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Citation Analysis

\textscEfficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models
Timo Dimitriadis, Roxana Halbleib, Jeannine Polivka, Jasper Rennspies, Sina Streicher, Axel Friedrich Wolter
https://arxiv.org/abs/2212.11833
195
Citation mentions
81
Cited references
14
Sections
9,288
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 Liu, Lily Y and Patton, Andrew J and Sheppard, Kev... 2015 7 3 12.0 0.036 1.000 100%
2 Dahlhaus, Rainer and Tunyavetchakit, Sophon 2016 8 5 15.0 0.041 1.000 100%
3 Jacod, Jean and Li, Yingying and Zheng, Xinghua 2017 10 5 13.0 0.051 0.928 80%
4 Fukasawa, Masaaki 2010 5 4 6.5 0.026 0.928 80%
5 Li, Z Merrick and Linton, Oliver 2022 8 4 9.0 0.041 0.909 75%
6 Patton, Andrew J 2011 9 3 12.5 0.046 0.874 67%
7 Barndorff-Nielsen, Ole E and Shephard, Neil 2002 3 3 5.0 0.015 0.843 100%
8 Da, Rui and Xiu, Dacheng 2021 4 3 3.5 0.021 0.843 75%
9 Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... 2011 4 2 4.0 0.021 0.811 100%
10 Oomen, Roel C A 2005 4 2 5.0 0.021 0.811 100%
11 Oomen, Roel C A 2006 25 5 25.5 0.128 0.783 48%
12 Jacod, Jean and Li, Yingying and Zheng, Xinghua 2019 9 4 7.5 0.046 0.763 44%
13 Griffin, Jim E and Oomen, Roel C A 2008 3 3 3.5 0.015 0.737 67%
14 Andersen, Torben G and Bollerslev, Tim 1998 2 2 3.0 0.010 0.644 100%
15 Zhang, Lan and Mykland, Per A and A\"\i 2005 2 2 3.0 0.010 0.644 100%
16 Bollerslev, Tim and Hood, Benjamin and Huss, John ... 2018 2 2 3.0 0.010 0.644 100%
17 Bollerslev, Tim and Li, Sophia Zhengzi and Zhao, B... 2020 2 2 3.0 0.010 0.644 100%
18 Bollerslev, Tim and Medeiros, Marcelo C and Patton... 2022 2 2 3.0 0.010 0.644 100%
19 Bates, David S 2019 2 2 3.0 0.010 0.644 100%
20 Bucci, Andrea 2020 2 2 3.0 0.010 0.644 100%
21 Reisenhofer, Rafael and Bayer, Xandro and Hautsch,... 2022 2 2 3.0 0.010 0.644 100%
22 Alfelt, Gustav and Bodnar, Taras and Javed, Farruk... 2023 2 2 3.0 0.010 0.644 100%
23 Patton, Andrew J and Zhang, Haozhe 2023 2 2 3.0 0.010 0.644 100%
24 Jacod, Jean 2018 2 2 3.0 0.010 0.644 100%
25 Hansen, Peter R and Lunde, Asger 2006 2 2 3.0 0.010 0.644 100%
26 A\"\i 2011 2 2 3.0 0.010 0.644 100%
27 Fukasawa, Masaaki and Rosenbaum, Mathieu 2012 2 2 3.0 0.010 0.644 100%
28 Mathias Vetter and Tobias Zwingmann 2017 2 2 3.0 0.010 0.644 100%
29 Dahlhaus, R. and Neddermeyer, J. 2014 2 2 3.0 0.010 0.644 100%
30 Admati, Anat R and Pfleiderer, Paul 1988 2 2 3.0 0.010 0.644 100%
31 F. Corsi 2009 2 2 3.0 0.010 0.644 100%
32 Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... 2008 2 1 2.0 0.010 0.511 100%
33 A\"\i 2014 2 2 1.5 0.010 0.511 50%
34 Clark, Peter K 1973 2 1 2.0 0.010 0.511 100%
35 Press, S James 1967 2 1 2.0 0.010 0.511 100%
36 Robert, Christian Yann and Rosenbaum, Mathieu 2012 2 2 1.5 0.010 0.511 50%
37 Carr, P. and Wu, L. 2004 2 1 2.0 0.010 0.511 100%
38 Andersen, Torben G and Bollerslev, Tim and Diebold... 2003 2 1 4.0 0.010 0.511 100%
39 Laub, Patrick J and Lee, Young and Taimre, Thomas 2021 2 1 4.0 0.010 0.511 100%
40 Andersen, Torben G and Bollerslev, Tim and Diebold... 2001 1 1 1.0 0.005 0.406 100%
41 Andersen, Torben G and Bollerslev, Tim and Diebold... 2001 1 1 1.0 0.005 0.406 100%
42 Meddahi, N. 2002 1 1 1.0 0.005 0.406 100%
43 Andersen, T G and Dobrev, D. and Schaumburg, E. 2012 1 1 1.0 0.005 0.406 100%
44 Mark Podolskij and Mathias Vetter 2009 1 1 1.0 0.005 0.406 100%
45 Hussain, Syed Mujahid and Ahmad, Nisar and Ahmed, ... 2023 1 1 1.0 0.005 0.406 100%
46 Bandi, Federico M and Russell, Jeffrey R 2008 1 1 1.0 0.005 0.406 100%
47 Torben G. Andersen and Tim Bollerslev and Dobrisla... 2007 1 1 1.0 0.005 0.406 100%
48 Torben G. Andersen and Tim Bollerslev and Per Fred... 2010 1 1 1.0 0.005 0.406 100%
49 Engle, Robert F and Russell, Jeffrey R 2005 1 1 1.0 0.005 0.406 100%
50 Liesenfeld, R. and Nolte, I. and Pohlmeier, W. 2006 1 1 1.0 0.005 0.406 100%
51 Shephard, Neil and Yang, Justin J 2017 1 1 1.0 0.005 0.406 100%
52 Jones, Charles M and Kaul, Gautam and Lipson, Marc... 1994 1 1 1.0 0.005 0.406 100%
53 Ane 2000 1 1 1.0 0.005 0.406 100%
54 Plerou, Vasiliki and Gopikrishnan, Parameswaran an... 2001 1 1 1.0 0.005 0.406 100%
55 Gabaix, Xavier and Gopikrishnan, Parameswaran and ... 2003 1 1 1.0 0.005 0.406 100%
56 Dong, Yingjie and Tse, Yiu-Kuen 2017 1 1 1.0 0.005 0.406 100%
57 Harris, Lawrence 1986 1 1 1.0 0.005 0.406 100%
58 Wood, Robert A and McInish, Thomas H and Ord, J Ke... 1985 1 1 1.0 0.005 0.406 100%
59 Andersen, Torben G and Bollerslev, Tim 1997 1 1 1.0 0.005 0.406 100%
60 Bauwens, L. and Giot, P. 2001 1 1 1.0 0.005 0.406 100%
61 Andersen, Torben Gustav and Davis, Richard A and K... 2009 1 1 2.0 0.005 0.406 100%
62 Itrel Monroe 1978 1 1 2.0 0.005 0.406 100%
63 Robert Liptser and Albert Nikolaevich Shiryayev 2012 1 1 2.0 0.005 0.406 100%
64 Delbaen, Freddy and Schachermayer, Walter 1994 1 1 2.0 0.005 0.406 100%
65 Bauwens, Luc and Hautsch, Nikolaus 2009 1 1 2.0 0.005 0.406 100%
66 Hamilton, James D and Jorda, Oscar 2002 1 1 2.0 0.005 0.406 100%
67 Hawkes, Alan G 1971 1 1 2.0 0.005 0.406 100%
68 Diggle, Peter and Marron, James Stephen 1988 1 1 2.0 0.005 0.406 100%
69 Hawkes, Alan G 2018 1 1 2.0 0.005 0.406 100%
70 Dassios, Angelos and Zhao, Hongbiao 2013 1 1 2.0 0.005 0.406 100%
71 Kalnina, Ilze and Linton, Oliver 2008 1 1 2.0 0.005 0.406 100%
72 Barndorff-Nielsen, Ole E and Hansen, P Reinhard an... 2009 1 1 2.0 0.005 0.406 100%
73 Hoga, Yannick and Dimitriadis, Timo (self) 2023 1 1 2.0 0.005 0.406 100%
74 F. X. Diebold and R. S. Mariano 1995 1 1 2.0 0.005 0.406 100%
75 Politis, Dimitris N and Romano, Joseph P 1994 1 1 2.0 0.005 0.406 100%
76 Patton, A. J. 2011 1 1 2.0 0.005 0.406 100%
77 Jacod, Jean and Li, Yingying and Mykland, Per A an... 2009 1 1 2.0 0.005 0.406 100%
78 Hansen, Peter R and Lunde, Asger and Nason, James ... 2011 1 1 2.0 0.005 0.406 100%
79 Bernardi, Mauro and Catania, Leopoldo 2018 1 1 2.0 0.005 0.406 100%
80 Bré 1981 3 2 1.5 0.015 0.159 0%
81 1 1 0.5 0.005 0.087 0%
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.

Citation intensity data generated from LaTeX source analysis.