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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:

Adaptive robust large volatility matrix estimation based on high-frequency financial data
Minseok Shin, Donggyu Kim, Jianqing Fan
Journal of Econometrics (2023) Vol. 237, Iss. 1, pp. 105514-105514
Open Access | Times Cited: 16

Showing 16 citing articles:

Next generation models for portfolio risk management: An approach using financial big data
Kwangmin Jung, Donggyu Kim, Seunghyeon Yu
Journal of Risk & Insurance (2022) Vol. 89, Iss. 3, pp. 765-787
Open Access | Times Cited: 11
Robust High-Dimensional Time-Varying Coefficient Estimation
Minseok Shin, Donggyu Kim
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data
Min‐Seok Shin, Donggyu Kim, Yazhen Wang, et al.
SSRN Electronic Journal (2021)
Open Access | Times Cited: 4
Dynamic Realized Minimum Variance Portfolio Models
Donggyu Kim, Minseog Oh
Journal of Business and Economic Statistics (2024) Vol. 42, Iss. 4, pp. 1238-1249
Open Access
Matrix-Based Prediction Approach for Intraday Instantaneous Volatility Vector
Sung Hoon Choi, Dong-Gyu Kim
(2024)
Open Access
Robust realized integrated beta estimator with application to dynamic analysis of integrated beta
Minseog Oh, Donggyu Kim, Yazhen Wang
Journal of Econometrics (2024), pp. 105810-105810
Open Access
Asymptotic properties of recursive kernel density estimation for long-span high-frequency data
Dan Liang, Shanchao Yang
Communication in Statistics- Theory and Methods (2024), pp. 1-26
Closed Access
Cubic-based Prediction Approach for Large Volatility Matrix using High-Frequency Financial Data
Sung Hoon Choi, Donggyu Kim
(2024)
Open Access
Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector
Sung Hoon Choi, Donggyu Kim
SSRN Electronic Journal (2024)
Open Access
Factor Overnight GARCH-Itô Models
Donggyu Kim, Minseog Oh, Xinyu Song, et al.
Journal of Financial Econometrics (2023)
Open Access | Times Cited: 1
Factor Overnight GARCH-Itô Models
Donggyu Kim, Minseog Oh, Xinyu Song, et al.
SSRN Electronic Journal (2023)
Open Access
Dynamic Realized Minimum Variance Portfolio Models
Donggyu Kim, Minseog Oh
SSRN Electronic Journal (2023)
Open Access
A Machine Learning Approach to Estimating Large Positive Definite Covariance Matrix of High Frequency Data
Liyuan Cui, Yongmiao Hong, Yingxing Li, et al.
SSRN Electronic Journal (2019)
Closed Access
Large Volatility Matrix Analysis Using Global and National Factor Models
Sung Hoon Choi, Donggyu Kim
SSRN Electronic Journal (2022)
Open Access
Volatility Models for Stylized Facts of High-Frequency Financial Data
Donggyu Kim, Minseok Shin
SSRN Electronic Journal (2022)
Open Access
Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach
Kwangmin Jung, Donggyu Kim, Seunghyeon Yu
SSRN Electronic Journal (2021)
Open Access
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