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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:

A Network Analysis of the Volatility of High Dimensional Financial Series
Matteo Barigozzi, Marc Hallin
Journal of the Royal Statistical Society Series C (Applied Statistics) (2016) Vol. 66, Iss. 3, pp. 581-605
Open Access | Times Cited: 75

Showing 1-25 of 75 citing articles:

Network log-ARCH models for forecasting stock market volatility
Raffaele Mattera, Philipp Otto
International Journal of Forecasting (2024) Vol. 40, Iss. 4, pp. 1539-1555
Open Access | Times Cited: 17
Global stock market investment strategies based on financial network indicators using machine learning techniques
Tae Kyun Lee, Joon Hyung Cho, Deuk Sin Kwon, et al.
Expert Systems with Applications (2018) Vol. 117, pp. 228-242
Closed Access | Times Cited: 153
NETS: Network estimation for time series
Matteo Barigozzi, Christian T. Brownlees
Journal of Applied Econometrics (2018) Vol. 34, Iss. 3, pp. 347-364
Open Access | Times Cited: 144
Simultaneous multiple change-point and factor analysis for high-dimensional time series
Matteo Barigozzi, Haeran Cho, Piotr Fryźlewicz
Journal of Econometrics (2018) Vol. 206, Iss. 1, pp. 187-225
Open Access | Times Cited: 95
Do market conditions affect interconnectedness pattern of socially responsible equities?
Muhammad Abubakr Naeem, Zaheer Anwer, Ashraf Khan, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 611-630
Closed Access | Times Cited: 9
Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions
Marco Valerio Geraci, Jean‐Yves Gnabo
Journal of Financial and Quantitative Analysis (2018) Vol. 53, Iss. 3, pp. 1371-1390
Open Access | Times Cited: 72
Time-varying general dynamic factor models and the measurement of financial connectedness
Matteo Barigozzi, Marc Hallin, Stefano Soccorsi, et al.
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 324-343
Open Access | Times Cited: 51
Time series analysis via network science: Concepts and algorithms
Vanessa Freitas Silva, Maria Eduarda Silva, Pedro Ribeiro, et al.
Wiley Interdisciplinary Reviews Data Mining and Knowledge Discovery (2021) Vol. 11, Iss. 3
Open Access | Times Cited: 43
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
Superhighways and roads of multivariate time series shock transmission: Application to cryptocurrency, carbon emission and energy prices
Paolo Pagnottoni
Physica A Statistical Mechanics and its Applications (2023) Vol. 615, pp. 128581-128581
Open Access | Times Cited: 16
Generalized dynamic factor models and volatilities: estimation and forecasting
Matteo Barigozzi, Marc Hallin
Journal of Econometrics (2017) Vol. 201, Iss. 2, pp. 307-321
Open Access | Times Cited: 51
High-dimensional VARs with common factors
Ke Miao, Peter C.B. Phillips, Liangjun Su
Journal of Econometrics (2022) Vol. 233, Iss. 1, pp. 155-183
Open Access | Times Cited: 24
Measurement and contagion modelling of systemic risk in China's financial sectors: Evidence for functional data analysis and complex network
Sihua Tian, Shaofang Li, Qinen Gu
International Review of Financial Analysis (2023) Vol. 90, pp. 102913-102913
Closed Access | Times Cited: 14
Factor Models With Sparse Vector Autoregressive Idiosyncratic Components
Jonas Krampe, Luca Margaritella
Oxford Bulletin of Economics and Statistics (2025)
Open Access
NETS: Network Estimation for Time Series
Matteo Barigozzi, Christian T. Brownlees
SSRN Electronic Journal (2013)
Open Access | Times Cited: 54
The volatility connectedness of US industries: The role of investor sentiment
Dan Gabriel Anghel, Petre Caraiani
Economics Letters (2024) Vol. 235, pp. 111578-111578
Closed Access | Times Cited: 3
Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets
Yong Tang, Jason Xiong, Ziyang Jia, et al.
Complexity (2018) Vol. 2018, Iss. 1
Open Access | Times Cited: 30
Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach
C. J. Gross, Pierre L. Siklos
Journal of Applied Econometrics (2019) Vol. 35, Iss. 1, pp. 61-81
Open Access | Times Cited: 26
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
Network VAR models to measure financial contagion
Daniel Felix Ahelegbey, Paolo Giudici, Shatha Qamhieh Hashem
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101318-101318
Open Access | Times Cited: 24
A new way of measuring effects of financial crisis on contagion in currency markets
Katerina Rigana, Ernst-Jan Camiel Wit, Samantha Cook
International Review of Financial Analysis (2023) Vol. 90, pp. 102764-102764
Open Access | Times Cited: 8
Estimating Network Connectedness of Financial Markets and Commodities
Ehsan Bagheri, Seyed Babak Ebrahimi
Journal of Systems Science and Systems Engineering (2020) Vol. 29, Iss. 5, pp. 572-589
Closed Access | Times Cited: 22
Dynamic Factor Models: A Genealogy
Matteo Barigozzi, Marc Hallin
Studies in systems, decision and control (2024), pp. 3-24
Closed Access | Times Cited: 2
High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling
Haeran Cho, Hyeyoung Maeng, Idris A. Eckley, et al.
Journal of the American Statistical Association (2023) Vol. 119, Iss. 547, pp. 2038-2050
Open Access | Times Cited: 6
Bridging Factor and Sparse Models
Jianqing Fan, Ricardo Masini, Marcelo C. Medeiros
SSRN Electronic Journal (2021)
Open Access | Times Cited: 12
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