Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T13:32:01.200930Z
Paper Citation Record · LEDGER
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
As of 16 August 2026, this Paper Citation Record lists 43 of 43 outbound references and 0 inbound Pith citation observations for arXiv:1908.05089.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
43 of 43 outbound references displayed
- verified exact1
- verified fuzzy11
- unresolved31
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 17d1614b-fa93-4f76-9f20-1f0f28e6ab3b · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 1
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.643600Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation fc79cf4e-30f2-472c-ac09-4dc71c3c6b76 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 2
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.633608Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 51b24e65-0e28-4984-b874-173af9ef3f13 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 3
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.623894Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 18ba2ab1-eacd-49e9-9ff3-4ff1a376abd2 · outbound
This paper cites A., and Zhang, L.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data A., and Zhang, L
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.614379Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 46e4f504-9f76-4fca-be5f-969be9ab90ff · outbound
This paper cites A., and Zhang, L.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data A., and Zhang, L
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.604861Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 734124b6-1474-4cfc-ad98-dbfed9f94584 · outbound
This paper cites G., Bollerslev, T., Diebold, F.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data G., Bollerslev, T., Diebold, F
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.595592Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation cd88ebd9-2b6a-49e2-b854-16830c8ba309 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 7
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.585294Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c938d6d2-83cf-4a92-9ee1-29387cc713c9 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 8
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.576144Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 8b7acfb3-8c24-4cc5-a9c9-249b4f9a4bf2 · outbound
This paper cites and Muzy, J.-F.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data and Muzy, J.-F
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.566679Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c2b5aaa2-3bca-4676-b93b-1a7a0f2c4bba · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 10
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.556781Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation eee1b6e3-76f8-4afb-a092-cc1206e50a69 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 11
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.547560Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 8b0cb97b-14ec-4c27-a076-cdfe3996db5e · outbound
This paper cites and Hautsch, N.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data and Hautsch, N
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.538423Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7d976d26-97a5-498a-97ed-5566b3d8373f · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 13
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.528811Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a486bedb-eb2b-4782-b944-d87e6dd3733a · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 14
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.519764Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 3ba8204c-bfb0-4ced-94d7-669aac96bbbf · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 15
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.510167Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 94f89a4a-c720-43fb-b787-2dc8589d9a0a · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 16
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.500541Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 4b5c5ae9-72d9-4455-ae46-ac67abc5cd02 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 17
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.491178Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1aa975a8-11d6-4792-a630-3e95e392fb16 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 18
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.481769Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 9825e5a9-deba-4e94-9b22-50c5b655dc9f · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 19
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.472389Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 236123e8-8b61-4601-b0ef-b5076ed7b28b · outbound
This paper cites and Zaatour, R.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data and Zaatour, R
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.462712Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 85b52a72-c1a4-4e55-90fe-266aa429c04e · outbound
This paper cites and Zaatour, R.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data and Zaatour, R
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.452846Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 80c8d030-a1d4-46cb-a031-e0b8676242b7 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 22
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.443480Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7c93ca92-e876-4584-9998-bc87e7206927 · outbound
This paper cites and Zhao, H.
Reference 23
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.434064Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 3e9d945e-015a-4ec4-ac8d-c43ae9cec510 · outbound
This paper cites The microstructural foundations of leverage effect and rough volatility.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data The microstructural foundations of leverage effect and rough volatility
Reference 24
- Resolution
- verified exact
- local_arxiv, observed 2026-08-14T13:32:01.233244Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 22ccf52d-afb4-4b4c-8520-68875042ee1d · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 25
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.424574Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 312beea2-4b2c-4b8d-ac71-78b1f2de927b · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 26
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.414971Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 74abb271-f326-4ba3-8076-da388dcf2389 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 27
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.405343Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 09b187e3-a578-4cde-b9f8-e460e8e30f42 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 28
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.395988Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 15b191eb-ee50-4e85-9b55-9a7568844591 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 29
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.386031Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 6efc8427-3852-4b74-924f-be43f36a27ab · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 30
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.374702Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation d07fc0ce-369e-4c12-b56f-971066dae770 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 31
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.365336Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 512950fa-e7db-486d-ba05-dcfad2234e18 · outbound
This paper cites and Toomet, O.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data and Toomet, O
Reference 32
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.355553Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 02ff0735-f4cd-4231-8be8-7c528245a975 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 33
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.345989Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 0258f38a-dc3c-4e64-bf2e-f5212bf15f6e · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 34
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.336184Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1e403b4a-1a65-46d5-b527-fe0df947aef2 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 35
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.326231Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b6cecef0-8a9d-42af-9777-8a934a1ed0f4 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 36
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.316427Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 990fbc51-ca3f-449b-9a27-a4570f16133f · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 37
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.306117Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 668c8c8e-5bab-489e-baf7-983eb043b0e4 · outbound
This paper cites and Fukushima, M.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data and Fukushima, M
Reference 38
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.295891Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 57ce1c92-4aff-448c-93cd-65108f952add · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 39
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.285411Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation d8a41324-9bee-41c7-a606-53ac5ae4c22c · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 40
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.274855Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 0083a917-933e-4871-807e-fcaf908b1ed9 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 41
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.264676Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 503c8d1b-283d-4dda-a1ca-4a9046260ff3 · outbound
This paper cites A., and A \" t-Sahalia, Y.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data A., and A \" t-Sahalia, Y
Reference 42
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T13:32:01.254320Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation d6d56eaa-54d7-47ac-afb2-4ee952337718 · outbound
This paper cites an unresolved cited work.
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data Unresolved cited work
Reference 43
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T13:32:01.243785Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Pith citing papers
No inbound Pith citation observations are available.