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Citation Analysis

\bf Spatial and Spatiotemporal Volatility Models: A Review
Philipp Otto, Osman Doğan, Süleyman Taşpınar, Wolfgang Schmid, Anil K. Bera
https://arxiv.org/abs/2308.13061
245
Citation mentions
126
Cited references
8
Sections
6,764
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 Engle, Robert F 5 3 9.0 0.020 1.000 100%
2 Francq, Christian and Zakoian, Jean-Michel 2019 5 3 8.0 0.020 1.000 100%
3 Robinson, P. M. 2009 5 3 9.0 0.020 1.000 100%
4 Ta\cs 2021 9 3 17.0 0.037 1.000 100%
5 Otto, Philipp and Do\ug (self) 2022 11 4 22.0 0.045 1.000 100%
6 James P. LeSage and R. Kelley Pace 4 4 7.0 0.016 0.928 100%
7 Takaki Sato and Yasumasa Matsuda 2021 5 2 10.0 0.020 0.874 100%
8 Osman Do\ug 2023 6 2 12.0 0.024 0.874 100%
9 Otto, Philipp and Do\ug (self) 2022 7 2 14.0 0.029 0.874 100%
10 Philipp Otto and Wolfgang Schmid (self) 2019 3 3 4.0 0.012 0.843 100%
11 Engle, Robert F and Kroner, Kenneth F 1995 3 3 6.0 0.012 0.843 100%
12 Huang, Wenying and Wang, Ke and Jay Breidt, F and ... 2011 4 2 7.0 0.016 0.811 100%
13 Otto, Philipp and Schmid, Wolfgang and Garthoff, R... (self) 3 2 5.0 0.012 0.737 100%
14 Otto, Philipp and Schmid, Wolfgang and Garthoff, R... (self) 2019 3 2 5.0 0.012 0.737 100%
15 Sato, Takaki and Matsuda, Yasumasa 3 2 5.0 0.012 0.737 100%
16 Bollerslev, Tim and Engle, Robert F and Wooldridge... 1988 3 2 6.0 0.012 0.737 100%
17 Koopman, Siem Jan and Hol Uspensky, Eugenie 2002 3 2 6.0 0.012 0.737 100%
18 Eric Jacquier and Nicholas G. Polson and Peter E. ... 2004 3 2 6.0 0.012 0.737 100%
19 Jun Yu 2005 3 2 6.0 0.012 0.737 100%
20 Yasuhiro Omori and Siddhartha Chib and Neil Shepha... 2007 3 2 6.0 0.012 0.737 100%
21 Harvey, Andrew and Ruiz, Esther and Shephard, Neil 1994 3 2 6.0 0.012 0.737 100%
22 Su, Bing and Zhu, Fukang and Zhu, Ke 2023 3 2 6.0 0.012 0.737 100%
23 Yan, Jun 2007 5 1 10.0 0.020 0.693 100%
24 Parent, Olivier and LeSage, James P. 2008 7 1 14.0 0.029 0.693 100%
25 Anselin, Luc 1988 2 2 3.0 0.008 0.644 100%
26 Lee, Lung-fei 2 2 3.0 0.008 0.644 100%
27 Harry H. Kelejian and Ingmar R. Prucha 2010 2 2 3.0 0.008 0.644 100%
28 Elhorst, J. Paul 2014 2 2 3.0 0.008 0.644 100%
29 Bollerslev, Tim 2 2 3.0 0.008 0.644 100%
30 Bera, Anil K and Simlai, Pradosh (self) 2 2 3.0 0.008 0.644 100%
31 Philipp Otto and Wolfgang Schmid and Robert Gartho... (self) 2016 2 2 3.0 0.008 0.644 100%
32 J. Geweke 1993 2 2 4.0 0.008 0.644 100%
33 Manabu Asai and Michael McAleer 2006 2 2 4.0 0.008 0.644 100%
34 Eric Jacquier and Nicholas G. Polson and Peter E. ... 1994 2 2 4.0 0.008 0.644 100%
35 Sangjoon Kim and Neil Shephard and Siddhartha Chib 1998 2 2 4.0 0.008 0.644 100%
36 Otto, Philipp and Schmid, Wolfgang (self) 2022 2 2 4.0 0.008 0.644 100%
37 Heikki Haario and Eero Saksman and Johanna Tammine... 2001 2 2 4.0 0.008 0.644 100%
38 Gareth O. Roberts and Jeffrey S. Rosenthal 2009 2 2 4.0 0.008 0.644 100%
39 Neil Shephard 2005 3 1 6.0 0.012 0.585 100%
40 Joshua C.C. Chan 2013 3 1 6.0 0.012 0.585 100%
41 Caporin, Massimiliano and Paruolo, Paolo 2015 3 1 6.0 0.012 0.585 100%
42 H\o 2020 3 1 6.0 0.012 0.585 100%
43 Sucarrat, Genaro 2019 2 1 4.0 0.008 0.511 100%
44 Harville, David A 1998 2 1 4.0 0.008 0.511 100%
45 Robert F. Engle 2 1 4.0 0.008 0.511 100%
46 Eric Ghysels and Andrew C. Harvey and Eric Renault 1996 2 1 4.0 0.008 0.511 100%
47 Hull, John and White, Alan 1987 2 1 4.0 0.008 0.511 100%
48 Siddhartha Chib and Federico Nardari and Neil Shep... 2002 2 1 4.0 0.008 0.511 100%
49 Joshua C. C. Chan 2017 2 1 4.0 0.008 0.511 100%
50 Andrew C. Harvey and Neil Shephard 1996 2 1 4.0 0.008 0.511 100%
51 Manabu Asai and Michael McAleer and Jun Yu 2006 2 1 4.0 0.008 0.511 100%
52 Merk, Miryam S and Otto, Philipp (self) 2021 2 1 4.0 0.008 0.511 100%
53 Piccolo, Domenico 1990 2 1 4.0 0.008 0.511 100%
54 Otto, Philipp (self) 2022 2 1 4.0 0.008 0.511 100%
55 Fisher, Ronald A 1935 1 1 1.0 0.004 0.406 100%
56 Tobler, Waldo R 1 1 1.0 0.004 0.406 100%
57 Brockwell, Peter J and Davis, Richard A 2009 1 1 1.0 0.004 0.406 100%
58 Brockwell, Peter J and Davis, Richard A 2002 1 1 1.0 0.004 0.406 100%
59 Elhorst, J Paul 2010 1 1 1.0 0.004 0.406 100%
60 Andersen, Torben G and Bollerslev, Tim and Diebold... 2010 1 1 1.0 0.004 0.406 100%
61 Turkman, Kamil and Scotto, Manuel Gonza 2016 1 1 1.0 0.004 0.406 100%
62 Fan, Jianqing and Yao, Qiwei 2003 1 1 1.0 0.004 0.406 100%
63 Francq, Christian and Zakoian, Jean-Michel 1 1 1.0 0.004 0.406 100%
64 Engle, Robert F 1983 1 1 2.0 0.004 0.406 100%
65 Weiss, Andrew A 1984 1 1 2.0 0.004 0.406 100%
66 Weiss, Andrew A 1986 1 1 2.0 0.004 0.406 100%
67 Weiss, Andrew A 1986 1 1 2.0 0.004 0.406 100%
68 Geweke, J 1 1 2.0 0.004 0.406 100%
69 Pantula, Sastry G 1 1 2.0 0.004 0.406 100%
70 Milh\o 1 1 2.0 0.004 0.406 100%
71 Francq, Christian and others 2019 1 1 2.0 0.004 0.406 100%
72 Nelson, Daniel B 1 1 2.0 0.004 0.406 100%
73 Higgins, Matthew L and Bera, Anil K (self) 1992 1 1 2.0 0.004 0.406 100%
74 Zakoian, Jean-Michel 1994 1 1 2.0 0.004 0.406 100%
75 Glosten, Lawrence R and Jagannathan, Ravi and Runk... 1993 1 1 2.0 0.004 0.406 100%
76 Bera, Anil K and Higgins, Matthew L (self) 1993 1 1 2.0 0.004 0.406 100%
77 Ding, Zhuanxin and Engle, Robert F 2001 1 1 2.0 0.004 0.406 100%
78 Riskmetrics, TM 1996 1 1 2.0 0.004 0.406 100%
79 Bollen, Bernard 2015 1 1 2.0 0.004 0.406 100%
80 Gonza 2007 1 1 2.0 0.004 0.406 100%
81 Stelzer, Robert 2008 1 1 2.0 0.004 0.406 100%
82 Bollerslev, Tim 1 1 2.0 0.004 0.406 100%
83 Tse, Yiu Kuen and Tsui, Albert K C 2002 1 1 2.0 0.004 0.406 100%
84 Engle, Robert F and Ng, Victor K and Rothschild, M... 1990 1 1 2.0 0.004 0.406 100%
85 Lin, Wen-Ling 1992 1 1 2.0 0.004 0.406 100%
86 Bollerslev, Tim and Engle, Robert F 1993 1 1 2.0 0.004 0.406 100%
87 Bauwens, Luc and Laurent, Se 2006 1 1 2.0 0.004 0.406 100%
88 Silvennoinen, Annastiina and Tera 2009 1 1 2.0 0.004 0.406 100%
89 Taylor, S.J. 1982 1 1 2.0 0.004 0.406 100%
90 Taylor, S.J. 1986 1 1 2.0 0.004 0.406 100%
91 James B. Wiggins 1987 1 1 2.0 0.004 0.406 100%
92 Angelo Melino and Stuart M. Turnbull 1990 1 1 2.0 0.004 0.406 100%
93 Chesney, Marc and Scott, Louis 1989 1 1 2.0 0.004 0.406 100%
94 Torben G. Andersen and Luca Benzoni and Jesper Lun... 2002 1 1 2.0 0.004 0.406 100%
95 Broto, Carmen and Ruiz, Esther 2004 1 1 2.0 0.004 0.406 100%
96 J\'o 1998 1 1 2.0 0.004 0.406 100%
97 David Chan and Robert Kohn and Chris Kirby 2006 1 1 2.0 0.004 0.406 100%
98 Jun Yu and Renate Meyer 2006 1 1 2.0 0.004 0.406 100%
99 Chib, Siddhartha and Omori, Yasuhiro and Asai, Man... 2009 1 1 2.0 0.004 0.406 100%
100 Otto, Philipp (self) 2019 1 1 2.0 0.004 0.406 100%
101 Horn, Roger A. and Johnson, Charles R. 2013 1 1 2.0 0.004 0.406 100%
102 Shephard, Neil 1994 1 1 2.0 0.004 0.406 100%
103 Gleb Sandmann and Siem Jan Koopman 1998 1 1 2.0 0.004 0.406 100%
104 Fu 2023 1 1 2.0 0.004 0.406 100%
105 Monica Billio and Massimiliano Caporin and Lorenzo... 2021 1 1 2.0 0.004 0.406 100%
106 Lee, Lung-fei and Yu, Jihai 2014 1 1 2.0 0.004 0.406 100%
107 Yang, Kai and Lee, Lung-fei 2017 1 1 2.0 0.004 0.406 100%
108 Yu, Jihai and de Jong, Robert and Lee, Lung-fei 1 1 2.0 0.004 0.406 100%
109 Cressie, Noel and Wikle, Christopher K 2015 1 1 2.0 0.004 0.406 100%
110 Tilmann Gneiting and Marc G. Genton and Peter Gutt... 2007 1 1 2.0 0.004 0.406 100%
111 Craigmile, Peter F. and Guttorp, Peter 2011 1 1 2.0 0.004 0.406 100%
112 M. Blanca Palacios and Mark F. J. Steel 2006 1 1 2.0 0.004 0.406 100%
113 Fingleton, Bernard 2008 1 1 2.0 0.004 0.406 100%
114 Bernard Fingleton 2008 1 1 2.0 0.004 0.406 100%
115 Osman Do\ugan and S\ 2013 1 1 2.0 0.004 0.406 100%
116 Do\ug 2015 1 1 2.0 0.004 0.406 100%
117 Esther Ruiz 1994 1 1 2.0 0.004 0.406 100%
118 James P. LeSage and R. Kelley Pace 2007 1 1 2.0 0.004 0.406 100%
119 Debarsy, Nicolas and Jin, Fei and Lee, Lung-Fei 2015 1 1 2.0 0.004 0.406 100%
120 Ye Yang and Osman Do\ug 2021 1 1 2.0 0.004 0.406 100%
121 Ye Yang and Osman Do\ug 2022 1 1 2.0 0.004 0.406 100%
122 Ye Yang and Osman Do\ug 2023 1 1 2.0 0.004 0.406 100%
123 Julian Besag and Jeremy York and Annie Molli 1991 1 1 2.0 0.004 0.406 100%
124 Besag, Julian 1974 1 1 2.0 0.004 0.406 100%
125 Klu 2004 1 1 1.0 0.004 0.406 100%
126 Mattera, Raffaele and Otto, Philipp (self) 2023 1 1 1.0 0.004 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.