Citation Analysis – Closed-form approximations of moments and densities of continuous--time Markov models

Closed-form approximations of moments and densities of continuous--time Markov models
Dennis Kristensen, Young Jun Lee, Antonio Mele
https://arxiv.org/abs/2308.09009

Citation mentions

Cited references

Sections

3,912

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	Hansen, L. P. and J. A. Scheinkman	1995	6	4	9.5	0.063	0.941	83%
2	Kristensen, D. and A. Mele (self)	2011	28	7	30.0	0.295	0.879	68%
3	Yang, N., N. Chen, and X. Wan	2019	12	6	12.5	0.126	0.874	67%
4	Wan, X. and N. Yang	2021	22	10	26.5	0.232	0.860	64%
5	Andersen, T. G., L. Benzoni, and J. Lund	2002	3	2	6.0	0.032	0.737	100%
6	Davies, E. B	2007	2	1	4.0	0.021	0.511	100%
7	Bj\"ork, T	2009	1	1	1.0	0.011	0.406	100%
8	Ames, W	1992	1	1	1.0	0.011	0.406	100%
9	Ethier, S. N. and T. G. Kurtz	1986	1	1	2.0	0.011	0.406	100%
10	A\"it-Sahalia, Y., L. P. Hansen, and J. A. Scheink...	2010	1	1	2.0	0.011	0.406	100%
11	Schaumburg, E	2004	1	1	2.0	0.011	0.406	100%
12	Meyn, S. P. and R. L. Tweedie	1993	1	1	2.0	0.011	0.406	100%
13	Hansen, L. P., J. A. Scheinkman, and N. Touzi	1998	1	1	2.0	0.011	0.406	100%
14	Cont, R. and P. Tankov		1	1	2.0	0.011	0.406	100%
15	Lunardi, A	1995	1	1	2.0	0.011	0.406	100%
16	Merton, R. C	1976	1	1	2.0	0.011	0.406	100%
17	Giesecke, K., A. Shkolnik, G. Teng, and Y. Wei	2018	1	1	2.0	0.011	0.406	100%
18	Eraker, B	2004	1	1	2.0	0.011	0.406	100%
19	A\"it-Sahalia, Y. and R. L. Kimmel	2007	1	1	2.0	0.011	0.406	100%
20	Yang, H. and J. Kanniainen		1	1	2.0	0.011	0.406	100%
21	Filipovi\'c, D., E. Gourier, and L. Mancini	2016	1	1	2.0	0.011	0.406	100%
22	A\"it-Sahalia, Y., M. Karaman, and L. Mancini	2020	1	1	2.0	0.011	0.406	100%
23	Pazy, A	1983	2	1	1.0	0.021	0.110	0%
24	Escauriaza, L., S. Montaner, and C. Zhang		2	1	1.0	0.021	0.110	0%
25	R\"uschendorf, L., A. Schnurr, and V. Wolf	2016	1	1	0.5	0.011	0.087	0%
26	Rudin, W	1973	1	1	0.5	0.011	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Hansen, L. P. and J. A. Scheinkman

1995

9.5

0.063

0.941

83%

Kristensen, D. and A. Mele (self)

2011

30.0

0.295

0.879

68%

Yang, N., N. Chen, and X. Wan

2019

12.5

0.126

0.874

67%

Wan, X. and N. Yang

2021

26.5

0.232

0.860

64%

Andersen, T. G., L. Benzoni, and J. Lund

2002

6.0

0.032

0.737

100%

Davies, E. B

2007

4.0

0.021

0.511

100%

Bj\"ork, T

2009

1.0

0.011

0.406

100%

Ames, W

1992

1.0

0.011

0.406

100%

Ethier, S. N. and T. G. Kurtz

1986

2.0

0.011

0.406

100%

A\"it-Sahalia, Y., L. P. Hansen, and J. A. Scheink...

2010

2.0

0.011

0.406

100%

Schaumburg, E

2004

2.0

0.011

0.406

100%

Meyn, S. P. and R. L. Tweedie

1993

2.0

0.011

0.406

100%

Hansen, L. P., J. A. Scheinkman, and N. Touzi

1998

2.0

0.011

0.406

100%

Cont, R. and P. Tankov

2.0

0.011

0.406

100%

Lunardi, A

1995

2.0

0.011

0.406

100%

Merton, R. C

1976

2.0

0.011

0.406

100%

Giesecke, K., A. Shkolnik, G. Teng, and Y. Wei

2018

2.0

0.011

0.406

100%

Eraker, B

2004

2.0

0.011

0.406

100%

A\"it-Sahalia, Y. and R. L. Kimmel

2007

2.0

0.011

0.406

100%

Yang, H. and J. Kanniainen

2.0

0.011

0.406

100%

Filipovi\'c, D., E. Gourier, and L. Mancini

2016

2.0

0.011

0.406

100%

A\"it-Sahalia, Y., M. Karaman, and L. Mancini

2020

2.0

0.011

0.406

100%

Pazy, A

1983

1.0

0.021

0.110

Escauriaza, L., S. Montaner, and C. Zhang

1.0

0.021

0.110

R\"uschendorf, L., A. Schnurr, and V. Wolf

2016

0.5

0.011

0.087

Rudin, W

1973

0.5

0.011

0.087

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.