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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:

Volatility-of-Volatility Risk
Darien Huang, Christian Schlag, Ivan Shaliastovich, et al.
SSRN Electronic Journal (2018)
Open Access | Times Cited: 23

Showing 23 citing articles:

Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Chris Bardgett, Elise Gourier, Markus Leippold
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 593-618
Open Access | Times Cited: 136
Volatility of aggregate volatility and hedge fund returns
Vikas Agarwal, Yakup Eser Arısoy, Narayan Y. Naik
Journal of Financial Economics (2017) Vol. 125, Iss. 3, pp. 491-510
Open Access | Times Cited: 94
How Aggregate Volatility-of-Volatility Affects Stock Returns*
Fabian Hollstein, Marcel Prokopczuk
The Review of Asset Pricing Studies (2017) Vol. 8, Iss. 2, pp. 253-292
Open Access | Times Cited: 53
Volatility-of-volatility and the cross-section of option returns
Xinfeng Ruan
Journal of Financial Markets (2019) Vol. 48, pp. 100492-100492
Closed Access | Times Cited: 38
Risk-neutral moments in the crude oil market
Xinfeng Ruan, Jin E. Zhang
Energy Economics (2018) Vol. 72, pp. 583-600
Closed Access | Times Cited: 21
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets
Chris Bardgett, Elise Gourier, Markus Leippold
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 13
The Volatility-of-Volatility Term Structure
Nicole Branger, Hendrik Hülsbusch, Alexander Kraftschik
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 13
Stock Option Pricing Using Binomial Trees with Implied Volatility
Aimmatul Ummah Alfajriyah, Endah R. M. Putri, Daryono Budi Utomo, et al.
Jurnal Matematika Statistika dan Komputasi (2024) Vol. 20, Iss. 3, pp. 724-742
Open Access | Times Cited: 1
Functional Principal Component Analysis for Derivatives of Multivariate Curves
Maria Grith, Heiko Wagner, Wolfgang Karl Härdle, et al.
Statistica Sinica (2018)
Open Access | Times Cited: 6
Identifying the number of latent factors of stochastic volatility models
Erindi Allaj, Maria Elvira Mancino, Simona Sanfelici
Decisions in Economics and Finance (2024)
Open Access
Option pricing in an investment risk-return setting
Stoyan V. Stoyanov, Svetlozar T. Rachev, Abootaleb Shirvani, et al.
Applied Economics (2021) Vol. 54, Iss. 14, pp. 1625-1638
Open Access | Times Cited: 1
Trading the VIX Futures Roll and Volatility Premiums with VIX Options
David P. Simon
SSRN Electronic Journal (2015)
Closed Access
The Option Value in Timing Derivative Trades
Feike C. Drost, Thijs van der Heijden, Bas J. M. Werker
SSRN Electronic Journal (2015)
Closed Access
Double-Jump Stochastic Volatility Model for VIX: Evidence from VVIX
Xin Zang, Jun Ni, Jing‐Zhi Huang, et al.
SSRN Electronic Journal (2015)
Open Access
Does Aggregate Uncertainty Explain Size and Value Anomalies?
Sofiane Aboura, Yakup Eser Arısoy
SSRN Electronic Journal (2014)
Closed Access
Functional Principal Component Analysis for Derivatives of Multivariate Curves
Maria Grith, Wolfgang Karl Härdle, Aloïs Kneip, et al.
SSRN Electronic Journal (2016)
Open Access
Features of realized volatility analysis and return predicting based on LGBM and RNN model
Zekun An, Kexin Jiang, Jacob Runxi Zheng
Applied and Computational Engineering (2023) Vol. 27, Iss. 1, pp. 38-48
Open Access
Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence
José Da Fonseca, Yahua Xu
SSRN Electronic Journal (2017)
Closed Access
An Approach to Measure the Expectation of Generic Functions of the Market Return
Gurdip Bakshi, Xiaohui Gao, Jinming Xue
SSRN Electronic Journal (2017)
Closed Access
Volatility-of-Volatility Risk in the Crude Oil Market
Tai‐Yong Roh, Yahua Xu
SSRN Electronic Journal (2019)
Closed Access
Analysis of option returns in perfect and imperfect markets
David Salazar Volkmann
(2020)
Open Access
Bias-Optimal Vol-of-Vol Estimation: Insights from Mean-Reverting Models
Giacomo Toscano, Maria Cristina Recchioni
SSRN Electronic Journal (2020)
Closed Access
Firm Risk and Ambiguity: The Role of Management and the Board
Sebastian Trabert
(2021)
Open Access
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