A characterisation of cross-impact kernels

Article Properties
Cite
Rosenbaum, Mathieu, and Mehdi Tomas. “A Characterisation of Cross-Impact Kernels”. Frontiers of Mathematical Finance, vol. 1, no. 4, 2022, pp. 491-23, https://doi.org/10.3934/fmf.2022005.
Rosenbaum, M., & Tomas, M. (2022). A characterisation of cross-impact kernels. Frontiers of Mathematical Finance, 1(4), 491-523. https://doi.org/10.3934/fmf.2022005
Rosenbaum, Mathieu, and Mehdi Tomas. “A Characterisation of Cross-Impact Kernels”. Frontiers of Mathematical Finance 1, no. 4 (2022): 491-523. https://doi.org/10.3934/fmf.2022005.
Rosenbaum M, Tomas M. A characterisation of cross-impact kernels. Frontiers of Mathematical Finance. 2022;1(4):491-523.
Citations
Title Journal Journal Categories Citations Publication Date
When is cross impact relevant? Quantitative Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
When Is Cross Impact Relevant? SSRN Electronic Journal 2023
Citations Analysis
Category Category Repetition
Social Sciences: Finance1
Social Sciences: Economic theory. Demography: Economics as a science1
Social Sciences: Statistics1
Science: Mathematics1
Social Sciences: Commerce: Business1
The category Social Sciences: Finance 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled When Is Cross Impact Relevant? and was published in 2023. The most recent citation comes from a 2024 study titled When is cross impact relevant?. This article reached its peak citation in 2024, with 1 citations. It has been cited in 2 different journals. Among related journals, the Quantitative Finance cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year