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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:

Asymmetric tail dependence modeling, with application to cryptocurrency market data
Yan Gong, Raphaël Huser
The Annals of Applied Statistics (2022) Vol. 16, Iss. 3
Open Access | Times Cited: 17

Showing 17 citing articles:

Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach
Imran Yousaf, Linh Pham, John W. Goodell
International Review of Economics & Finance (2023) Vol. 86, pp. 271-283
Closed Access | Times Cited: 30
Multivariate Risk Analysis in Cryptocurrency Market: An Optimal Transport Approach
João Pedro Malim Franco, Márcio Poletti Laurini
Computational Economics (2025)
Closed Access
Bayesian smoothing for time-varying extremal dependence
Junho Lee, Miguel de Carvalho, António Rua, et al.
Journal of the Royal Statistical Society Series C (Applied Statistics) (2024) Vol. 73, Iss. 3, pp. 581-597
Open Access | Times Cited: 3
Cryptocurrency trading: A systematic mapping study
Duy Thien An Nguyen, Ka Ching Chan
International Journal of Information Management Data Insights (2024) Vol. 4, Iss. 2, pp. 100240-100240
Closed Access | Times Cited: 2
Dissecting Tether’s Nonlinear Dynamics during Covid-19
Moinak Maiti, Zoran Grubišić, Darko Vuković
Journal of Open Innovation Technology Market and Complexity (2020) Vol. 6, Iss. 4, pp. 161-161
Open Access | Times Cited: 17
Modeling spatial extremes using normal mean-variance mixtures
Zhongwei Zhang, Raphaël Huser, Thomas Opitz, et al.
Extremes (2022) Vol. 25, Iss. 2, pp. 175-197
Closed Access | Times Cited: 9
Bitcoin price prediction using LSTM, GRU and hybrid LSTM-GRU with bayesian optimization, random search, and grid search for the next days
I.sibel KERVANCI, Mehmet Fatih Akay, Eren Özceylan
Journal of Industrial and Management Optimization (2023) Vol. 20, Iss. 2, pp. 570-588
Open Access | Times Cited: 5
Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
Yan Gong, Peng Zhong, Thomas Opitz, et al.
Technometrics (2024) Vol. 66, Iss. 3, pp. 331-346
Open Access | Times Cited: 1
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management
Arturo Leccadito, Alessandro Staino, Pietro Toscano
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 1
Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic
Arnab Hazra, Shiladitya Bose
Journal of Applied Statistics (2024) Vol. 52, Iss. 3, pp. 525-554
Open Access
Distribution-agnostic landslide hazard modeling via Graph Transformers
Gabriele Belvederesi, Hakan Tanyaș, Aldo Lipani, et al.
Environmental Modelling & Software (2024) Vol. 183, pp. 106231-106231
Open Access
Semiparametric Bayesian modelling of nonstationary joint extremes: How do big tech’s extreme losses behave?
Miguel de Carvalho, Karla Vianey Palacios Ramirez
Journal of the Royal Statistical Society Series C (Applied Statistics) (2024)
Open Access
Max-convolution processes with random shape indicator kernels
Pavel Krupskii, Raphaël Huser
Journal of Multivariate Analysis (2024) Vol. 203, pp. 105340-105340
Open Access
A Tale of Two Tails: A New Unique Information Share Measure Based on Copulas
Yanlin Shi
Journal of Financial Econometrics (2023) Vol. 22, Iss. 4, pp. 1170-1208
Closed Access | Times Cited: 1
Tracking change-points in multivariate extremes
Miguel de Carvalho, Manuele Leonelli, Alex Rossi
arXiv (Cornell University) (2020)
Open Access | Times Cited: 1
Flexible modeling of multivariate spatial extremes
Yan Gong, Raphaël Huser
Spatial Statistics (2022) Vol. 52, pp. 100713-100713
Open Access
The Features of Building a Portfolio of Trading Strategies Using the SAS OPTMODEL Procedure
Oleksandr Terentiev, Tatyana Prosiankina-Zharova, Volodymyr Savastiyanov, et al.
Computation (2021) Vol. 9, Iss. 7, pp. 77-77
Open Access
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