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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:

Optimal trading strategies for Lévy-driven Ornstein–Uhlenbeck processes
Susanna Endres, Johannes Stübinger
Applied Economics (2019) Vol. 51, Iss. 29, pp. 3153-3169
Open Access | Times Cited: 29

Showing 1-25 of 29 citing articles:

Power Levy motion. II. Evolution
Iddo Eliazar
Chaos An Interdisciplinary Journal of Nonlinear Science (2025) Vol. 35, Iss. 3
Open Access | Times Cited: 2
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Johannes Stübinger
Quantitative Finance (2018) Vol. 19, Iss. 6, pp. 921-935
Closed Access | Times Cited: 40
Machine Learning in Football Betting: Prediction of Match Results Based on Player Characteristics
Johannes Stübinger, Benedikt Mangold, Julian Knoll
Applied Sciences (2019) Vol. 10, Iss. 1, pp. 46-46
Open Access | Times Cited: 40
Levy Noise Affects Ornstein–Uhlenbeck Memory
Iddo Eliazar
Entropy (2025) Vol. 27, Iss. 2, pp. 157-157
Open Access
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Sylvia Endres, Johannes Stübinger
Quantitative Finance (2019) Vol. 19, Iss. 10, pp. 1727-1740
Closed Access | Times Cited: 21
Machine-Learning-Based Statistical Arbitrage Football Betting
Julian Knoll, Johannes Stübinger
KI - Künstliche Intelligenz (2019) Vol. 34, Iss. 1, pp. 69-80
Closed Access | Times Cited: 13
Parametric Estimation of Diffusion Processes: A Review and Comparative Study
Alejandra López-Pérez, Manuel Febrero–Bande, Wenceslao González‐Manteiga
Mathematics (2021) Vol. 9, Iss. 8, pp. 859-859
Open Access | Times Cited: 8
Beat the Bookmaker – Winning Football Bets with Machine Learning (Best Application Paper)
Johannes Stübinger, Julian Knoll
Lecture notes in computer science (2018), pp. 219-233
Closed Access | Times Cited: 6
Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process
Lan Wu, Xin Zang, Hongxin Zhao
Quantitative Finance (2020) Vol. 20, Iss. 8, pp. 1285-1306
Closed Access | Times Cited: 6
A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES
Alexander Lipton, Marcos López de Prado
International Journal of Theoretical and Applied Finance (2020) Vol. 23, Iss. 08, pp. 2050056-2050056
Closed Access | Times Cited: 6
A Closed-Form Solution for Optimal Mean-Reverting Trading Strategies
Alex Lipton, Marcos López de Prado
SSRN Electronic Journal (2020)
Open Access | Times Cited: 6
Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy
Zdeněk Zmeškal, Dana Dluhošová, Karolina Lisztwanová, et al.
Forecasting (2023) Vol. 5, Iss. 2, pp. 453-471
Open Access | Times Cited: 2
Pairs trading with fractional Ornstein–Uhlenbeck spread model
Yun Xiang, Yonghong Zhao, Shijie Deng
Applied Economics (2022) Vol. 55, Iss. 23, pp. 2607-2623
Closed Access | Times Cited: 4
Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500
Johannes Stübinger, Lucas Schneider
Journal of risk and financial management (2019) Vol. 12, Iss. 2, pp. 51-51
Open Access | Times Cited: 5
Likelihood theory for the graph Ornstein-Uhlenbeck process
Valentin Courgeau, Almut E. D. Veraart
Statistical Inference for Stochastic Processes (2021) Vol. 25, Iss. 2, pp. 227-260
Open Access | Times Cited: 3
Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination
Kevin W. Lu
Statistical Inference for Stochastic Processes (2021) Vol. 25, Iss. 2, pp. 365-396
Closed Access | Times Cited: 3
High-frequency estimation of the Lévy-driven Graph Ornstein-Uhlenbeck process
Valentin Courgeau, Almut E. D. Veraart
Electronic Journal of Statistics (2022) Vol. 16, Iss. 2
Open Access | Times Cited: 2
Pairs trading and asset pricing
Yun Xiang, Jiaxuan He
Pacific-Basin Finance Journal (2022) Vol. 72, pp. 101713-101713
Closed Access | Times Cited: 2
Data Analysis Using a Coupled System of Ornstein–Uhlenbeck Equations Driven by Lévy Processes
Maria C. Mariani, Peter K. Asante, William Kubin, et al.
Axioms (2022) Vol. 11, Iss. 4, pp. 160-160
Open Access | Times Cited: 2
Likelihood theory for the Graph Ornstein-Uhlenbeck process
Valentin Courgeau, Almut E. D. Veraart
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 1
Calibration for multivariate L\'evy-driven Ornstein-Uhlenbeck processes with applications to weak subordination
Kevin W. Lu
arXiv (Cornell University) (2020)
Closed Access | Times Cited: 1
Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces
Simon Becker, Carsten Hartmann, Martin Redmann, et al.
Stochastic Processes and their Applications (2022) Vol. 149, pp. 107-141
Open Access | Times Cited: 1
Bertram’s pairs trading strategy with bounded risk
Vladimír Holý, Michal Černý
Central European Journal of Operations Research (2021) Vol. 30, Iss. 2, pp. 667-682
Closed Access | Times Cited: 1
Pairs Trading with Wavelet Transform
Burak Alparslan Eroğlu, Haluk Yener, Taner M. Yigit
SSRN Electronic Journal (2023)
Closed Access
Pairs trading with wavelet transform
Burak Alparslan Eroğlu, Haluk Yener, Taner M. Yigit
Quantitative Finance (2023) Vol. 23, Iss. 7-8, pp. 1129-1154
Closed Access
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