OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Statistical test forΔρDCCAcross-correlation coefficient
Everaldo Freitas Guedes, Adriana Brito, Florêncio Mendes Oliveira Filho, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 501, pp. 134-140
Closed Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

Stock markets and the COVID-19 fractal contagion effects
David Iheke Okorie, Boqiang Lin
Finance research letters (2020) Vol. 38, pp. 101640-101640
Open Access | Times Cited: 310

Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis
Claudio Marcio Cassela Inacio, Ladislav Krištoufek, Sérgio Adriani David
Physica A Statistical Mechanics and its Applications (2023) Vol. 626, pp. 129084-129084
Closed Access | Times Cited: 23

Stock market efficiency: An intraday case of study about the G-20 group
Gilney Figueira Zebende, Rui Dias, L.C. de Aguiar
Heliyon (2022) Vol. 8, Iss. 1, pp. e08808-e08808
Open Access | Times Cited: 35

Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis
Paulo Ferreira, Éder Johson de Area Leão Pereira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 517, pp. 86-96
Closed Access | Times Cited: 53

Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Empirical Economics (2019) Vol. 60, Iss. 3, pp. 1127-1156
Closed Access | Times Cited: 43

Effects of Interdependence and Contagion on Crude Oil and Precious Metals According to ρDCCA: A COVID-19 Case Study
Thiago Pires Santana, Nicole Horta, Catarina Revez, et al.
Sustainability (2023) Vol. 15, Iss. 5, pp. 3945-3945
Open Access | Times Cited: 13

Differential market reactions to pre and post Brexit referendum
Usman Bashir, Gilney Figueira Zebende, Yugang Yu, et al.
Physica A Statistical Mechanics and its Applications (2018) Vol. 515, pp. 151-158
Closed Access | Times Cited: 45

Contagion Effect in Cryptocurrency Market
Paulo Ferreira, Éder Johnson de Area Leão Pereira
Journal of risk and financial management (2019) Vol. 12, Iss. 3, pp. 115-115
Open Access | Times Cited: 42

DCCA cross-correlation coefficient with sliding windows approach
Everaldo Freitas Guedes, Gilney Figueira Zebende
Physica A Statistical Mechanics and its Applications (2019) Vol. 527, pp. 121286-121286
Closed Access | Times Cited: 38

Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises
Wahbeeah Mohti, Andreia Dionísio, Isabel Vieira, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 525, pp. 1388-1398
Closed Access | Times Cited: 35

Statistical test for ΔρDCCA: Methods and data
Everaldo Freitas Guedes, Adriana Brito, Florêncio Mendes Oliveira Filho, et al.
Data in Brief (2018) Vol. 18, pp. 795-798
Open Access | Times Cited: 28

An econophysics approach to study the effect of BREXIT referendum on European Union stock markets
Everaldo Freitas Guedes, Paulo Ferreira, Andreia Dionísio, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 523, pp. 1175-1182
Open Access | Times Cited: 28

Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis
Oussama Tilfani, Paulo Ferreira, My Youssef El Boukfaoui
Post-Communist Economies (2019) Vol. 32, Iss. 5, pp. 643-674
Closed Access | Times Cited: 25

Regional and global integration of Asian stock markets
Wahbeeah Mohti, Andreia Dionísio, Isabel Vieira, et al.
Research in International Business and Finance (2019) Vol. 50, pp. 357-368
Open Access | Times Cited: 23

DCCA cross-correlation analysis in time-series with removed parts
Gilney Figueira Zebende, Adriana Brito, Arleys Pereira Nunes de Castro
Physica A Statistical Mechanics and its Applications (2019) Vol. 545, pp. 123472-123472
Closed Access | Times Cited: 20

Detrended multiple cross-correlation coefficient with sliding windows approach
Everaldo Freitas Guedes, Aloísio Machado da Silva Filho, Gilney Figueira Zebende
Physica A Statistical Mechanics and its Applications (2021) Vol. 574, pp. 125990-125990
Closed Access | Times Cited: 16

Statistical test for Multiple Detrended Cross-Correlation Coefficient
Aloísio Machado da Silva Filho, Gilney Figueira Zebende, Arleys Pereira Nunes de Castro, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 562, pp. 125285-125285
Closed Access | Times Cited: 17

Assessing the relationship between dependence and volume in stock markets: A dynamic analysis
Paulo Ferreira
Physica A Statistical Mechanics and its Applications (2018) Vol. 516, pp. 90-97
Closed Access | Times Cited: 17

Cryptocurrency spectrum and 2020 pandemic: Contagion analysis
David Iheke Okorie, Boqiang Lin
International Review of Economics & Finance (2022) Vol. 84, pp. 29-38
Open Access | Times Cited: 8

EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
Oussama Tilfani, Paulo Ferreira, Andreia Dionísio, et al.
Journal of risk and financial management (2020) Vol. 13, Iss. 5, pp. 91-91
Open Access | Times Cited: 12

Impact of the COVID-19 Pandemic on Cryptocurrency Markets: A DCCA Analysis
Dora Almeida, Andreia Dionísio, Paulo Ferreira, et al.
FinTech (2023) Vol. 2, Iss. 2, pp. 294-310
Open Access | Times Cited: 4

Analysis of intentional lethal violent crimes: A sliding windows approach
Aloísio Machado da Silva Filho, Gilney Figueira Zebende, Everaldo Freitas Guedes
Physica A Statistical Mechanics and its Applications (2020) Vol. 567, pp. 125653-125653
Closed Access | Times Cited: 9

ΔDMCx2: A New Approach to Measure Contagion Effect on Financial Crisis
Everaldo Freitas Guedes, Arleys Pereira Nunes de Castro, Aloísio Machado da Silva Filho, et al.
Fluctuation and Noise Letters (2022) Vol. 21, Iss. 04
Closed Access | Times Cited: 4

Temporal Analysis of the Flows of the Rivers that form the Hydrographic Basin of Moquegua (Peru)
Osmar Cuentas Toledo, Aloísio Machado da Silva Filho, Áthila Brenner Bezerra Silva, et al.
Fluctuation and Noise Letters (2022) Vol. 21, Iss. 06
Closed Access | Times Cited: 4

Page 1 - Next Page

Scroll to top