Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals
Matteo Barigozzi, Marc Hallin
Journal of Econometrics (2020) Vol. 216, Iss. 1, pp. 4-34
Open Access | Times Cited: 26

Showing 1-25 of 26 citing articles:

Bridging factor and sparse models
Jianqing Fan, Ricardo Masini, Marcelo C. Medeiros
The Annals of Statistics (2023) Vol. 51, Iss. 4
Open Access | Times Cited: 17
Multiplicative factor model for volatility
Yi Ding, Robert F. Engle, Yingying Li, et al.
Journal of Econometrics (2025) Vol. 249, pp. 105959-105959
Closed Access
Variational Bayes approximation of factor stochastic volatility models
David Gunawan, Robert Kohn, David J. Nott
International Journal of Forecasting (2021) Vol. 37, Iss. 4, pp. 1355-1375
Closed Access | Times Cited: 19
Inferential theory for generalized dynamic factor models
Matteo Barigozzi, Marc Hallin, Matteo Luciani, et al.
Journal of Econometrics (2023) Vol. 239, Iss. 2, pp. 105422-105422
Closed Access | Times Cited: 7
Dynamic Factor Models: A Genealogy
Matteo Barigozzi, Marc Hallin
Studies in systems, decision and control (2024), pp. 3-24
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
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
Factor models for high‐dimensional functional time series II: Estimation and forecasting
Shahin Tavakoli, Gilles Nisol, Marc Hallin
Journal of Time Series Analysis (2022) Vol. 44, Iss. 5-6, pp. 601-621
Closed Access | Times Cited: 9
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting
Carlos Trucíos, João Henrique Gonçalves Mazzeu, Luiz Koodi Hotta, et al.
International Journal of Forecasting (2020) Vol. 37, Iss. 4, pp. 1520-1534
Closed Access | Times Cited: 13
Bridging Factor and Sparse Models
Jianqing Fan, Ricardo Masini, Marcelo C. Medeiros
SSRN Electronic Journal (2021)
Open Access | Times Cited: 12
Factor Modeling for Volatility
Yi Ding, Robert Engle, Yingying Li, et al.
(2024)
Closed Access | Times Cited: 1
Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?
Gaoke Liao, Yanling Li, Mengxin Wang
Energy Economics (2023) Vol. 129, pp. 107168-107168
Closed Access | Times Cited: 2
Variational Approximation of Factor Stochastic Volatility Models
David Gunawan, Robert Kohn, David J. Nott
arXiv (Cornell University) (2020)
Open Access | Times Cited: 4
Necessary and sufficient conditions for continuity of hypercontractive processes and fields
Patrik Nummi, Lauri Viitasaari
Statistics & Probability Letters (2024) Vol. 208, pp. 110049-110049
Open Access
Factor-augmented forecasting in big data
Juhee Bae
International Journal of Forecasting (2024) Vol. 40, Iss. 4, pp. 1660-1688
Open Access
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
High-Dimensional Functional Factor Models
Marc Hallin, Gilles Nisol, Shahin Tavakoli
arXiv (Cornell University) (2019)
Closed Access | Times Cited: 3
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach
Carlos Trucíos, João Henrique Gonçalves Mazzeu, Marc Hallin, et al.
SSRN Electronic Journal (2019)
Open Access | Times Cited: 3
Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review
Matteo Barigozzi
arXiv (Cornell University) (2023)
Open Access | Times Cited: 1
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
Robustness and the General Dynamic Factor Model With Infinite-Dimensional Space: Identification, Estimation, and Forecasting
Carlos Trucíos, João Henrique Gonçalves Mazzeu, Luiz Koodi Hotta, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
Impact of the Adjustment of Maximum Order Volume on Pricing Efficiency of Stock Index Futures in China
Liang Wang, Tingjia Xu, Longhao Qin, et al.
Discrete Dynamics in Nature and Society (2020) Vol. 2020, pp. 1-20
Open Access | Times Cited: 1
Factor-Augmented Forecasting in Big Data
Juhee Bae
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Factor Models for High-Dimensional Functional Time Series
Shahin Tavakoli, Gilles Nisol, Marc Hallin
arXiv (Cornell University) (2019)
Open Access
Page 1 - Next Page

Scroll to top