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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:

Modeling and forecasting exchange rate volatility in Bangladesh using GARCH models: a comparison based on normal and Student’s t-error distribution
S M Abdullah, Salina Siddiqua, Muhammad Shahadat Hossain Siddiquee, et al.
Financial Innovation (2017) Vol. 3, Iss. 1
Open Access | Times Cited: 35

Showing 1-25 of 35 citing articles:

Estimating stock closing indices using a GA-weighted condensed polynomial neural network
Sarat Chandra Nayak, Bijan Bihari Misra
Financial Innovation (2018) Vol. 4, Iss. 1
Open Access | Times Cited: 44
Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution
Shazia Salamat, Lixia Niu, Sobia Naseem, et al.
Journal of Entrepreneurship and Sustainability Issues (2020) Vol. 7, Iss. 3, pp. 1580-1596
Open Access | Times Cited: 12
Analysis of Early Warning of RMB Exchange Rate Fluctuation and Value at Risk Measurement Based on Deep Learning
Chunyi Lu, Zhuoqi Teng, Yu Gao, et al.
Computational Economics (2021) Vol. 59, Iss. 4, pp. 1501-1524
Closed Access | Times Cited: 11
Forecasting exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach
Patience Eyo Eniayewu, Gideon Tukura Samuel, Jeremiah Dandaura Joshua, et al.
Scientific African (2024) Vol. 23, pp. e02101-e02101
Open Access | Times Cited: 1
Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach
Afees A. Salisu, Ahamuefula E. Ogbonna, Rangan Gupta, et al.
Finance research letters (2024) Vol. 67, pp. 105847-105847
Closed Access | Times Cited: 1
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model
Yun Zhou, Xuxu Zhu
Journal of Forecasting (2024) Vol. 44, Iss. 1, pp. 200-215
Closed Access | Times Cited: 1
Stock Price Volatility Estimation Using Regime Switching Technique-Empirical Study on the Indian Stock Market
Nagaraj Naik, Biju R. Mohan
Mathematics (2021) Vol. 9, Iss. 14, pp. 1595-1595
Open Access | Times Cited: 9
Day of Week Effect on Financial Market: Evidence in Vietnam during Normal Period and COVID-19 Pandemic
Thuy Nhung Tran
KINERJA (2023) Vol. 27, Iss. 1, pp. 29-45
Open Access | Times Cited: 3
TWO-STAGE PRIORITIZATION PROCEDURE FOR MULTIPLICATIVE AHP-GROUP DECISION MAKING
Chang-Sheng Lin, Gang Kou, Yi Peng, et al.
Technological and Economic Development of Economy (2020) Vol. 26, Iss. 2, pp. 525-545
Open Access | Times Cited: 8
Modeling exchange rate volatility: application of GARCH models with a Normal Tempered Stable distribution
Sahar Charfi, Farouk Mselmi
Quantitative Finance and Economics (2022) Vol. 6, Iss. 2, pp. 206-222
Open Access | Times Cited: 5
Comparison of correlation-based measures of concordance in terms of asymptotic variance
Takaaki Koike, Marius Hofert
Journal of Multivariate Analysis (2023) Vol. 201, pp. 105265-105265
Open Access | Times Cited: 2
Implementation of sentiment analysis in stock market prediction using variants of GARCH models
V. Vijayalakshmi
Elsevier eBooks (2024), pp. 227-249
Closed Access
Investigation of Swedish krona exchange rate volatilityby APARCH-Support Vector Regression
Hyunjoo Kim Karlsson, Yushu Li
(2024)
Open Access
Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence
Gilles Brice M’bakob, Mandeng ma Ntamack Jules
SN Business & Economics (2024) Vol. 4, Iss. 9
Closed Access
The Impact of News Related Covid-19 on Exchange Rate Volatility: A New Evidence From Generalized Autoregressive Score Model
Deniz Erer
Ekoist Journal of Econometrics and Statistics (2023), Iss. 38, pp. 105-126
Open Access | Times Cited: 1
Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange
Michael Frömmel, Eyüp Kadıoğlu
Financial Innovation (2023) Vol. 9, Iss. 1
Open Access | Times Cited: 1
Modeling and Predicting Exchange Rate Volatility: Application of Symmetric GARCH and Asymmetric EGARCH and GJR-GARCH Models
Bruno Dinga, Jimbo Henry Claver, Kum Kwa Cletus, et al.
˜The œjournal of the Cameroon Academy of Sciences (2023) Vol. 19, Iss. 2, pp. 155-178
Open Access | Times Cited: 1
ANALYSIS AND FORECASTING OF THE RETURN OF MICROSOFT AND PFIZER SHARES USING ARIMA-GARCH MODELS
Olena Liashenko, Kateryna Molokanova
Bulletin of Taras Shevchenko National University of Kyiv Economics (2023), Iss. 222, pp. 76-87
Open Access | Times Cited: 1
A comparative study of error distributions in the GARCH model through a Monte Carlo simulation approach
Samuel Innocent Kofi Ampadu, Eric Teye Mensah, Eric Nimako Aidoo, et al.
Scientific African (2023) Vol. 23, pp. e01988-e01988
Open Access | Times Cited: 1
A GARCH Study on Exchange Rate Determinants: A Case of Malaysia
Mohd Farhan Mohd Ali, Sharifah Fairuz Syed Mohamad, Anis Suraya Mohammad Yusof, et al.
Deleted Journal (2022) Vol. 4, Iss. 1, pp. 72-84
Open Access | Times Cited: 2
Modeling Exchange Rate Volatility in the Presence of Serial Correlations
Emmanuel Dodzi K. Havi
European Journal of Economics Law and Politics (2019) Vol. 06, Iss. 04
Open Access | Times Cited: 2
GARCH Modelling of Currency Basket Volatility in Turkey: Asymmetry Impact Approach
Ayşegül Ladin Sümer
Akademik Araştırmalar ve Çalışmalar Dergisi (AKAD) (2021) Vol. 13, Iss. 24, pp. 137-150
Open Access | Times Cited: 2
Comparison between Time Series Analysis and Mode Decomposition on the Prediction of Bank of China Stock Price
Weiqian Zhao, Hui-Ling Huang, Jiayi Shen, et al.
(2021), pp. 168-173
Closed Access | Times Cited: 2
Foreign exchange volatility modelling of southeast asian major economies
Regi Muzio Ponziani
Journal of Economics Business and Accountancy Ventura (2019) Vol. 22, Iss. 2, pp. 283-297
Open Access | Times Cited: 1
Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions
Hatice Erkekoğlu, Aweng Peter Majok Garang, Adire Simon Deng
International Journal of Economics and Financial Issues (2020) Vol. 10, Iss. 2, pp. 268-281
Open Access | Times Cited: 1
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