Citation Analysis

Expected Shortfall LASSO
Sander Barendse
https://arxiv.org/abs/2307.01033
43
Citation mentions
27
Cited references
7
Sections
8,889
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 Adrian, Tobias and Brunnermeier, Markus K 2016 6 4 10.0 0.140 1.000 100%
2 Barendse, Sander (self) 2020 3 2 4.0 0.070 0.737 100%
3 Belloni, Alexandre and Chernozhukov,Victor 2011 3 3 3.5 0.070 0.737 67%
4 Wong, Kam Chung and Li, Zifan and Tewari, Ambuj 2020 3 2 4.0 0.070 0.737 100%
5 BCBS 2016 2 2 3.0 0.047 0.644 100%
6 Artzner, Philippe and Delbaen, Freddy and Eber, Je... 1999 2 2 3.0 0.047 0.644 100%
7 Belloni, Alexandre and Chen, Mingli and Madrid Pad... 2023 2 2 3.0 0.047 0.644 100%
8 Babii, Andrii and Ghysels, Eric and Striaukas, Jon... 2022 2 1 2.0 0.047 0.511 100%
9 Christoffersen, Peter 2011 2 1 4.0 0.047 0.511 100%
10 Andersen, Torben G and Bollerslev, Tim and Christo... 2013 1 1 1.0 0.023 0.406 100%
11 John Y. Campbell and Ludger Hentschel 1992 1 1 1.0 0.023 0.406 100%
12 Medeiros, Marcelo C and Mendes, Eduardo F 2016 1 1 1.0 0.023 0.406 100%
13 Adamek, Robert and Smeekes, Stephan and Wilms, Ine... 2023 1 1 1.0 0.023 0.406 100%
14 Masini, Ricardo P and Medeiros, Marcelo C and Mend... 2022 1 1 1.0 0.023 0.406 100%
15 Wei-Biao Wu and Ying Nian Wu 2016 1 1 1.0 0.023 0.406 100%
16 Uematsu, Yoshimasa and Tanaka, Shinya 2019 1 1 1.0 0.023 0.406 100%
17 Chernozhukov, Victor and Karl Ha 2021 1 1 1.0 0.023 0.406 100%
18 Nardi, Yuval and Rinaldo, Alessandro 2011 1 1 1.0 0.023 0.406 100%
19 Kock, Anders Bredahl and Callot, Laurent 2015 1 1 1.0 0.023 0.406 100%
20 Sumanta Basu and George Michailidis 2015 1 1 1.0 0.023 0.406 100%
21 Hsu, Nan-Jung and Hung, Hung-Lin and Chang, Ya-Mei 2008 1 1 1.0 0.023 0.406 100%
22 Wang, Hansheng and Li, Guodong and Tsai, Chih-Ling 2007 1 1 1.0 0.023 0.406 100%
23 He, Xuming and Tan, Kean Ming and Zhou, Wen-Xin 2023 1 1 1.0 0.023 0.406 100%
24 Bickel, Peter J and Ritov, Ya’acov and Tsybakov, A... 2009 1 1 2.0 0.023 0.406 100%
25 White, Halbert 2001 1 1 0.5 0.023 0.087 0%
26 Yu, Bin 1994 1 1 0.5 0.023 0.087 0%
27 Fuk, D Kh and Nagaev, Sergey V 1971 1 1 0.5 0.023 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.