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Citation Analysis

\textbfQuantile Time Series Regression Models Revisited
Christis Katsouris
https://arxiv.org/abs/2308.06617
270
Citation mentions
152
Cited references
7
Sections
14,128
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 Escanciano, Juan Carlos and Velasco, Carlos 2010 8 5 15.0 0.030 1.000 100%
2 Lee, Ji Hyung 2016 10 5 19.0 0.037 1.000 100%
3 Portnoy, Stephen 2012 10 3 19.0 0.037 1.000 100%
4 Xiao, Zhijie 2009 4 4 7.0 0.015 0.928 100%
5 Katsouris, Christis (self) 2023 4 4 7.0 0.015 0.928 100%
6 He, Xuming and Pan, Xiaoou and Tan, Kean Ming and ... 2021 4 3 8.0 0.015 0.928 100%
7 Tobias, Adrian and Brunnermeier, Markus K 2016 5 2 10.0 0.019 0.874 100%
8 Katsouris, Christis (self) 2021 3 3 5.0 0.011 0.843 100%
9 Qu, Zhongjun 2008 3 3 5.0 0.011 0.843 100%
10 Firpo, Sergio and Galvao, Antonio F and Pinto, Cri... 2022 4 2 8.0 0.015 0.811 100%
11 Katsouris, Christis (self) 2022 3 2 6.0 0.011 0.737 100%
12 Patton, Andrew J and Ziegel, Johanna F and Chen, R... 2019 3 2 6.0 0.011 0.737 100%
13 Escanciano, J Carlos and Olmo, Jose 2010 3 2 6.0 0.011 0.737 100%
14 Angrist, Joshua and Chernozhukov, Victor and Ferna 2006 3 2 6.0 0.011 0.737 100%
15 Ren, Xiaohang and Lu, Zudi 2020 4 3 5.0 0.015 0.737 50%
16 Pollard, David 1991 3 2 6.0 0.011 0.737 100%
17 Kostakis, Alexandros and Magdalinos, Tassos and St... 2015 3 2 6.0 0.011 0.737 100%
18 Horvath, Peter and Li, Jia and Liao, Zhipeng and P... 2022 3 2 6.0 0.011 0.737 100%
19 Wang, Qiying and Phillips, Peter CB 2012 3 2 6.0 0.011 0.737 100%
20 Galvao, Antonio F and Kato, Kengo and Montes-Rojas... 2014 6 1 12.0 0.022 0.693 100%
21 Duffy, James A and Kasparis, Ioannis 2021 7 1 14.0 0.026 0.693 100%
22 Mao, Mingzhi and Guo, Wanli 2019 2 2 3.0 0.007 0.644 100%
23 Katsouris, Christis (self) 2023 2 2 3.0 0.007 0.644 100%
24 Koenker, Roger and Bassett Jr, Gilbert 1978 2 2 3.0 0.007 0.644 100%
25 Victor Chernozhukov 2005 2 2 3.0 0.007 0.644 100%
26 Daouia, Abdelaati and Gijbels, Irene and Stupfler,... 2022 2 2 3.0 0.007 0.644 100%
27 Phillips, Peter CB and Magdalinos, Tassos 2007 2 2 3.0 0.007 0.644 100%
28 Fissler, Tobias and Ziegel, Johanna F 2016 2 2 4.0 0.007 0.644 100%
29 Knight, Keith 1998 2 2 4.0 0.007 0.644 100%
30 Galvao, Antonio F 2009 2 2 4.0 0.007 0.644 100%
31 Phillips, Peter CB and Hansen, Bruce E 1990 2 2 4.0 0.007 0.644 100%
32 Magdalinos, Tassos and Phillips, Peter CB 2009 2 2 4.0 0.007 0.644 100%
33 Lee, Ji Hyung and Shin, Youngki 2023 4 1 8.0 0.015 0.644 100%
34 Duffie, Darrell and Eckner, Andreas and Horel, Gui... 2009 3 1 3.0 0.011 0.585 100%
35 de Castro, Luciano and Costa, Bruno N and Galvao, ... 2023 3 1 6.0 0.011 0.585 100%
36 Cai, Zongwu and Wang, Xian 2008 3 1 6.0 0.011 0.585 100%
37 Kato, Kengo 2009 3 1 6.0 0.011 0.585 100%
38 White, Halbert and Kim, Tae-Hwan and Manganelli, S... 2015 2 1 4.0 0.007 0.511 100%
39 Komlo 1975 2 2 2.5 0.007 0.511 50%
40 He, Xuming and Shao, Qi-Man 1996 2 1 4.0 0.007 0.511 100%
41 Linton, Oliver and Mammen, Enno 2005 2 2 2.5 0.007 0.511 50%
42 Uematsu, Yoshimasa 2019 2 1 4.0 0.007 0.511 100%
43 Liu, Xiaohui and Long, Wei and Peng, Liang and Yan... 2023 2 1 4.0 0.007 0.511 100%
44 Liu, Xiaohui and Yang, Bingduo and Cai, Zongwu and... 2019 2 1 4.0 0.007 0.511 100%
45 Magdalinos, Tassos and Petrova, Katerina 2022 2 1 4.0 0.007 0.511 100%
46 Cho, Jin Seo and Kim, Tae-hwan and Shin, Yongcheol 2015 2 1 4.0 0.007 0.511 100%
47 Escanciano, Juan-Carlos and Escribano, Alvaro 2009 2 1 4.0 0.007 0.511 100%
48 Billio, Monica and Getmansky, Mila and Lo, Andrew ... 2012 1 1 1.0 0.004 0.406 100%
49 Diebold, Francis X and Yilmaz, Kamil 2012 1 1 1.0 0.004 0.406 100%
50 Diebold, Francis X and Y\i 2014 1 1 1.0 0.004 0.406 100%
51 He, Yi and Hou, Yanxi and Peng, Liang and Shen, Ha... 2020 1 1 1.0 0.004 0.406 100%
52 Koenker, Roger and Xiao, Zhijie 2002 1 1 1.0 0.004 0.406 100%
53 Huber, Peter J 1996 1 1 1.0 0.004 0.406 100%
54 Sen, Pranab Kumar 1982 1 1 1.0 0.004 0.406 100%
55 Sen, Pranab Kumar 1986 1 1 1.0 0.004 0.406 100%
56 Sen, Pranab Kumar and Saleh, AKM Ehsanes 1987 1 1 1.0 0.004 0.406 100%
57 El Bantli, Faouzi and Hallin, Marc 2001 1 1 1.0 0.004 0.406 100%
58 Xiao, Zhijie 2012 1 1 1.0 0.004 0.406 100%
59 Gao, Fuqing and Zhao, Xingqiu 2011 1 1 2.0 0.004 0.406 100%
60 Knight, Keith 1991 1 1 2.0 0.004 0.406 100%
61 Fissler, Tobias and Ziegel, Johanna F 2021 1 1 2.0 0.004 0.406 100%
62 Fissler, Tobias and Hoga, Yannick 2023 1 1 2.0 0.004 0.406 100%
63 Lin, Weidong and Olmo, Jose and Taamouti, Abderrah... 2023 1 1 2.0 0.004 0.406 100%
64 Corradi, Valentina and Fosten, Jack and Gutknecht,... 2023 1 1 2.0 0.004 0.406 100%
65 Koenker, Roger and Portnoy, Stephen 1987 1 1 2.0 0.004 0.406 100%
66 Acharya, Viral and Engle, Robert and Richardson, M... 2012 1 1 2.0 0.004 0.406 100%
67 Acemoglu, Daron and Ozdaglar, Asuman and Tahbaz-Sa... 2015 1 1 2.0 0.004 0.406 100%
68 Blasques, Francisco and Koopman, Siem Jan and Luca... 2016 1 1 2.0 0.004 0.406 100%
69 Hardle, Wolfgang Karl and Wang, Weining and Yu, Li... 2016 1 1 2.0 0.004 0.406 100%
70 Chen, Cathy Yi-Hsuan and Ha 2019 1 1 2.0 0.004 0.406 100%
71 Martins-Filho, Carlos and Yao, Feng and Torero, Ma... 2018 1 1 2.0 0.004 0.406 100%
72 Xu, Ke-Li 2016 1 1 2.0 0.004 0.406 100%
73 Escanciano, J Carlos and Olmo, Jose 2011 1 1 2.0 0.004 0.406 100%
74 Randles, Ronald H 1982 1 1 2.0 0.004 0.406 100%
75 Knight, Keith 2001 1 1 2.0 0.004 0.406 100%
76 Knight, Keith 2008 1 1 2.0 0.004 0.406 100%
77 Bhattacharya, Jayeeta 2020 1 1 2.0 0.004 0.406 100%
78 Chernozhukov, Victor and Hansen, Christian and Jan... 2009 1 1 2.0 0.004 0.406 100%
79 Ota, Hirofumi and Kato, Kengo and Hara, Satoshi 2019 1 1 2.0 0.004 0.406 100%
80 Qu, Zhongjun and Yoon, Jungmo 2015 1 1 2.0 0.004 0.406 100%
81 Xu, Ke-Li 2013 1 1 2.0 0.004 0.406 100%
82 Wu, Wei Biao 2005 1 1 2.0 0.004 0.406 100%
83 Galvao, Antonio F and Gu, Jiaying and Volgushev, S... 2020 1 1 2.0 0.004 0.406 100%
84 Xiao, Zhijie 2012 1 1 2.0 0.004 0.406 100%
85 Hahn, Jinyong 1995 1 1 2.0 0.004 0.406 100%
86 Hagemann, Andreas 2017 1 1 2.0 0.004 0.406 100%
87 Galvao, Antonio F and Yoon, Jungmo 2021 1 1 2.0 0.004 0.406 100%
88 Galvao, Antonio F and Parker, Thomas and Xiao, Zhi... 2023 1 1 2.0 0.004 0.406 100%
89 Portnoy, Stephen 1991 1 1 2.0 0.004 0.406 100%
90 Girard, Ste 2021 1 1 2.0 0.004 0.406 100%
91 Caner, Mehmet and Hansen, Bruce E 2001 1 1 2.0 0.004 0.406 100%
92 Yu, Keming and Jones, MC1614628 1998 1 1 2.0 0.004 0.406 100%
93 Hallin, Marc and Lu, Zudi and Yu, Keming 2009 1 1 2.0 0.004 0.406 100%
94 Yu 2017 1 1 2.0 0.004 0.406 100%
95 Nkurunziza, Se 2012 1 1 2.0 0.004 0.406 100%
96 Chen, Fuqi and Nkurunziza, Se 2016 1 1 2.0 0.004 0.406 100%
97 Nkurunziza, Severien 2021 1 1 2.0 0.004 0.406 100%
98 Koenker, Roger and Xiao, Zhijie 2004 1 1 2.0 0.004 0.406 100%
99 Koenker, Roger and Xiao, Zhijie 2006 1 1 2.0 0.004 0.406 100%
100 Koenker, Roger and Chernozhukov, Victor and He, Xu... 2017 1 1 2.0 0.004 0.406 100%
101 Hasan, Mohammad N and Koenker, Roger W 1997 1 1 2.0 0.004 0.406 100%
102 Kasparis, Ioannis and Andreou, Elena and Phillips,... 2015 1 1 2.0 0.004 0.406 100%
103 Maynard, Alex and Shimotsu, Katsumi and Kuriyama, ... 2023 1 1 2.0 0.004 0.406 100%
104 Fan, Rui and Lee, Ji Hyung 2019 1 1 2.0 0.004 0.406 100%
105 Cai, Zongwu and Chen, Haiqiang and Liao, Xiaosai 2022 1 1 2.0 0.004 0.406 100%
106 Liu, Xiaohui and Peng, Liang 2019 1 1 2.0 0.004 0.406 100%
107 Wang, Qijun and Liu, Xiaohui and Fan, Yawen and Pe... 2022 1 1 2.0 0.004 0.406 100%
108 Yang, Bingduo and Liu, Xiaohui and Long, Wei and P... 2023 1 1 2.0 0.004 0.406 100%
109 Zhu, Fukang and Cai, Zongwu and Peng, Liang 2014 1 1 2.0 0.004 0.406 100%
110 Liu, Xiaohui and Liu, Yuzi and Lu, Fucai 2019 1 1 2.0 0.004 0.406 100%
111 Yang, Bingduo and Liu, Xiaohui and Peng, Liang and... 2021 1 1 2.0 0.004 0.406 100%
112 Chen, Willa W and Deo, Rohit S and Yi, Yanping 2013 1 1 2.0 0.004 0.406 100%
113 Chen, Willa W and Deo, Rohit S 2009 1 1 2.0 0.004 0.406 100%
114 Chen, Willa W and Deo, Rohit S 2009 1 1 2.0 0.004 0.406 100%
115 Chen, Willa W and Deo, Rohit S 2012 1 1 2.0 0.004 0.406 100%
116 Zhao, Quanshui 2000 1 1 2.0 0.004 0.406 100%
117 Xu, Ke-Li and Guo, Junjie 2022 1 1 2.0 0.004 0.406 100%
118 1 1 2.0 0.004 0.406 100%
119 1 1 2.0 0.004 0.406 100%
120 Billingsley, Patrick 1968 1 1 2.0 0.004 0.406 100%
121 Knight, Keith 1989 1 1 2.0 0.004 0.406 100%
122 Aue, Alexander and Cheung, Rex CY and Lee, Thomas ... 2017 1 1 2.0 0.004 0.406 100%
123 Fan, Lin and Glynn, Peter and Pelger, Markus 2023 1 1 2.0 0.004 0.406 100%
124 Hoga, Yannick and Demetrescu, Matei 2023 1 1 2.0 0.004 0.406 100%
125 Stinchcombe, Maxwell B and White, Halbert 1998 1 1 2.0 0.004 0.406 100%
126 Belloni, Alexandre and Chernozhukov, Victor 2011 1 1 2.0 0.004 0.406 100%
127 Belloni, Alexandre and Chen, Mingli and Madrid Pad... 2023 1 1 2.0 0.004 0.406 100%
128 He, Xuming and Wang, Lan and Hong, Hyokyoung Grace 2013 1 1 2.0 0.004 0.406 100%
129 Carlier, Guillaume and Chernozhukov, Victor and Ga... 2016 1 1 2.0 0.004 0.406 100%
130 Zhang, Tao and Kato, Kengo and Ruppert, David 2023 1 1 2.0 0.004 0.406 100%
131 Felix, Manon and La Vecchia, Davide and Liu, Hang ... 2023 1 1 2.0 0.004 0.406 100%
132 Delgado, Miguel A and Velasco, Carlos 2010 1 1 2.0 0.004 0.406 100%
133 Newey, Whitney K 2004 1 1 2.0 0.004 0.406 100%
134 Wang, Chuan-Sheng and Zhao, Zhibiao 2016 1 1 2.0 0.004 0.406 100%
135 Kim, Tae-Hwan and White, Halbert 2003 1 1 2.0 0.004 0.406 100%
136 Tu, Yundong and Liang, Han-Ying and Wang, Qiying 2022 1 1 2.0 0.004 0.406 100%
137 Kasparis, Ioannis and Phillips, Peter CB 2012 1 1 2.0 0.004 0.406 100%
138 Gao, Jiti and King, Maxwell and Lu, Zudi and Tj\o 2009 1 1 2.0 0.004 0.406 100%
139 Lu, Zudi and Linton, Oliver 2007 5 3 2.5 0.019 0.215 0%
140 Qiu, Jin and Lin, Zhengyan 2004 4 2 2.0 0.015 0.175 0%
141 Davidson, James 1992 3 2 1.5 0.011 0.159 0%
142 Chernozhukov, Victor and Chetverikov, Denis and Ka... 2014 2 1 1.0 0.007 0.110 0%
143 Davidson, James 2002 2 1 1.0 0.007 0.110 0%
144 Berkes, Istva 2011 1 1 0.5 0.004 0.087 0%
145 Katsouris, Christis and Zudi, Lu and Zheng, Chao (self) 2023 1 1 0.5 0.004 0.087 0%
146 Schennach, Susanne M 2018 1 1 0.5 0.004 0.087 0%
147 Qiu, Jin and Lin, Zhengyan 2006 1 1 0.5 0.004 0.087 0%
148 De Jong, Robert M 1997 1 1 0.5 0.004 0.087 0%
149 Kuan, Chung-Ming and White, Halbert 1994 1 1 0.5 0.004 0.087 0%
150 Phillips, Peter C.B. 1987 1 1 0.5 0.004 0.087 0%
151 Phillips, Peter C.B. 1988 1 1 0.5 0.004 0.087 0%
152 Phillips, Peter C.B. 1987 1 1 0.5 0.004 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.