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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:

Time-dependent scaling patterns in high frequency financial data
Noemi Nava, Tiziana Di Matteo, Tomaso Aste
The European Physical Journal Special Topics (2016) Vol. 225, Iss. 10, pp. 1997-2016
Open Access | Times Cited: 15

Showing 15 citing articles:

Financial Time Series Forecasting Using Empirical Mode Decomposition and Support Vector Regression
Noemi Nava, Tiziana Di Matteo, Tomaso Aste
Risks (2018) Vol. 6, Iss. 1, pp. 7-7
Open Access | Times Cited: 70
Price forecasting in the precious metal market: A multivariate EMD denoising approach
Kaijian He, Yanhui Chen, Kwok Fai Tso
Resources Policy (2017) Vol. 54, pp. 9-24
Closed Access | Times Cited: 58
Exploring the Self-Exciting Dynamics of Financial Time Series: Modeling Extreme Fluctuations with the Hawkes Process
Ryuji Ishizaki, Masayoshi Inoue
Journal of the Physical Society of Japan (2025) Vol. 94, Iss. 4
Closed Access
Asymptotic scaling properties and estimation of the generalized Hurst exponents in financial data
Riccardo Junior Buonocore, Tomaso Aste, Tiziana Di Matteo
Physical review. E (2017) Vol. 95, Iss. 4
Open Access | Times Cited: 21
Fractal stock markets: International evidence of dynamical (in)efficiency
Sergio Bianchi, Massimiliano Frezza
Chaos An Interdisciplinary Journal of Nonlinear Science (2017) Vol. 27, Iss. 7
Closed Access | Times Cited: 18
Two different flavours of complexity in financial data
Riccardo Junior Buonocore, Nicoló Musmeci, Tomaso Aste, et al.
The European Physical Journal Special Topics (2016) Vol. 225, Iss. 17-18, pp. 3105-3113
Open Access | Times Cited: 14
Anomalous volatility scaling in high frequency financial data
Noemi Nava, Tiziana Di Matteo, Tomaso Aste
Physica A Statistical Mechanics and its Applications (2015) Vol. 447, pp. 434-445
Open Access | Times Cited: 13
BORSA ENDEKS YÖNÜNÜN AĞAÇ TABANLI TOPLULUK MAKİNE ÖĞRENMESİ YÖNTEMLERİ İLE TAHMİNİ: BİST-100 ÖRNEĞİ
Yasin Büyükkör, Seyyide Doğan
Bingöl Üniversitesi Sosyal Bilimler Enstitüsü Dergisi (2024), Iss. 27, pp. 324-335
Open Access | Times Cited: 1
Short-term Kullback–Leibler divergence analysis to extract unstable periods in financial time series
Ryuji Ishizaki, Masayoshi Inoue
Evolutionary and Institutional Economics Review (2024)
Closed Access | Times Cited: 1
Testing stationarity of the detrended price return in stock markets
Karina Arias-Calluari, M. N. Najafi, Michael Harré, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 587, pp. 126487-126487
Closed Access | Times Cited: 8
Analysis of local and global instability in foreign exchange rates using short-term information entropy
Ryuji Ishizaki, Masayoshi Inoue
Physica A Statistical Mechanics and its Applications (2020) Vol. 555, pp. 124595-124595
Closed Access | Times Cited: 7
Makine Öğrenmesi ile Finansal Zaman Serisi Tahminleme
Seyyide Doğan, Yasin Büyükkör
Ankara Hacı Bayram Veli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (2022) Vol. 24, Iss. 3, pp. 1205-1230
Open Access | Times Cited: 3
Stationarity of the detrended price return in stock markets
Karina Arias-Calluari, M. N. Najafi, Michael Harré, et al.
arXiv (Cornell University) (2019)
Closed Access
Detection of Long-Range Correlations and Trends Between Earthquakes in California
Yasaman Maleki, Mostafa Allamehzadeh
Journal of seismology and earthquake engineering (2019) Vol. 21, Iss. 3, pp. 65-75
Closed Access
A Study on the Existence of a Low Idiosyncratic Volatility Premium on the Cross-section of Share Returns on the JSE
Miguel Nogueira
(2021)
Closed Access
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