution Using the Real-Time GARCH Models with Standardized Two-Sided Lindley Distribution
Zhimin Wu, Guanghui Cai
Journal of the Operations Research Society of China (2024)
Closed Access
Zhimin Wu, Guanghui Cai
Journal of the Operations Research Society of China (2024)
Closed Access
Predicting Multi-Frequency Crude Oil Price Dynamics: Based on MIDAS and STL Methods
Lili Ding, Haoran Zhao, Rui Zhang
Energy (2024), pp. 134003-134003
Closed Access
Lili Ding, Haoran Zhao, Rui Zhang
Energy (2024), pp. 134003-134003
Closed Access
Forecasting Chinese stock market volatility with high-frequency intraday and current return information
Xinyu Wu, An Zhao, Yuyao Wang, et al.
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102458-102458
Closed Access
Xinyu Wu, An Zhao, Yuyao Wang, et al.
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102458-102458
Closed Access
Realized Real-Time GARCH: A Joint Model for Returns, Realized Measures and Current Information
Zhimin Wu, Guanghui Cai
Computational Economics (2024)
Closed Access
Zhimin Wu, Guanghui Cai
Computational Economics (2024)
Closed Access
