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:
Factor High-Frequency Based Volatility (HEAVY) Models
Kevin Sheppard, Wen Xu
SSRN Electronic Journal (2014)
Open Access | Times Cited: 7
Kevin Sheppard, Wen Xu
SSRN Electronic Journal (2014)
Open Access | Times Cited: 7
Showing 7 citing articles:
Bayesian semiparametric modeling of realized covariance matrices
Xin Jin, John M. Maheu
Journal of Econometrics (2015) Vol. 192, Iss. 1, pp. 19-39
Open Access | Times Cited: 41
Xin Jin, John M. Maheu
Journal of Econometrics (2015) Vol. 192, Iss. 1, pp. 19-39
Open Access | Times Cited: 41
Factor state–space models for high-dimensional realized covariance matrices of asset returns
Bastian Gribisch, Jan Patrick Hartkopf, Roman Liesenfeld
Journal of Empirical Finance (2019) Vol. 55, pp. 1-20
Closed Access | Times Cited: 18
Bastian Gribisch, Jan Patrick Hartkopf, Roman Liesenfeld
Journal of Empirical Finance (2019) Vol. 55, pp. 1-20
Closed Access | Times Cited: 18
Bayesian parametric and semiparametric factor models for large realized covariance matrices
Xin Jin, John M. Maheu, Qiao Yang
Journal of Applied Econometrics (2019) Vol. 34, Iss. 5, pp. 641-660
Open Access | Times Cited: 17
Xin Jin, John M. Maheu, Qiao Yang
Journal of Applied Econometrics (2019) Vol. 34, Iss. 5, pp. 641-660
Open Access | Times Cited: 17
Asymmetric conditional correlations in stock returns
Hui Jiang, Patrick Saart, Yingcun Xia
The Annals of Applied Statistics (2016) Vol. 10, Iss. 2
Open Access | Times Cited: 6
Hui Jiang, Patrick Saart, Yingcun Xia
The Annals of Applied Statistics (2016) Vol. 10, Iss. 2
Open Access | Times Cited: 6
Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices
Xin Jin, John M. Maheu, Qiao Yang
SSRN Electronic Journal (2017)
Open Access | Times Cited: 2
Xin Jin, John M. Maheu, Qiao Yang
SSRN Electronic Journal (2017)
Open Access | Times Cited: 2
Factor Analysis for Volatility
Ross Askanazi, Jacob C. Warren
SSRN Electronic Journal (2017)
Closed Access
Ross Askanazi, Jacob C. Warren
SSRN Electronic Journal (2017)
Closed Access
Factor State-Space Models for High-Dimensional Realized Covariance Matrices of Asset Returns
Bastian Gribisch, Jan Patrick Hartkopf, Roman Liesenfeld
SSRN Electronic Journal (2018)
Closed Access
Bastian Gribisch, Jan Patrick Hartkopf, Roman Liesenfeld
SSRN Electronic Journal (2018)
Closed Access
