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:

Estimating yield spreads volatility using GARCH-type models
Jong‐Min Kim, Dong Kim, Hojin Jung
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101396-101396
Closed Access | Times Cited: 22

Showing 22 citing articles:

Volatility analysis based on GARCH-type models: Evidence from the Chinese stock market
Yuling Wang, Yunshuang Xiang, Xinyu Lei, et al.
Economic Research-Ekonomska Istraživanja (2021) Vol. 35, Iss. 1, pp. 2530-2554
Open Access | Times Cited: 30
GARCH (1,1) Models and Analysis of Stock Market Turmoil during COVID-19 Outbreak in an Emerging and Developed Economy
Budi Setiawan, Marwa Ben Abdallah, Mária Fekete-Farkas, et al.
Journal of risk and financial management (2021) Vol. 14, Iss. 12, pp. 576-576
Open Access | Times Cited: 29
Integrating ESG criteria in portfolio optimization: A Moroccan case study using Markowitz’s theory and correlation network analysis
Afaf El Rhiouane, Hassan Oukhouya, Raby Guerbaz, et al.
Physica A Statistical Mechanics and its Applications (2025), pp. 130521-130521
Closed Access
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Giuseppe Orlando, Michele Bufalo
Finance research letters (2021) Vol. 47, pp. 102599-102599
Closed Access | Times Cited: 19
Green Bond Market Stability and Russia Ukraine Conflict: The Role of Green Inclusive Finance
Anqi Wang, Shusheng Ding, Tianxiang Cui
Research in International Business and Finance (2024), pp. 102734-102734
Closed Access | Times Cited: 2
Stock market volatility on shipping stock prices: GARCH models approach
Siti Marsila Mhd Ruslan, Kasypi Mokhtar
The Journal of Economic Asymmetries (2021) Vol. 24, pp. e00232-e00232
Closed Access | Times Cited: 17
Human motion pattern recognition based on the fused random forest algorithm
Chuang Cai, Chunxi Yang, Sheng Lu, et al.
Measurement (2023) Vol. 222, pp. 113540-113540
Closed Access | Times Cited: 6
Stochastic Volatility Modeling of Daily Streamflow Time Series
Huimin Wang, Songbai Song, Gengxi Zhang, et al.
Water Resources Research (2022) Vol. 59, Iss. 1
Closed Access | Times Cited: 6
Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India
B. M. Lithin, Suman Chakraborty, Vishwanathan Iyer, et al.
Cogent Economics & Finance (2023) Vol. 11, Iss. 1
Open Access | Times Cited: 3
Macroeconomic factors and government bond yield in Indonesia
Naning Fatmawatie, Endri Endri, Destyanah Husein
Public and Municipal Finance (2024) Vol. 13, Iss. 1, pp. 95-105
Open Access
The advantages of CBOE credit VIXs for corporate bond investors in North America: A sectoral analysis
Najaf Iqbal, Elie Bouri, Oktay Özkan
Research in International Business and Finance (2024), pp. 102607-102607
Closed Access
Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey
Ata Özkaya, Omer Altun
SAGE Open (2024) Vol. 14, Iss. 2
Open Access
Exploring Calendar Anomalies and Volatility Dynamics in Cryptocurrencies: A Comparative Analysis of Day-of-the-Week Effects before and during the COVID-19 Pandemic
Sonal Sahu, Alejandro Fonseca Ramírez, Jong‐Min Kim
Journal of risk and financial management (2024) Vol. 17, Iss. 8, pp. 351-351
Open Access
Collateral, output growth, mortgage spread volatility and subsidies in Colombia
Martha López, Martha López
(2024)
Open Access
The Best Econometrics Model for Forecasting Equity Market Returns in Developing Countries
David Umoru, Beauty Igbinovia, Lawrence Egbaju
Deleted Journal (2024) Vol. 2, Iss. 4
Closed Access
Quantifying the international stock market risk spillover: An analysis based on G-expectation upper variances
Yi Cai, Zhenpeng Tang, Kaijie Chen, et al.
Finance research letters (2023) Vol. 58, pp. 104346-104346
Closed Access | Times Cited: 1
Conducting Causal Analysis by Means of Approximating Probabilistic Truths
Bo Pieter Johannes Andrée
Entropy (2022) Vol. 24, Iss. 1, pp. 92-92
Open Access | Times Cited: 2
How Volatility and Herding of the Stock Markets in the Oceania Region Influence Investors and Policymakers: A Sector-Wise Exploration in Pre and Post-COVID Period
Swarnil Roy, Sk. Riad Arefin, Avijit Mallik
International Journal of Economics and Finance (2022) Vol. 15, Iss. 1, pp. 24-24
Open Access | Times Cited: 2
Modelling returns volatility: mixed-frequency model based on momentum of predictability
Zhenlong Chen, Shang Jin
Economic Research-Ekonomska Istraživanja (2022) Vol. 36, Iss. 1
Open Access | Times Cited: 1
Comparative Analysis of Stock Indexes Based on GARCH Family Model under GED Distribution
Chuanling Zhao, Ruilin Han, Hao Liu
(2023)
Open Access
Exploring the Effectiveness of ARIMA and GARCH Models in Stock Price Forecasting: An Application in the IT Industry
Lavinia Roxana TOMA
Informatica Economica (2023) Vol. 27, Iss. 3/2023, pp. 61-72
Open Access
The Information Content of Overnight Information for Volatility Forecasting: Evidence from China's Stock Market
Yi Zhang, Long Zhou, Fang Liu
SSRN Electronic Journal (2022)
Closed Access
Page 1

Scroll to top