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:
On the robustness of the principal volatility components
Carlos Trucíos, Luiz Koodi Hotta, Pedro L. Valls Pereira
Journal of Empirical Finance (2019) Vol. 52, pp. 201-219
Open Access | Times Cited: 12
Carlos Trucíos, Luiz Koodi Hotta, Pedro L. Valls Pereira
Journal of Empirical Finance (2019) Vol. 52, pp. 201-219
Open Access | Times Cited: 12
Showing 12 citing articles:
Bayesian Analysis for Functional Coefficient Conditional Autoregressive Range Model with Applications
Bin Wang, Yixin Qian, Enping Yu
Economic Modelling (2025), pp. 107003-107003
Closed Access
Bin Wang, Yixin Qian, Enping Yu
Economic Modelling (2025), pp. 107003-107003
Closed Access
Dynamic Factor Models: A Genealogy
Matteo Barigozzi, Marc Hallin
Studies in systems, decision and control (2024), pp. 3-24
Closed Access | Times Cited: 2
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
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
Marc Hallin, Carlos Trucíos
Econometrics and Statistics (2021) Vol. 27, pp. 1-15
Closed Access | Times Cited: 15
Covariance Prediction in Large Portfolio Allocation
Carlos Trucíos, Mauricio Zevallos, Luiz Koodi Hotta, et al.
Econometrics (2019) Vol. 7, Iss. 2, pp. 19-19
Open Access | Times Cited: 16
Carlos Trucíos, Mauricio Zevallos, Luiz Koodi Hotta, et al.
Econometrics (2019) Vol. 7, Iss. 2, pp. 19-19
Open Access | Times Cited: 16
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
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
Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies
Piotr Fiszeder, Marta Małecka, Péter Molnár
Economic Modelling (2024), pp. 106887-106887
Open Access | Times Cited: 1
Piotr Fiszeder, Marta Małecka, Péter Molnár
Economic Modelling (2024), pp. 106887-106887
Open Access | Times Cited: 1
Portfolio resampling in the Brazilian stock market
André Barbosa Oliveira, Carlos Trucíos, Pedro L. Valls Pereira
Brazilian Review of Finance (2024) Vol. 22, Iss. 3, pp. 57-75
Open Access
André Barbosa Oliveira, Carlos Trucíos, Pedro L. Valls Pereira
Brazilian Review of Finance (2024) Vol. 22, Iss. 3, pp. 57-75
Open Access
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
Carlos Trucíos, João Henrique Gonçalves Mazzeu, Marc Hallin, et al.
SSRN Electronic Journal (2019)
Open Access | Times Cited: 3
Does Portfolio Resampling Really Improve Out-of-Sample Performance? Evidence from the Brazilian and Us Markets
André Barbosa Oliveira, Carlos Trucíos, Pedro L. Valls Pereira
(2023)
Closed Access | Times Cited: 1
André Barbosa Oliveira, Carlos Trucíos, Pedro L. Valls Pereira
(2023)
Closed Access | Times Cited: 1
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
Carlos Trucíos, João Henrique Gonçalves Mazzeu, Luiz Koodi Hotta, et al.
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 2
A Dynamic Latent Variable Model for Monitoring the Santa Maria del Fiore Dome Behavior
Bruno Bertaccini, Silvia Bacci, Federico Crescenzi
Lecture notes in computer science (2020), pp. 47-58
Closed Access | Times Cited: 1
Bruno Bertaccini, Silvia Bacci, Federico Crescenzi
Lecture notes in computer science (2020), pp. 47-58
Closed Access | Times Cited: 1
