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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:

High-dimensional copula-based distributions with mixed frequency data
Dong Hwan Oh, Andrew J. Patton
Journal of Econometrics (2016) Vol. 193, Iss. 2, pp. 349-366
Open Access | Times Cited: 68

Showing 1-25 of 68 citing articles:

Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, et al.
International Journal of Forecasting (2022) Vol. 38, Iss. 3, pp. 705-871
Open Access | Times Cited: 551
Comprehensive evaluation of hydrological drought and its relationships with meteorological drought in the Yellow River basin, China
Fei Wang, Zongmin Wang, Haibo Yang, et al.
Journal of Hydrology (2020) Vol. 584, pp. 124751-124751
Open Access | Times Cited: 170
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg
Journal of Econometrics (2018) Vol. 207, Iss. 1, pp. 71-91
Open Access | Times Cited: 98
A new copula-based standardized precipitation evapotranspiration streamflow index for drought monitoring
Fei Wang, Zongmin Wang, Haibo Yang, et al.
Journal of Hydrology (2020) Vol. 585, pp. 124793-124793
Open Access | Times Cited: 71
Trivariate copula functions for constructing a comprehensive atmosphere-land surface-hydrology drought index: A case study in the Yellow River basin
Wusen Wang, Haibo Yang, Shengzhi Huang, et al.
Journal of Hydrology (2024) Vol. 642, pp. 131784-131784
Closed Access | Times Cited: 9
Realized covariance models with time-varying parameters and spillover effects
Luc Bauwens, Edoardo Otranto
Statistical Modelling (2025)
Closed Access
Dynamic Dependence and Diversification in Corporate Credit*
Peter Christoffersen, Kris Jacobs, Xisong Jin, et al.
Review of Finance (2017) Vol. 22, Iss. 2, pp. 521-560
Closed Access | Times Cited: 40
Copula-Based Drought Analysis Using Standardized Precipitation Evapotranspiration Index: A Case Study in the Yellow River Basin, China
Fei Wang, Zongmin Wang, Haibo Yang, et al.
Water (2019) Vol. 11, Iss. 6, pp. 1298-1298
Open Access | Times Cited: 36
Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies
Jiawen Luo, Oğuzhan Çepni, Rıza Demirer, et al.
Journal of Empirical Finance (2025), pp. 101595-101595
Closed Access
Time series copulas for heteroskedastic data
Rubén Loaiza‐Maya, Michael S. Smith, Worapree Maneesoonthorn
Journal of Applied Econometrics (2017) Vol. 33, Iss. 3, pp. 332-354
Open Access | Times Cited: 33
Can ESG Integration Enhance the Stability of Disruptive Technology Stock Investments? Evidence from Copula-Based Approaches
Poshan Yu, Haoran Xu, Jianing Chen
Journal of risk and financial management (2024) Vol. 17, Iss. 5, pp. 197-197
Open Access | Times Cited: 3
Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures*
Marco Bee, Debbie J. Dupuis, Luca Trapin
Journal of Financial Econometrics (2019) Vol. 17, Iss. 2, pp. 254-283
Open Access | Times Cited: 24
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure
Alain Hecq, Luca Margaritella, Stephan Smeekes
Journal of Financial Econometrics (2021) Vol. 21, Iss. 3, pp. 915-958
Open Access | Times Cited: 20
Dynamic Dependence in Corporate Credit
Peter Christoffersen, Kris Jacobs, Xisong Jin, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 24
A closed-form formula characterization of the Epps effect
Giuseppe Buccheri, Giulia Livieri, Davide Pirino, et al.
Quantitative Finance (2019) Vol. 20, Iss. 2, pp. 243-254
Open Access | Times Cited: 21
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations
Luc Bauwens, Yongdeng Xu
International Journal of Forecasting (2022) Vol. 39, Iss. 2, pp. 938-955
Open Access | Times Cited: 11
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Geert Dhaene, Jianbin Wu
Journal of Econometrics (2019) Vol. 217, Iss. 2, pp. 471-495
Open Access | Times Cited: 16
Accounting for Endogeneity in Regression Models Using Copulas: A Step-by-Step Guide for Empirical Studies
Alecos Papadopoulos
Journal of Econometric Methods (2021) Vol. 11, Iss. 1, pp. 127-154
Closed Access | Times Cited: 14
A nonparametric standardized runoff index for characterizing hydrological drought in the Shaying River Basin, China
Rong Gan, Shuqian Gu, Xiaoxia Tong, et al.
Natural Hazards (2023) Vol. 120, Iss. 3, pp. 2233-2253
Closed Access | Times Cited: 5
Score-driven copula models for portfolios of two risky assets
Astrid Ayala, Szabolcs Blazsek
European Journal of Finance (2018) Vol. 24, Iss. 18, pp. 1861-1884
Closed Access | Times Cited: 13
Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss
Κωνσταντίνος Γκίλλας, Rangan Gupta, Christian Pierdzioch
European Journal of Finance (2021) Vol. 27, Iss. 16, pp. 1626-1644
Open Access | Times Cited: 11
On Bivariate Time-Varying Price Staleness
Haibin Zhu, Zhi Liu
Journal of Business and Economic Statistics (2023) Vol. 42, Iss. 1, pp. 229-242
Closed Access | Times Cited: 4
Bias-Corrected Realized Covariation in the Presence of Price Staleness
Zhi Liu, Haibin Zhu
(2024)
Closed Access | Times Cited: 1
Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization
Jiangze Du, Kin Keung Lai
Journal of Systems Science and Complexity (2017) Vol. 30, Iss. 3, pp. 660-679
Closed Access | Times Cited: 12
Relationships between Engineering Construction Standards and Economic Growth in the Construction Industry: The Case of China’s Construction Industry
Hong Xue, Shou Jian Zhang
KSCE Journal of Civil Engineering (2017) Vol. 22, Iss. 5, pp. 1606-1613
Closed Access | Times Cited: 10
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