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:

Affine Point Processes and Portfolio Credit Risk
Eymen Errais, Kay Giesecke, Lisa R. Goldberg
SSRN Electronic Journal (2010)
Closed Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

A Top-Down Approach to Multi-Name Credit
Kay Giesecke, Lisa R. Goldberg, Xiaowei Ding
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 155

A dynamic contagion process
Angelos Dassios, Hongbiao Zhao
Advances in Applied Probability (2011) Vol. 43, Iss. 3, pp. 814-846
Open Access | Times Cited: 151

Limit theorems for nearly unstable Hawkes processes
Thibault Jaisson, Mathieu Rosenbaum
The Annals of Applied Probability (2015) Vol. 25, Iss. 2
Open Access | Times Cited: 72

Hawkes and INAR() processes
Matthias Kirchner
Stochastic Processes and their Applications (2016) Vol. 126, Iss. 8, pp. 2494-2525
Open Access | Times Cited: 51

Learning Parametric Models for Social Infectivity in Multi-Dimensional Hawkes Processes
Liangda Li, Hongyuan Zha
Proceedings of the AAAI Conference on Artificial Intelligence (2014) Vol. 28, Iss. 1
Open Access | Times Cited: 35

Exploring the Sources of Default Clustering
Shahriar Azizpour, Kay Giesecke, Gustavo Schwenkler
SSRN Electronic Journal (2008)
Closed Access | Times Cited: 43

Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
Xuefeng Gao, Lingjiong Zhu
Queueing Systems (2018) Vol. 90, Iss. 1-2, pp. 161-206
Open Access | Times Cited: 30

Hawkes process-based technology impact analysis
Hyun Jin Jang, Han-Gyun Woo, Chang‐Yong Lee
Journal of Informetrics (2017) Vol. 11, Iss. 2, pp. 511-529
Closed Access | Times Cited: 30

Hawkes Process: Fast Calibration, Application to Trade Clustering and Diffusive Limit
José Da Fonseca, Riadh Zaatour
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 23

Credit models and the crisis: default cluster dynamics and the generalized Poisson loss model
Damiano Brigo, Andrea Pallavicini, Roberto Torresetti
(2010) Vol. 6, Iss. 4, pp. 39-81
Closed Access | Times Cited: 23

Superlinear scaling of offspring at criticality in branching processes
А. И. Саичев, Didier Sornette
Physical Review E (2014) Vol. 89, Iss. 1
Open Access | Times Cited: 20

Numerical Solution of Jump-Diffusion SDEs
Kay Giesecke, Alexander Shkolnik, Gerald Teng, et al.
SSRN Electronic Journal (2013)
Closed Access | Times Cited: 19

Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
Kyung-Sub Lee, Byoung Ki Seo
Journal of Economic Dynamics and Control (2017) Vol. 79, pp. 154-183
Open Access | Times Cited: 13

The Malliavin-Stein method for Hawkes functionals
Caroline Hillairet, Lorick Huang, Mahmoud Khabou, et al.
Latin American Journal of Probability and Mathematical Statistics (2022) Vol. 19, Iss. 2, pp. 1293-1293
Open Access | Times Cited: 8

Generating functions and stability study of multivariate self-excited epidemic processes
А. И. Саичев, Didier Sornette
The European Physical Journal B (2011) Vol. 83, Iss. 2, pp. 271-282
Open Access | Times Cited: 12

Asset Returns with Self-Exciting Jumps: Option Pricing and Estimation with a Continuum of Moments
H. Peter Boswijk, Roger J. A. Laeven, Andrei Lalu
(2015)
Closed Access | Times Cited: 11

An Overview of Credit Derivatives
Kay Giesecke
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 13

Credit Models and the Crisis, or: How I Learned to Stop Worrying and Love the CDOs
Damiano Brigo, Andrea Pallavicini, Roberto Torresetti
SSRN Electronic Journal (2009)
Open Access | Times Cited: 12

Rare event simulation for a generalized Hawkes process
Xiaowei Zhang, Peter W. Glynn, Kay Giesecke, et al.
Winter Simulation Conference (2009), pp. 1291-1298
Closed Access | Times Cited: 9

Risk Analysis of Collateralized Debt Obligations
Kay Giesecke, Baeho Kim
SSRN Electronic Journal (2009)
Closed Access | Times Cited: 9

Efficient Risk Analysis of Mortgage Pools
Justin Sirignano, Kay Giesecke
SSRN Electronic Journal (2014)
Closed Access | Times Cited: 7

Infinite-server systems with Hawkes arrivals and Hawkes services
Dharmaraja Selvamuthu, Paola Tardelli
Queueing Systems (2022) Vol. 101, Iss. 3-4, pp. 329-351
Open Access | Times Cited: 5

Portfolio Choice in Markets with Contagion
Yacine Aït‐Sahalia, T. R. Hurd
SSRN Electronic Journal (2012)
Open Access | Times Cited: 5

Transform Analysis for Point Processes and Applications in Credit Risk
Kay Giesecke, Shilin Zhu
SSRN Electronic Journal (2011)
Closed Access | Times Cited: 3

Credit models and the crisis, or: how I learned to stop worrying and love the CDOs
Damiano Brigo, Andrea Pallavicini, Roberto Torresetti
RePEc: Research Papers in Economics (2009)
Closed Access | Times Cited: 3

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