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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:

Testing for mutually exciting jumps and financial flights in high frequency data
Mardi Dungey, Deniz Erdemlioglu, Marius Matei, et al.
Journal of Econometrics (2017) Vol. 202, Iss. 1, pp. 18-44
Closed Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Testing for self-excitation in jumps
H. Peter Boswijk, Roger J. A. Laeven, Xiye Yang
Journal of Econometrics (2018) Vol. 203, Iss. 2, pp. 256-266
Closed Access | Times Cited: 37
Inner Multifractal Dynamics in the Jumps of Cryptocurrency and Forex Markets
Haider Ali, Muhammad Aftab, Faheem Aslam, et al.
Fractal and Fractional (2024) Vol. 8, Iss. 10, pp. 571-571
Open Access | Times Cited: 3
Testing for jumps and jump intensity path dependence
Valentina Corradi, Mervyn J. Silvapulle, Norman R. Swanson
Journal of Econometrics (2018) Vol. 204, Iss. 2, pp. 248-267
Open Access | Times Cited: 22
Systematic jump risk
Jean Jacod, Huidi Lin, Viktor Todorov
The Annals of Applied Probability (2024) Vol. 34, Iss. 5
Closed Access | Times Cited: 2
Bitcoin spillovers: A high‐frequency cross‐asset analysis
Minhao Leong, Simon Kwok
Financial Review (2024)
Open Access | Times Cited: 2
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Minhao Leong, Simon Kwok
Journal of Empirical Finance (2023) Vol. 74, pp. 101420-101420
Closed Access | Times Cited: 5
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
Shounian Deng, Chen Fei, Weiyin Fei, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 533, pp. 122057-122057
Open Access | Times Cited: 14
Volatility forecasting in European government bond markets
Ali Gencay Özbekler, Alexandros Kontonikas, Athanasios Triantafyllou
International Journal of Forecasting (2021) Vol. 37, Iss. 4, pp. 1691-1709
Open Access | Times Cited: 11
Extreme risk connectedness among global major financial institutions: Links to globalization and emerging market fear
Yin Liao, Zheyao Pan
Pacific-Basin Finance Journal (2022) Vol. 76, pp. 101862-101862
Closed Access | Times Cited: 8
Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors
Artur Semeyutin, Gareth Downing
International Review of Financial Analysis (2022) Vol. 81, pp. 102078-102078
Open Access | Times Cited: 7
Mind your language: Market responses to central bank speeches
Maximilian Ahrens, Deniz Erdemlioglu, Michael McMahon, et al.
Journal of Econometrics (2024), pp. 105921-105921
Open Access | Times Cited: 1
News Arrival, Time-Varying Jump Intensity, and Realized Volatility: Conditional Testing Approach
Deniz Erdemlioglu, Xiye Yang
Journal of Financial Econometrics (2022) Vol. 21, Iss. 5, pp. 1519-1556
Closed Access | Times Cited: 6
Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns
Chuanhai Zhang, Zhengjun Zhang, Mengyu Xu, et al.
Economic Modelling (2022) Vol. 119, pp. 106124-106124
Closed Access | Times Cited: 6
Jumps at ultra-high frequency: Evidence from the Chinese stock market
Chuanhai Zhang, Zhi Liu, Qiang Liu
Pacific-Basin Finance Journal (2020) Vol. 68, pp. 101420-101420
Closed Access | Times Cited: 7
Mind Your Language: Market Responses to Central Bank Speeches
Christopher J. Neely, Xiye Yang, Michael McMahon, et al.
(2023)
Open Access | Times Cited: 2
Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin
Yi Zhang, Long Zhou, Yuxue Li, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101998-101998
Open Access | Times Cited: 2
Heterogeneous investment horizons, risk regimes, and realized jumps
Deniz Erdemlioglu, Nikola Gradojević
International Journal of Finance & Economics (2020) Vol. 26, Iss. 1, pp. 617-643
Closed Access | Times Cited: 5
Examining stress in Asian currencies: A perspective offered by high frequency financial market data
Mardi Dungey, Marius Matei, Sirimon Treepongkaruna
Journal of International Financial Markets Institutions and Money (2020) Vol. 67, pp. 101200-101200
Closed Access | Times Cited: 5
Shot-noise cojumps: Exact simulation and option pricing
Yan Qu, Angelos Dassios, Hongbiao Zhao
Journal of the Operational Research Society (2022) Vol. 74, Iss. 3, pp. 647-665
Open Access | Times Cited: 3
Price jumping mechanism and parameter estimation based on filtered poisson process
Shijia Song, Handong Li
International Journal of Modern Physics C (2022) Vol. 34, Iss. 01
Closed Access | Times Cited: 2
Testing the volatility jumps based on the high frequency data
Guangying Liu, Meiyao Liu, Jin‐Guan Lin
Journal of Time Series Analysis (2021) Vol. 43, Iss. 5, pp. 669-694
Closed Access | Times Cited: 2
Is Bitcoin Exciting? A Study of Bitcoin's Spillover Effects
Minhao Leong, Simon Kwok
(2023)
Closed Access
Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications
Christopher J. Neely, Xiye Yang, Deniz Erdemlioglu
(2023)
Open Access
Bibliography
Marc S. Paolella
Wiley series in probability and statistics (2018), pp. 825-873
Open Access
Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio.
Bryan Lim, Stefan Zohren, Stephen Roberts
arXiv (Cornell University) (2020)
Closed Access
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