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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:

Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Alexander Wehrli, Spencer Wheatley, Didier Sornette
Quantitative Finance (2021) Vol. 21, Iss. 5, pp. 729-752
Closed Access | Times Cited: 12

Showing 12 citing articles:

Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics
Kyung-Sub Lee
Methodology And Computing In Applied Probability (2025) Vol. 27, Iss. 2
Closed Access
Neural Hawkes: non-parametric estimation in high dimension and causality analysis in cryptocurrency markets
Timothée Fabre, Ioane Muni Toke
Quantitative Finance (2025), pp. 1-28
Closed Access
Is Seismicity Operating at a Critical Point?
Shyam Nandan, Sumit Kumar Ram, Guy Ouillon, et al.
Physical Review Letters (2021) Vol. 126, Iss. 12
Open Access | Times Cited: 25
Exogenous and endogenous price jumps belong to different dynamical classes
Riccardo Marcaccioli, Jean‐Philippe Bouchaud, Michael Benzaquen
Journal of Statistical Mechanics Theory and Experiment (2022) Vol. 2022, Iss. 2, pp. 023403-023403
Open Access | Times Cited: 15
The excess volatility puzzle explained by financial noise amplification from endogenous feedbacks
Alexander Wehrli, Didier Sornette
Scientific Reports (2022) Vol. 12, Iss. 1
Open Access | Times Cited: 10
Significant hot hand effect in the game of cricket
Sumit Kumar Ram, Shyam Nandan, Didier Sornette
Scientific Reports (2022) Vol. 12, Iss. 1
Open Access | Times Cited: 3
Expectations of Linear and Nonlinear Hawkes Processes Using a Field-Theoretical Approach
Lirong Cui, Didier Sornette
Journal of Agricultural Biological and Environmental Statistics (2024)
Closed Access
Nonlinear Poisson autoregression and nonlinear Hawkes processes
Lorick Huang, Mahmoud Khabou
Stochastic Processes and their Applications (2023) Vol. 161, pp. 201-241
Open Access | Times Cited: 1
Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process
Alexander Wehrli, Didier Sornette
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 2
Forecasting intraday market risk: A marked self-exciting point process with exogenous renewals
Tom Stindl
Journal of Empirical Finance (2022) Vol. 70, pp. 182-198
Closed Access | Times Cited: 1
A Hawkes process analysis of high-frequency price endogeneity and market efficiency
Jingbin Zhuo, Yufan Chen, Bang Zhou, et al.
European Journal of Finance (2023) Vol. 30, Iss. 9, pp. 949-979
Closed Access
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