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:
Modelling systemic price cojumps with Hawkes factor models
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani, et al.
Quantitative Finance (2015) Vol. 15, Iss. 7, pp. 1137-1156
Open Access | Times Cited: 71
Giacomo Bormetti, Lucio Maria Calcagnile, Michele Treccani, et al.
Quantitative Finance (2015) Vol. 15, Iss. 7, pp. 1137-1156
Open Access | Times Cited: 71
Showing 51-75 of 71 citing articles:
Cojump risks and their impacts on option pricing
Yu-Min Lian, Jun-Home Chen, Szu‐Lang Liao
The Quarterly Review of Economics and Finance (2020) Vol. 79, pp. 399-410
Closed Access | Times Cited: 2
Yu-Min Lian, Jun-Home Chen, Szu‐Lang Liao
The Quarterly Review of Economics and Finance (2020) Vol. 79, pp. 399-410
Closed Access | Times Cited: 2
Coupling news sentiment with web browsing data improves prediction of intra-day price dynamics
Gabriele Ranco, Ilaria Bordino, Giacomo Bormetti, et al.
arXiv (Cornell University) (2014)
Closed Access | Times Cited: 1
Gabriele Ranco, Ilaria Bordino, Giacomo Bormetti, et al.
arXiv (Cornell University) (2014)
Closed Access | Times Cited: 1
Collective synchronization and high frequency systemic instabilities in financial markets
Lucio Maria Calcagnile, Giacomo Bormetti, Michele Treccani, et al.
arXiv (Cornell University) (2015)
Closed Access | Times Cited: 1
Lucio Maria Calcagnile, Giacomo Bormetti, Michele Treccani, et al.
arXiv (Cornell University) (2015)
Closed Access | Times Cited: 1
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics
Gabriele Ranco, Ilaria Bordino, Giacomo Bormetti, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 1
Gabriele Ranco, Ilaria Bordino, Giacomo Bormetti, et al.
SSRN Electronic Journal (2015)
Open Access | Times Cited: 1
Systematic Risk in Emerging Markets: a High-Frequency Approach
Usman Arief
Jurnal Dinamika Manajemen (2021) Vol. 12, Iss. 1, pp. 1-11
Open Access | Times Cited: 2
Usman Arief
Jurnal Dinamika Manajemen (2021) Vol. 12, Iss. 1, pp. 1-11
Open Access | Times Cited: 2
Modeling aggressive market order placements with Hawkes factor models
Hai-Chuan Xu, Wei‐Xing Zhou
PLoS ONE (2020) Vol. 15, Iss. 1, pp. e0226667-e0226667
Open Access | Times Cited: 1
Hai-Chuan Xu, Wei‐Xing Zhou
PLoS ONE (2020) Vol. 15, Iss. 1, pp. e0226667-e0226667
Open Access | Times Cited: 1
Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages
Piero Mazzarisi, Silvia Zaoli, Carlo Campajola, et al.
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 1
Piero Mazzarisi, Silvia Zaoli, Carlo Campajola, et al.
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 1
Evidence of Crowding on Russell 3000 Reconstitution Events
Alessandro Micheli, Eyal Neuman
SSRN Electronic Journal (2020)
Open Access | Times Cited: 1
Alessandro Micheli, Eyal Neuman
SSRN Electronic Journal (2020)
Open Access | Times Cited: 1
From financial wealth shocks to ill‐health: Allostatic load and overload
Declan French
Health Economics (2023) Vol. 32, Iss. 4, pp. 939-952
Open Access
Declan French
Health Economics (2023) Vol. 32, Iss. 4, pp. 939-952
Open Access
Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity
Hui Qu, Tianyang Wang, Peng Shangguan, et al.
Journal of Futures Markets (2023) Vol. 44, Iss. 2, pp. 218-251
Closed Access
Hui Qu, Tianyang Wang, Peng Shangguan, et al.
Journal of Futures Markets (2023) Vol. 44, Iss. 2, pp. 218-251
Closed Access
Analysis of order book flows using a nonparametric estimation of the branching ratio matrix
Massil Achab, Emmanuel Bacry, J. F. Muzy, et al.
arXiv (Cornell University) (2017)
Closed Access
Massil Achab, Emmanuel Bacry, J. F. Muzy, et al.
arXiv (Cornell University) (2017)
Closed Access
Publication Popularity Modeling via Adversarial Learning of Profile-Specific Dynamic Process
Shuai Xiao, Junchi Yan, Xiaokang Yang, et al.
IEEE Access (2018) Vol. 6, pp. 19984-19992
Open Access
Shuai Xiao, Junchi Yan, Xiaokang Yang, et al.
IEEE Access (2018) Vol. 6, pp. 19984-19992
Open Access
Time Clustering and Hawkes Processes
Jean‐Philippe Bouchaud, Julius Bonart, Jonathan Donier, et al.
Cambridge University Press eBooks (2018), pp. 163-186
Closed Access
Jean‐Philippe Bouchaud, Julius Bonart, Jonathan Donier, et al.
Cambridge University Press eBooks (2018), pp. 163-186
Closed Access
A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
Simona Boffelli, Jan Novotný, Giovanni Urga
Journal of Financial Econometrics (2020) Vol. 20, Iss. 4, pp. 681-715
Open Access
Simona Boffelli, Jan Novotný, Giovanni Urga
Journal of Financial Econometrics (2020) Vol. 20, Iss. 4, pp. 681-715
Open Access
Characterizing financial crises using high-frequency data
Mardi Dungey, J. E. HOLLOWAY, Abdullah Yalaman, et al.
Quantitative Finance (2022) Vol. 22, Iss. 4, pp. 743-760
Closed Access
Mardi Dungey, J. E. HOLLOWAY, Abdullah Yalaman, et al.
Quantitative Finance (2022) Vol. 22, Iss. 4, pp. 743-760
Closed Access
Multivariate Quadratic Hawkes Processes – Part I: Theoretical Analysis
Cécilia Aubrun, Michael Benzaquen, Jean‐Philippe Bouchaud
SSRN Electronic Journal (2022)
Open Access
Cécilia Aubrun, Michael Benzaquen, Jean‐Philippe Bouchaud
SSRN Electronic Journal (2022)
Open Access
