Alexander Wehrli : Citation Profile

Schweizerische Nationalbank (SNB)

2

H index

0

i10 index

7

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 1
   Journals where Alexander Wehrli has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe465
   Updated: 2025-04-05    RAS profile: 2024-12-03    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Wehrli.

Is cited by:

Cites to:

Phillips, Peter (2)

Main data

Production by document typepaperarticle20182019202020212022202320240123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201820192020202120222023202402.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2021202220232024202501234Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2019202020212022202320240246Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 2Most cited documents12340246Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040123h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Alexander Wehrli has published?

Journals with more than one article published# docs
Quantitative Finance3

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5

Recent works citing Alexander Wehrli (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Self-exciting negative binomial distribution process and critical properties of intensity distribution. (2024). Kurebayashi, Wataru ; Hisakado, Masato ; Mori, Shintaro ; Sakuraba, Kotaro. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:21:y:2024:i:2:d:10.1007_s40844-023-00261-z.

Full description at Econpapers || Download paper

Works by Alexander Wehrli:

Year  ↓Title  ↓Type  ↓Cited  ↓
2024Semiparametric inference for impulse response functions using double/debiased machine learning In: Papers.
[Full Text][Citation analysis]		paper0
2018The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2019The endo–exo problem in high frequency financial price fluctuations and rejecting criticality.(2019) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2020Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2021Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes.(2021) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2020Classification of flash crashes using the Hawkes(p,q) framework In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2022Classification of flash crashes using the Hawkes(p,q) framework.(2022) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2021Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2022On the Directional Destabilizing Feedback Effects of Option Hedging In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1

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