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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:

Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
Drew Creal, Bernd Schwaab, Siem Jan Koopman, et al.
SSRN Electronic Journal (2011)
Open Access | Times Cited: 16

Showing 16 citing articles:

Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models
Siem Jan Koopman, André Lucas, Marcel Scharth
SSRN Electronic Journal (2012)
Open Access | Times Cited: 20
Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes
Francisco Blasques, Siem Jan Koopman, André Lucas
SSRN Electronic Journal (2012)
Open Access | Times Cited: 15
Information Theoretic Optimality of Observation Driven Time Series Models
Francisco Blasques, Siem Jan Koopman, André Lucas
SSRN Electronic Journal (2014)
Open Access | Times Cited: 12
Generalized Dynamic Factor Models for Mixed-Measurement Time Series
Kai Cui, David B. Dunson
Journal of Computational and Graphical Statistics (2012) Vol. 23, Iss. 1, pp. 169-191
Open Access | Times Cited: 10
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
P. Janus, André Lucas, Anne Opschoor
SSRN Electronic Journal (2014)
Open Access | Times Cited: 8
Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting
André Lucas, Xin Zhang
SSRN Electronic Journal (2014)
Open Access | Times Cited: 7
Testing for Parameter Instability in Competing Modeling Frameworks
Francesco Calvori, Drew Creal, Siem Jan Koopman, et al.
SSRN Electronic Journal (2014)
Open Access | Times Cited: 5
Tail risk in government bond markets and ECB unconventional policies
Xin Zhang, Bernd Schwaab
(2016)
Closed Access | Times Cited: 4
Market-Based Credit Ratings
Drew Creal, Robert B. Gramacy, Ruey S. Tsay
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 2
Separating The Impact Of Macroeconomic Variables and Global Frailty In Event Data.
James Wolter
RePEc: Research Papers in Economics (2013)
Closed Access | Times Cited: 1
Cyclicality in Losses on Bank Loans
Bart Keijsers, Bart F. Diris, Erik Kole
SSRN Electronic Journal (2015)
Open Access
The Dynamics of Joint Credit Risk and UK Banks
Mario Cerrato, John Crosby, Minjoo Kim, et al.
SSRN Electronic Journal (2015)
Closed Access
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models
André Lucas, Anne Opschoor, Julia Schaumburg
SSRN Electronic Journal (2016)
Open Access
Neural Network Copula Portfolio Optimization for Exchange Traded Funds
Yang Zhao, Charalampos Stasinakis, Georgios Sermpinis, et al.
SSRN Electronic Journal (2016)
Open Access
Measurement of Systemic Risk in the Financial System
Naval Bharti Verma
SSRN Electronic Journal (2014)
Closed Access
Bayesian Modeling and Computation for Mixed Data
Kai Cui
(2012)
Closed Access
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