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Citation Analysis

Robust Estimation of Realized Correlation:\linebreak
Peter Reinhard Hansen, Yiyao Luo
https://arxiv.org/abs/2310.19992
95
Citation mentions
69
Cited references
11
Sections
6,921
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 Ole E. Barndorff-Nielsen and Peter Reinhard Hansen... (self) 2011 3 3 5.0 0.032 0.843 100%
2 Andersen, Torben Gustav and Thyrsgaard, Martin and... 2021 3 2 4.0 0.032 0.737 100%
3 Lan Zhang and Per A. Mykland and Yacine A\"\i 2005 3 2 4.0 0.032 0.737 100%
4 Hansen, Peter R. and Lunde, Asger (self) 2006 3 2 4.0 0.032 0.737 100%
5 Richard Greiner 1909 3 2 6.0 0.032 0.737 100%
6 Torben Andersen and Dobrislav Dobrev and Ernst Sch... 2012 3 3 4.5 0.032 0.737 67%
7 Bin Zhou 1996 2 2 3.0 0.021 0.644 100%
8 Federico M. Bandi and Jeffrey R. Russell 2006 2 2 3.0 0.021 0.644 100%
9 Mancini, Cecilia 2009 2 2 3.0 0.021 0.644 100%
10 Raymaekers, Jakob and Rousseeuw, Peter J 2021 2 2 3.0 0.021 0.644 100%
11 Barndorff-Nielsen, Ole E and P R Hansen and A Lund... (self) 2008 2 2 3.0 0.021 0.644 100%
12 Barndorff-Nielsen, Ole E and P R Hansen and A Lund... (self) 2011 2 2 3.0 0.021 0.644 100%
13 Ait-Sahalia, Yacine and Fan, Jianqing and Xiu, Dac... 2010 2 2 3.0 0.021 0.644 100%
14 Sheppard, WILLIAM FLEETWOOD 1899 2 2 4.0 0.021 0.644 100%
15 Croux, Christophe and Dehon, Catherine 2010 2 2 4.0 0.021 0.644 100%
16 Boudt, Kris and Cornelissen, Jonathan and Croux, C... 2012 2 2 4.0 0.021 0.644 100%
17 Dimitris N. Politis and Joseph P. Romano and Micha... 1999 3 1 6.0 0.032 0.585 100%
18 Vander Elst, Harry and Veredas, David 2016 2 1 4.0 0.021 0.511 100%
19 Cecilia Mancini 2001 2 2 2.5 0.021 0.511 50%
20 Kruskal, William H 1958 1 1 1.0 0.011 0.406 100%
21 Torben G. Andersen and Tim Bollerslev 1998 1 1 1.0 0.011 0.406 100%
22 Roberto Reno 2003 1 1 1.0 0.011 0.406 100%
23 Precup, Ovidiu V and Iori, Giulia 2007 1 1 1.0 0.011 0.406 100%
24 Mu 2011 1 1 1.0 0.011 0.406 100%
25 To 2007 1 1 1.0 0.011 0.406 100%
26 Thomas W. Epps 1979 1 1 1.0 0.011 0.406 100%
27 Hayashi, Takaki and Yoshida, Nakahiro 2005 1 1 1.0 0.011 0.406 100%
28 Voev, Valeri and Lunde, Asger 2007 1 1 1.0 0.011 0.406 100%
29 Griffin, Jim E and Oomen, Roel CA 2011 1 1 1.0 0.011 0.406 100%
30 Andersen, Torben G and Bollerslev, Tim 1998 1 1 1.0 0.011 0.406 100%
31 Federico M. Bandi and Jeffrey R. Russell 2008 1 1 1.0 0.011 0.406 100%
32 Liu, Lily Y. and Patton, Andrew J. and Sheppard, K... 2015 1 1 1.0 0.011 0.406 100%
33 Jean Jacod and Yingying Li and Per A. Mykland and ... 2009 1 1 1.0 0.011 0.406 100%
34 Malliavin, P. and Mancino, M.E. 2002 1 1 1.0 0.011 0.406 100%
35 Ole E. Barndorff-Nielsen and Neil Shephard 2004 1 1 1.0 0.011 0.406 100%
36 Christensen, Kim and Kinnebrock, Silja and Podolsk... 2010 1 1 1.0 0.011 0.406 100%
37 Christensen, Kim and Podolskij, Mark and Vetter, M... 2013 1 1 1.0 0.011 0.406 100%
38 Kendall, Maurice G 1949 1 1 2.0 0.011 0.406 100%
39 Blomqvist, Nils 1950 1 1 2.0 0.011 0.406 100%
40 Fredrik Esscher 1924 1 1 2.0 0.011 0.406 100%
41 Kendall, Maurice G 1938 1 1 2.0 0.011 0.406 100%
42 M. S. Bartlett 1946 1 1 2.0 0.011 0.406 100%
43 H. R. Ku 1989 1 1 2.0 0.011 0.406 100%
44 R. Y. Liu and K. Singh 1992 1 1 2.0 0.011 0.406 100%
45 Lan Zhang 2006 1 1 2.0 0.011 0.406 100%
46 Devlin, Susan J and Gnanadesikan, Ramanathan and K... 1975 1 1 2.0 0.011 0.406 100%
47 Rousseeuw, Peter J 1984 1 1 2.0 0.011 0.406 100%
48 Boudt, Kris and Cornelissen, Jonathan and Croux, C... 2012 1 1 2.0 0.011 0.406 100%
49 Sylvain Delattre and Jean Jacod 1997 1 1 2.0 0.011 0.406 100%
50 Guillaume Horel 2007 1 1 2.0 0.011 0.406 100%
51 Rosenbaum, Mathieu 2009 1 1 2.0 0.011 0.406 100%
52 Mancini, Cecilia and Gobbi, Fabio 2012 1 1 2.0 0.011 0.406 100%
53 Hansen, Peter Reinhard (self) 2015 1 1 2.0 0.011 0.406 100%
54 Li, Yingying and Mykland, Per A 2015 1 1 2.0 0.011 0.406 100%
55 Hansen, Peter R. and Guillaume Horel and Lunde, As... (self) 2016 1 1 2.0 0.011 0.406 100%
56 Li, Yingying and Zhang, Zhiyuan and Li, Yichu 2018 1 1 2.0 0.011 0.406 100%
57 Torben G. Andersen and Tim Bollerslev and Francis ... 2000 1 1 2.0 0.011 0.406 100%
58 Torben G. Andersen and Tim Bollerslev and Francis ... 2005 1 1 2.0 0.011 0.406 100%
59 Viktor Todorov and Tim Bollerslev 2010 1 1 2.0 0.011 0.406 100%
60 Prosper Dovonon and Silvia Gon\cc 2013 1 1 2.0 0.011 0.406 100%
61 Peter Reinhard Hansen and Asger Lunde and Valeri V... (self) 2014 1 1 2.0 0.011 0.406 100%
62 Rei\ss 2015 1 1 2.0 0.011 0.406 100%
63 Ole E. Barndorff-Nielsen and Neil Shephard 2004 1 1 2.0 0.011 0.406 100%
64 Ilze Kalnina and Dacheng Xiu 2017 1 1 2.0 0.011 0.406 100%
65 Higham, Nicholas J 2002 1 1 2.0 0.011 0.406 100%
66 Qi, Houduo and Sun, Defeng 2006 1 1 2.0 0.011 0.406 100%
67 Cambanis, Stamatis and Huang, Steel and Simons, Go... 1981 1 1 0.5 0.011 0.087 0%
68 M. C. Chang 1969 1 1 0.5 0.011 0.087 0%
69 Per A. Mykland and Lan Zhang 2009 1 1 0.5 0.011 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.