Citation Analysis

\vskip -1.0cm %Characteristic Function-Based Filtering and Estimation\\ of Option Pricing Models Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation
H. Peter Boswijk, Roger J. A. Laeven, Evgenii Vladimirov
https://arxiv.org/abs/2210.06217

Citation mentions

Cited references

Sections

16,556

Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

#	Reference	Year	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	Bakshi, Gurdip and Kapadia, Nikunj and Madan, Dili...	2003	1	1	2.0	0.111	0.406	100%
2	Andersen, Torben G and Bondarenko, Oleg	2007	1	1	2.0	0.111	0.406	100%
3	Todorov, Viktor	2019	1	1	2.0	0.111	0.406	100%
4	Lo, Andrew W	1988	1	1	2.0	0.111	0.406	100%
5	Piazzesi, Monika	2010	1	1	2.0	0.111	0.406	100%
6	Fisher, Mark and Gilles, Christian	1996	1	1	2.0	0.111	0.406	100%
7	Hamilton, James Douglas	1994	1	1	2.0	0.111	0.406	100%
8	CBOE	2015	1	1	2.0	0.111	0.406	100%
9	Gatheral, Jim and Jacquier, Antoine	2014	1	1	2.0	0.111	0.406	100%

Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.