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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:

Statistical arbitrage with vine copulas
Johannes Stübinger, Benedikt Mangold, Christopher Krauß
Quantitative Finance (2018) Vol. 18, Iss. 11, pp. 1831-1849
Open Access | Times Cited: 35

Showing 1-25 of 35 citing articles:

Epidemiology of Coronavirus COVID-19: Forecasting the Future Incidence in Different Countries
Johannes Stübinger, Lucas Schneider
Healthcare (2020) Vol. 8, Iss. 2, pp. 99-99
Open Access | Times Cited: 85
Revealing Pairs-trading opportunities with long short-term memory networks
Andrea Flori, Daniele Regoli
European Journal of Operational Research (2021) Vol. 295, Iss. 2, pp. 772-791
Open Access | Times Cited: 37
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
Pairs trading in the German stock market: is there still life in the old dog?
Sascha Wilkens
Financial markets and portfolio management (2025)
Closed Access
A copula-based data augmentation strategy for the sensitivity analysis of extreme operational losses
Amir Khorrami Chokami, Giovanni Rabitti
Quantitative Finance (2025), pp. 1-9
Open Access
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
Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500
Julian Knoll, Johannes Stübinger, Michael Grottke
Quantitative Finance (2018) Vol. 19, Iss. 4, pp. 571-585
Closed Access | Times Cited: 25
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
US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation and Threshold Modelling
Muhammad Asif Khan, Masood Ahmed, József Popp, et al.
Mathematics (2020) Vol. 8, Iss. 11, pp. 2073-2073
Open Access | Times Cited: 18
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
Modeling Asymmetric Dependence Structure of Air Pollution Characteristics: A Vine Copula Approach
Mohd Sabri Ismail, Nurulkamal Masseran, Mohd Almie Alias, et al.
Mathematics (2024) Vol. 12, Iss. 4, pp. 576-576
Open Access | Times Cited: 1
Bayesian classifier with multivariate distribution based on D-vine copula model for awake/drowsiness interpretation during power nap
Bei Wang, Yudong Sun, Tao Zhang, et al.
Biomedical Signal Processing and Control (2019) Vol. 56, pp. 101686-101686
Closed Access | Times Cited: 11
Portfolio management using time-varying vine copula: an application on the G7 equity market indices
Phong Minh Nguyen, Wei‐Han Liu
European Journal of Finance (2022) Vol. 29, Iss. 11, pp. 1303-1329
Closed Access | Times Cited: 5
A study on equity home bias using vine copula approach
Jyoti Garg, Madhusudan Karmakar, Samit Paul
The North American Journal of Economics and Finance (2022) Vol. 64, pp. 101860-101860
Closed Access | Times Cited: 5
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
Are Pair Trading Strategies Profitable During COVID-19 Period?
Muhammad Khalid Sohail, Abdul Raheman, Javid Iqbal, et al.
Journal of Information & Knowledge Management (2022) Vol. 21, Iss. Supp01
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
How to Identify Varying Lead–Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm
Johannes Stübinger, Katharina Adler
Algorithms (2020) Vol. 13, Iss. 4, pp. 95-95
Open Access | Times Cited: 5
In search of pairs using firm fundamentals: is pairs trading profitable?
Sungju Hong, Soosung Hwang
European Journal of Finance (2022) Vol. 29, Iss. 5, pp. 508-526
Closed Access | Times Cited: 3
Finding Moving-Band Statistical Arbitrages Convex-Concave Optimization
Kasper Johansson, Thomas M. Schmelzer, Stephen Boyd
SSRN Electronic Journal (2024)
Closed Access
Bayesian inference for dynamic vine copulas in higher dimensions
Alexander Kreuzer, Claudia Czado
arXiv (Cornell University) (2019)
Closed Access | Times Cited: 3
PAIRS TRADING WITH TOPOLOGICAL DATA ANALYSIS
Sourav Majumdar, Arnab Kumar Laha
International Journal of Theoretical and Applied Finance (2023) Vol. 26, Iss. 08
Closed Access | Times Cited: 1
Efficiency gains in value-at-risk and expected shortfall estimation by using copulas and full maximum likelihood
Brenda Castillo-Brais, Ángel León, Juan Mora
Communications in Statistics - Simulation and Computation (2024), pp. 1-17
Closed Access
Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization
Kasper Johansson, Thomas M. Schmelzer, Stephen Boyd
Research Square (Research Square) (2024)
Open Access
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