2
H index
0
i10 index
11
Citations
Alexander Wehrli : Citation Profile
Schweizerische Nationalbank (SNB) | RESEARCH PRODUCTION: 3 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2018 - 2025). 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:
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Main data
Where Alexander Wehrli has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 5 |
Recent works citing Alexander Wehrli (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | The Self-Organized Criticality Paradigm in Economics & Finance. (2024). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2407.10284. Full description at Econpapers || Download paper |
| 2025 | Double Machine Learning for Causal Inference under Shared-State Interference. (2025). Raghavan, Manish ; Hays, Chris. In: Papers. RePEc:arx:papers:2504.08836. Full description at Econpapers || Download paper |
| 2024 | Exogenous and endogenous factors affecting stock market transactions: A Hawkes process analysis of the Tokyo Stock Exchange during the COVID-19 pandemic. (2024). Ito, Mariko I ; Honma, Yudai ; Aihara, Kazuyuki ; Watanabe, Tsutomu ; Ohnishi, Takaaki. In: PLOS ONE. RePEc:plo:pone00:0301462. Full description at Econpapers || Download paper |
| 2024 | Self-exciting negative binomial distribution process and critical properties of intensity distribution. (2024). Sakuraba, Kotaro ; Kurebayashi, Wataru ; Hisakado, Masato ; Mori, Shintaro. 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 |
| 2025 | Expectations of Linear and Nonlinear Hawkes Processes Using a Field-Theoretical Approach. (2025). Cui, Lirong ; Sornette, Didier. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:30:y:2025:i:1:d:10.1007_s13253-024-00644-8. Full description at Econpapers || Download paper |
| 2025 | Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics. (2025). Lee, Kyungsub. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:2:d:10.1007_s11009-025-10159-5. Full description at Econpapers || Download paper |
Works by Alexander Wehrli:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2025 | Semiparametric inference for impulse response functions using double/debiased machine learning In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2019 | The 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: 5 | article | |
| 2020 | Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Scale-, 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: 3 | article | |
| 2020 | Classification of flash crashes using the Hawkes(p,q) framework In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Classification of flash crashes using the Hawkes(p,q) framework.(2022) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Excess 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] | paper | 0 |
| 2022 | On the Directional Destabilizing Feedback Effects of Option Hedging In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team