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Citation Analysis

Quantiled conditional variance, skewness, and kurtosis by Cornish-Fisher expansion
Ningning Zhang, Ke Zhu
https://arxiv.org/abs/2302.06799
69
Citation mentions
50
Cited references
7
Sections
9,392
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 Bollerslev, T 1986 3 3 5.0 0.043 0.843 100%
2 Lee, Y. S. and Lin, T. K 1992 3 3 5.0 0.043 0.843 100%
3 Harvey, C. R. and Siddique, A 1999 4 2 6.0 0.058 0.811 100%
4 Le\'on, \'A., Rubio, G. and Serna, G 2005 4 2 6.0 0.058 0.811 100%
5 Jondeau, E. and Rockinger, M 2003 3 2 4.0 0.043 0.737 100%
6 Escanciano, J. C 2006 3 2 6.0 0.043 0.737 100%
7 Cornish, E. A. and Fisher, R. A 1938 2 2 3.0 0.029 0.644 100%
8 Engle, R. F. and Ng, V. K 1993 2 2 3.0 0.029 0.644 100%
9 Engle, R. F. and Manganelli, S 2004 4 1 8.0 0.058 0.644 100%
10 Engle, R. F 1982 1 1 1.0 0.014 0.406 100%
11 Francq, C. and Zako\"ian, J. M 2019 1 1 1.0 0.014 0.406 100%
12 Escanciano, J. C 2009 1 1 1.0 0.014 0.406 100%
13 Francq, C. and Thieu, L. Q 2019 1 1 1.0 0.014 0.406 100%
14 Samuelson, P. A 1970 1 1 1.0 0.014 0.406 100%
15 Rubinstein, M. E 1973 1 1 1.0 0.014 0.406 100%
16 Chunhachinda, P., Dandapani, K., Hamid, S. and Pra... 1997 1 1 1.0 0.014 0.406 100%
17 Harvey, C. R. and Siddique, A 2000 1 1 1.0 0.014 0.406 100%
18 Bali, T. G., Mo, H. and Tang, Y 2008 1 1 1.0 0.014 0.406 100%
19 Jondeau, E., Zhang, Q. and Zhu, X (self) 2019 1 1 1.0 0.014 0.406 100%
20 Hansen, B. E 1994 1 1 1.0 0.014 0.406 100%
21 Brooks, C., Burke, S. P., Heravi, S. and Persand, ... 2005 1 1 1.0 0.014 0.406 100%
22 Grigoletto, M. and Lisi, F 2009 1 1 1.0 0.014 0.406 100%
23 Le\'on, \'A. and \=N\'iguez, T. M 2020 1 1 1.0 0.014 0.406 100%
24 Francq, C. and Sucarrat, G 2022 1 1 1.0 0.014 0.406 100%
25 Sucarrat, G. and Gr\onneberg, S 2022 1 1 1.0 0.014 0.406 100%
26 Escanciano, J. C. and Velasco, C 2006 1 1 2.0 0.014 0.406 100%
27 Fan, J. and Yao, Q 2003 1 1 2.0 0.014 0.406 100%
28 Tsay, R. S 2005 1 1 2.0 0.014 0.406 100%
29 Widder, D. V 1946 1 1 2.0 0.014 0.406 100%
30 Andrews, D. W. K 1988 1 1 2.0 0.014 0.406 100%
31 White, H 2001 1 1 2.0 0.014 0.406 100%
32 McNeil, A. J. and Frey, R 2000 1 1 2.0 0.014 0.406 100%
33 Kuester, K., Mittnik, S. and Paolella, M. S 2006 1 1 2.0 0.014 0.406 100%
34 Xiao, Z. and Koenker, R 2009 1 1 2.0 0.014 0.406 100%
35 Koenker, R., Chernozhukov, V., He, X. and Peng, L 2017 1 1 2.0 0.014 0.406 100%
36 Zheng, Y., Zhu, Q., Li, G. and Xiao, Z (self) 2018 1 1 2.0 0.014 0.406 100%
37 Koenker, R. and Bassett, G 1978 1 1 2.0 0.014 0.406 100%
38 Haas, M., Mittnik, S. and Paolella, M. S 2004 1 1 2.0 0.014 0.406 100%
39 Ljung, G. M. and Box, G. E 1978 1 1 2.0 0.014 0.406 100%
40 Gu, S., Kelly, B. and Xiu, D 2020 1 1 2.0 0.014 0.406 100%
41 Glosten, L. R., Jagannathan, R. and Runkle, D. E 1993 1 1 2.0 0.014 0.406 100%
42 Tong, H 1978 1 1 2.0 0.014 0.406 100%
43 Robinson, P. M 1988 1 1 2.0 0.014 0.406 100%
44 Zhu, Z., Zhang, N. and Zhu, K (self) 2023 1 1 2.0 0.014 0.406 100%
45 Li, Q. and Racine, J. S 2008 1 1 2.0 0.014 0.406 100%
46 Zhou, Z. and Wu, W. B 2009 1 1 2.0 0.014 0.406 100%
47 H\"ardle, W. K., Wang, W. and Yu, L 2016 1 1 2.0 0.014 0.406 100%
48 Tobias, A. and Brunnermeier, M. K 2016 1 1 2.0 0.014 0.406 100%
49 Cai, Z 2002 1 1 2.0 0.014 0.406 100%
50 Xu, K. L 2013 1 1 2.0 0.014 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.

Citation intensity data generated from LaTeX source analysis.