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:
Realized GARCH, CBOE VIX, and the Volatility Risk Premium
Peter Reinhard Hansen, Zhuo Huang, Chen Tong, et al.
Journal of Financial Econometrics (2022) Vol. 22, Iss. 1, pp. 187-223
Open Access | Times Cited: 16
Peter Reinhard Hansen, Zhuo Huang, Chen Tong, et al.
Journal of Financial Econometrics (2022) Vol. 22, Iss. 1, pp. 187-223
Open Access | Times Cited: 16
Showing 16 citing articles:
Performance of the Realized-GARCH Model against Other GARCH Types in Predicting Cryptocurrency Volatility
R. Queiroz, Sérgio Adriani David
Risks (2023) Vol. 11, Iss. 12, pp. 211-211
Open Access | Times Cited: 8
R. Queiroz, Sérgio Adriani David
Risks (2023) Vol. 11, Iss. 12, pp. 211-211
Open Access | Times Cited: 8
Forecasting VIX using two-component realized EGARCH model
Xinyu Wu, An Zhao, Li Liu
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101934-101934
Closed Access | Times Cited: 5
Xinyu Wu, An Zhao, Li Liu
The North American Journal of Economics and Finance (2023) Vol. 67, pp. 101934-101934
Closed Access | Times Cited: 5
Forecasting VIX with time-varying risk aversion
Xinyu Wu, Qizhi He, Haibin Xie
International Review of Economics & Finance (2023) Vol. 88, pp. 458-475
Closed Access | Times Cited: 5
Xinyu Wu, Qizhi He, Haibin Xie
International Review of Economics & Finance (2023) Vol. 88, pp. 458-475
Closed Access | Times Cited: 5
Forecasting VIX using realized EGARCH model with dynamic jumps
Xinyu Wu, Junlin Pu, Yuyao Wang
Applied Economics Letters (2024), pp. 1-12
Closed Access | Times Cited: 1
Xinyu Wu, Junlin Pu, Yuyao Wang
Applied Economics Letters (2024), pp. 1-12
Closed Access | Times Cited: 1
Pricing CBOE VIX in non-affine GARCH models with variance risk premium
Chen Tong
Finance research letters (2024) Vol. 62, pp. 105115-105115
Closed Access | Times Cited: 1
Chen Tong
Finance research letters (2024) Vol. 62, pp. 105115-105115
Closed Access | Times Cited: 1
Joint Dynamics For The Underlying Asset and Its Implied Volatility Surface: A New Methodology For Option Risk Management
Pascal François, Rémi Galarneau‐Vincent, Geneviève Gauthier, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Pascal François, Rémi Galarneau‐Vincent, Geneviève Gauthier, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Setting the VIX Free: A Generalized Affine GARCH Model
Marcos Escobar, Lars Stentoft, Xize Ye
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Marcos Escobar, Lars Stentoft, Xize Ye
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
Wang Jia, Xinyi Wang, Xu Wang
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102065-102065
Closed Access | Times Cited: 2
Wang Jia, Xinyi Wang, Xu Wang
The North American Journal of Economics and Finance (2023) Vol. 70, pp. 102065-102065
Closed Access | Times Cited: 2
Hybrid forecasting of crude oil volatility index: The cross‐market effects of stock market jumps
Gongyue Jiang, Gaoxiu Qiao, Lu Wang, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 6, pp. 2378-2398
Closed Access
Gongyue Jiang, Gaoxiu Qiao, Lu Wang, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 6, pp. 2378-2398
Closed Access
Forecasting Chinese stock market volatility with high-frequency intraday and current return information
Xinyu Wu, An Zhao, Yuyao Wang, et al.
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102458-102458
Closed Access
Xinyu Wu, An Zhao, Yuyao Wang, et al.
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102458-102458
Closed Access
Unconditional Volatility Framework: Theoretical and Empirical Insights
Sebastián A. Rey
Annals of Financial Economics (2024) Vol. 19, Iss. 01
Closed Access
Sebastián A. Rey
Annals of Financial Economics (2024) Vol. 19, Iss. 01
Closed Access
Heterogeneous Volatility Information Content for the Realized GARCH Modeling and Forecasting Volatility
Wen Xu, Pakorn Aschakulporn, Jin E. Zhang
Studies in Nonlinear Dynamics and Econometrics (2024)
Closed Access
Wen Xu, Pakorn Aschakulporn, Jin E. Zhang
Studies in Nonlinear Dynamics and Econometrics (2024)
Closed Access
Empirical performance of the optimal predictors under asymmetric loss GARCH vs. realized GARCH models
Yasemin Ulu
Applied Economics (2024), pp. 1-14
Closed Access
Yasemin Ulu
Applied Economics (2024), pp. 1-14
Closed Access
Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
Zhiyu Guo, Zhuo Huang, Chen Tong
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1832-1847
Closed Access
Zhiyu Guo, Zhuo Huang, Chen Tong
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1832-1847
Closed Access
Forecasting Chinese stock market volatility with option-implied risk aversion: Evidence from extended realized EGARCH-MIDAS approach
Xinyu Wu, Jia Qian, Xiaohan Zhao
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102245-102245
Closed Access
Xinyu Wu, Jia Qian, Xiaohan Zhao
Pacific-Basin Finance Journal (2023) Vol. 83, pp. 102245-102245
Closed Access
Modelling and forecasting volatility with high-frequency and VIX information: a component realized EGARCH model with VIX
Xinyu Wu, Michelle Xia, Xindan Li
Applied Economics (2022) Vol. 55, Iss. 20, pp. 2273-2291
Closed Access
Xinyu Wu, Michelle Xia, Xindan Li
Applied Economics (2022) Vol. 55, Iss. 20, pp. 2273-2291
Closed Access
