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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:

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

Showing 1-25 of 151 citing articles:

Hawkes Processes in Finance
Emmanuel Bacry, Iacopo Mastromatteo, J. F. Muzy
Market Microstructure and Liquidity (2015) Vol. 01, Iss. 01, pp. 1550005-1550005
Open Access | Times Cited: 357
Exact simulation of Hawkes process with exponentially decaying intensity
Angelos Dassios, Hongbiao Zhao
Electronic Communications in Probability (2013) Vol. 18, Iss. none
Open Access | Times Cited: 130
Central Limit Theorem for Nonlinear Hawkes Processes
Lingjiong Zhu
Journal of Applied Probability (2013) Vol. 50, Iss. 3, pp. 760-771
Open Access | Times Cited: 86
Queues Driven by Hawkes Processes
Andrew Daw, Jamol Pender
Stochastic Systems (2018) Vol. 8, Iss. 3, pp. 192-229
Open Access | Times Cited: 65
Growing Critical: Self-Organized Criticality in a Developing Neural System
Yaroslav Felipe Kalle Kossio, Sven Goedeke, Benjamin van den Akker, et al.
Physical Review Letters (2018) Vol. 121, Iss. 5
Open Access | Times Cited: 57
A general framework for time-changed Markov processes and applications
Zhenyu Cui, Justin Kirkby, Duy Nguyen
European Journal of Operational Research (2018) Vol. 273, Iss. 2, pp. 785-800
Closed Access | Times Cited: 53
Nonlinear Hawkes Processes
Lingjiong Zhu
arXiv (Cornell University) (2013)
Open Access | Times Cited: 53
Cumulants of Hawkes point processes
Stojan Jovanović, John Hertz, Stefan Rotter
Physical Review E (2015) Vol. 91, Iss. 4
Open Access | Times Cited: 42
Infinite-server queues with Hawkes input
David Koops, Mayank Saxena, Onno Boxma, et al.
Journal of Applied Probability (2018) Vol. 55, Iss. 3, pp. 920-943
Open Access | Times Cited: 40
Modeling Memory Effects in Activity-Driven Networks
Lorenzo Zino, Alessandro Rizzo, Maurizio Porfiri
SIAM Journal on Applied Dynamical Systems (2018) Vol. 17, Iss. 4, pp. 2830-2854
Open Access | Times Cited: 40
An ephemerally self-exciting point process
Andrew Daw, Jamol Pender
Advances in Applied Probability (2022) Vol. 54, Iss. 2, pp. 340-403
Open Access | Times Cited: 20
Ruin by dynamic contagion claims
Angelos Dassios, Hongbiao Zhao
Insurance Mathematics and Economics (2012) Vol. 51, Iss. 1, pp. 93-106
Open Access | Times Cited: 42
An elementary derivation of moments of Hawkes processes
Lirong Cui, Alan G. Hawkes, He Yi
Advances in Applied Probability (2020) Vol. 52, Iss. 1, pp. 102-137
Open Access | Times Cited: 30
Optimal reinsurance-investment strategy for a dynamic contagion claim model
Jingyi Cao, David Landriault, Bin Li
Insurance Mathematics and Economics (2020) Vol. 93, pp. 206-215
Closed Access | Times Cited: 30
Exact asymptotics of ruin probabilities with linear Hawkes arrivals
Zbigniew Palmowski, Simon Pojer, Stefan Thonhauser
Stochastic Processes and their Applications (2025), pp. 104571-104571
Open Access
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model
Bohan Li, Junyi Guo, Xiaoqing Liang
Methodology And Computing In Applied Probability (2025) Vol. 27, Iss. 1
Open Access
Asymptotic Results for Dynamic Contagion Processes with Different Exciting Functions and Application to Risk Models
Shamiksha Pandey, Dharmaraja Selvamuthu, Paola Tardelli
Journal of Mathematical Analysis and Applications (2025) Vol. 547, Iss. 2, pp. 129392-129392
Open Access
Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks
Claudia Ceci, Alessandra Cretarola
Quantitative Finance (2025), pp. 1-21
Closed Access
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality
Spencer Wheatley, Alexander Wehrli, Didier Sornette
Quantitative Finance (2019) Vol. 19, Iss. 7, pp. 1165-1178
Closed Access | Times Cited: 29
Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices
Jiling Cao, Xinfeng Ruan, Wenjun Zhang
Journal of Futures Markets (2020) Vol. 40, Iss. 6, pp. 945-973
Closed Access | Times Cited: 24
Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling
Ying Jiao, Chunhua Ma, Simone Scotti
SSRN Electronic Journal (2016)
Open Access | Times Cited: 27
Frontiers of Multimedia Research

(2017)
Closed Access | Times Cited: 25
Transform analysis for Hawkes processes with applications in dark pool trading
Xuefeng Gao, Xiang Zhou, Lingjiong Zhu
Quantitative Finance (2017) Vol. 18, Iss. 2, pp. 265-282
Open Access | Times Cited: 25
General Compound Hawkes Processes in Limit Order Books
Anatoliy Swishchuk, Aiden Huffman
Risks (2020) Vol. 8, Iss. 1, pp. 28-28
Open Access | Times Cited: 21
Field master equation theory of the self-excited Hawkes process
Kiyoshi Kanazawa, Didier Sornette
Physical Review Research (2020) Vol. 2, Iss. 3
Open Access | Times Cited: 21
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