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Citation Analysis

Network log-ARCH models for forecasting stock market volatility
Raffaele Mattera, Philipp Otto
https://arxiv.org/abs/2303.11064
98
Citation mentions
69
Cited references
5
Sections
6,215
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 Sucarrat, G., Gr\onneberg, S., and Escribano, A 2016 5 3 9.0 0.051 1.000 100%
2 Otto, P., Do\ugan, O., and Ta\csp\inar, S (self) 2022 7 2 10.0 0.071 0.874 100%
3 Zhou, J., Li, D., Pan, R., and Wang, H 2020 5 2 7.0 0.051 0.874 100%
4 Hansen, P. R., Lunde, A., and Nason, J. M 2011 3 3 5.0 0.031 0.843 100%
5 Diebold, F. X. and Mariano, R. S 2002 4 2 8.0 0.041 0.811 100%
6 Geweke, J 1986 2 2 3.0 0.020 0.644 100%
7 Fulle, M. J. and Otto, P (self) 2022 2 2 3.0 0.020 0.644 100%
8 Maharaj, E. A., D'Urso, P., and Caiado, J 2019 2 2 3.0 0.020 0.644 100%
9 Caporin, M. and Paruolo, P 2015 3 1 3.0 0.031 0.585 100%
10 Billio, M., Caporin, M., Frattarolo, L., and Peliz... 2021 3 1 3.0 0.031 0.585 100%
11 Piccolo, D 1990 3 1 6.0 0.031 0.585 100%
12 Mantegna, R. N 1999 2 1 4.0 0.020 0.511 100%
13 Bollerslev, T 1986 1 1 1.0 0.010 0.406 100%
14 Andersen, T. G. and Bollerslev, T 1998 1 1 1.0 0.010 0.406 100%
15 Francq, C. and Zakoian, J.-M 2019 1 1 1.0 0.010 0.406 100%
16 Otto, P., Schmid, W., and Garthoff, R (self) 2018 1 1 1.0 0.010 0.406 100%
17 Otto, P., Schmid, W., and Garthoff, R (self) 2021 1 1 1.0 0.010 0.406 100%
18 Sato, T. and Matsuda, Y 2017 1 1 1.0 0.010 0.406 100%
19 Sato, T. and Matsuda, Y 2021 1 1 1.0 0.010 0.406 100%
20 Otto, P. and Schmid, W (self) 2022 1 1 1.0 0.010 0.406 100%
21 Sahu, S. K. and Bohning, D 2022 1 1 1.0 0.010 0.406 100%
22 Mattera, R (self) 2022 1 1 1.0 0.010 0.406 100%
23 Huang, W., Wang, K., Jay Breidt, F., and Davis, R.... 2011 1 1 1.0 0.010 0.406 100%
24 Cameletti, M., Gomez-Rubio, V., and Blangiardo, M 2019 1 1 1.0 0.010 0.406 100%
25 Piter, A., Otto, P., and Alkhatib, H (self) 2022 1 1 1.0 0.010 0.406 100%
26 Fasso, A., Maranzano, P., and Otto, P (self) 2022 1 1 1.0 0.010 0.406 100%
27 Holly, S., Pesaran, M. H., and Yamagata, T 2010 1 1 1.0 0.010 0.406 100%
28 Baltagi, B. H. and Li, J 2014 1 1 1.0 0.010 0.406 100%
29 Otto, P. and Schmid, W (self) 2018 1 1 1.0 0.010 0.406 100%
30 Pirinsky, C. and Wang, Q 2006 1 1 1.0 0.010 0.406 100%
31 Barker, D. and Loughran, T 2007 1 1 1.0 0.010 0.406 100%
32 Eckel, S., Loffler, G., Maurer, A., and Schmidt, V 2011 1 1 1.0 0.010 0.406 100%
33 Asgharian, H., Hess, W., and Liu, L 2013 1 1 1.0 0.010 0.406 100%
34 Fernandez-Aviles, G., Montero, J.-M., and Orlov, A... 2012 1 1 1.0 0.010 0.406 100%
35 Diebold, F. X. and Y\ilmaz, K 2014 1 1 1.0 0.010 0.406 100%
36 Demiris, N., Kypraios, T., and Smith, L. V 2014 1 1 1.0 0.010 0.406 100%
37 Barigozzi, M. and Hallin, M 2017 1 1 1.0 0.010 0.406 100%
38 Vinciotti, V., Tosetti, E., Moscone, F., and Lycet... 2019 1 1 1.0 0.010 0.406 100%
39 Betancourt, B., Rodr\'\iguez, A., and Boyd, N 2020 1 1 1.0 0.010 0.406 100%
40 Liu, S., Caporin, M., and Paterlini, S 2021 1 1 1.0 0.010 0.406 100%
41 Zhou, Y., Chen, Z., and Liu, Z 2023 1 1 1.0 0.010 0.406 100%
42 Wu, J., Xu, K., Chen, X., Li, S., and Zhao, J 2022 1 1 1.0 0.010 0.406 100%
43 Huang, D., Hu, W., Jing, B., and Zhang, B 2023 1 1 1.0 0.010 0.406 100%
44 Bauwens, L. and Sucarrat, G 2010 1 1 2.0 0.010 0.406 100%
45 Sucarrat, G. and Escribano, A 2012 1 1 2.0 0.010 0.406 100%
46 Duan, N 1983 1 1 2.0 0.010 0.406 100%
47 Francq, C. and Sucarrat, G 2018 1 1 2.0 0.010 0.406 100%
48 Francq, C. and Sucarrat, G 2017 1 1 2.0 0.010 0.406 100%
49 Donaldson, R. G. and Kamstra, M 1997 1 1 2.0 0.010 0.406 100%
50 Kristjanpoller, W. and Minutolo, M. C 2015 1 1 2.0 0.010 0.406 100%
51 Lee, L.-f 2007 1 1 2.0 0.010 0.406 100%
52 Lee, L.-f. L. and Yu, J 2014 1 1 2.0 0.010 0.406 100%
53 Tumminello, M., Lillo, F., and Mantegna, R. N 2010 1 1 2.0 0.010 0.406 100%
54 D’Urso, P. and Maharaj, E. A 2009 1 1 2.0 0.010 0.406 100%
55 Caiado, J., Crato, N., and Pena, D 2006 1 1 2.0 0.010 0.406 100%
56 Caiado, J., Crato, N., and Poncela, P 2020 1 1 2.0 0.010 0.406 100%
57 Lahmiri, S 2016 1 1 2.0 0.010 0.406 100%
58 Cerqueti, R. and Mattera, R (self) 2023 1 1 2.0 0.010 0.406 100%
59 Otranto, E 2008 1 1 2.0 0.010 0.406 100%
60 D'Urso, P., De Giovanni, L., and Massari, R 2016 1 1 2.0 0.010 0.406 100%
61 Gallo, G. M., Lacava, D., and Otranto, E 2021 1 1 2.0 0.010 0.406 100%
62 Cerqueti, R., Giacalone, M., and Mattera, R (self) 2021 1 1 2.0 0.010 0.406 100%
63 Cerqueti, R., D’Urso, P., De Giovanni, L., Giacalo... (self) 2022 1 1 2.0 0.010 0.406 100%
64 Proietti, T. and Giovannelli, A 2021 1 1 2.0 0.010 0.406 100%
65 Tollenaar, N. and van der Heijden, P. G 2013 1 1 2.0 0.010 0.406 100%
66 Deb, S. and Deb, S 2022 1 1 2.0 0.010 0.406 100%
67 Di Narzo, A. and Cocchi, D 2010 1 1 2.0 0.010 0.406 100%
68 Becker, R. and Clements, A. E 2008 1 1 2.0 0.010 0.406 100%
69 Timmermann, A 2006 1 1 2.0 0.010 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.