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Citation Analysis

\redPredictive extreme value regression with high-frequency data and nonstationary covariates
Julien Hambuckers, Li Sun, Luca Trapin
https://arxiv.org/abs/2301.01362
65
Citation mentions
45
Cited references
10
Sections
12,833
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 Lee, Ji Hyung and Shi, Zhentao and Gao, Zhan 2022 4 3 7.0 0.062 0.928 100%
2 Jonathan Brogaard and Allen Carrion and Thibaut Mo... 2018 4 2 5.0 0.062 0.811 100%
3 Massacci, Daniele 2017 3 2 4.0 0.046 0.737 100%
4 Goyenko, Ruslan Y and Holden, Craig W and Trzcinka... 2009 3 2 5.0 0.046 0.737 100%
5 Smith, Richard L 1985 3 2 6.0 0.046 0.737 100%
6 Schwaab, Bernd and Lucas, Andre and Zhang, Xin 2021 2 2 3.0 0.031 0.644 100%
7 Bee, Marco and Dupuis, Debbie J and Trapin, Luca (self) 2019 2 2 3.0 0.031 0.644 100%
8 Chavez-Demoulin, Vale 2016 2 1 2.0 0.031 0.511 100%
9 Coles, Stuart 2001 2 1 4.0 0.031 0.511 100%
10 Lee, Ji Hyung 2016 2 1 4.0 0.031 0.511 100%
11 Tibshirani, Robert 1996 2 1 4.0 0.031 0.511 100%
12 Zou, Hui 2006 2 1 4.0 0.031 0.511 100%
13 Weller, Brian M. 2017 1 1 1.0 0.015 0.406 100%
14 Nieto, Maria Rosa and Ruiz, Esther 2016 1 1 1.0 0.015 0.406 100%
15 Giot, Pierre 2005 1 1 1.0 0.015 0.406 100%
16 Dionne, Georges and Duchesne, Pierre and Pacurar, ... 2009 1 1 1.0 0.015 0.406 100%
17 Chavez-Demoulin, V and Davison, AC 2012 1 1 1.0 0.015 0.406 100%
18 Hendershott, T. and Jones, C. M. and Menkveld, A.J... 2011 1 1 1.0 0.015 0.406 100%
19 Kirilenko, Andrei and Kyle, Albert S and Samadi, M... 2017 1 1 1.0 0.015 0.406 100%
20 Hambuckers, Julien and Groll, Andreas and Kneib, T... (self) 2018 1 1 1.0 0.015 0.406 100%
21 Pickands, James 1975 1 1 2.0 0.015 0.406 100%
22 Balkema, August A and De Haan, Laurens 1974 1 1 2.0 0.015 0.406 100%
23 Chavez-Demoulin, Valerie and Embrechts, Paul and S... 2014 1 1 2.0 0.015 0.406 100%
24 Hosking, Jonathan RM and Wallis, James R 1987 1 1 2.0 0.015 0.406 100%
25 Jansen, Dennis W and De Vries, Casper G 1991 1 1 2.0 0.015 0.406 100%
26 Longin, Fran\cc 1996 1 1 2.0 0.015 0.406 100%
27 Hauksson, Ho 2001 1 1 2.0 0.015 0.406 100%
28 Cont, Rama 2001 1 1 2.0 0.015 0.406 100%
29 Engle, Robert 2001 1 1 2.0 0.015 0.406 100%
30 Phillips, Peter CB and Lee, Ji Hyung 2013 1 1 2.0 0.015 0.406 100%
31 Saikkonen, Pentti 1993 1 1 2.0 0.015 0.406 100%
32 Saikkonen, Pentti 1995 1 1 2.0 0.015 0.406 100%
33 Billingsley, Patrick 2013 1 1 2.0 0.015 0.406 100%
34 Phillips, Peter CB and Durlauf, Steven N 1986 1 1 2.0 0.015 0.406 100%
35 Phillips, Peter CB 1991 1 1 2.0 0.015 0.406 100%
36 James, Gareth and Witten, Daniela and Hastie, Trev... 2013 1 1 2.0 0.015 0.406 100%
37 Medeiros, Marcelo C and Mendes, Eduardo Fonseca 2016 1 1 2.0 0.015 0.406 100%
38 Kock, Anders Bredahl 2016 1 1 2.0 0.015 0.406 100%
39 Tibshirani, Robert and Bien, Jacob and Friedman, J... 2012 1 1 2.0 0.015 0.406 100%
40 Brownlees, Christian T and Gallo, Giampiero M 2006 1 1 2.0 0.015 0.406 100%
41 Barndorff-Nielsen, Ole E and Hansen, P Reinhard an... 2009 1 1 2.0 0.015 0.406 100%
42 Roll, Richard 1984 1 1 2.0 0.015 0.406 100%
43 Grossman, Sanford J and Miller, Merton H 1988 1 1 2.0 0.015 0.406 100%
44 Hasbrouck, Joel and Schwartz, Robert A 1988 1 1 2.0 0.015 0.406 100%
45 Cso 1968 2 1 1.0 0.031 0.110 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.