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Citation Analysis

Data-driven fixed-point tuning for truncated realized variations
B. Cooper Boniece, José E. Figueroa-López, Yuchen Han
https://arxiv.org/abs/2311.00905
51
Citation mentions
30
Cited references
7
Sections
5,481
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 Jacod, Jean and Todorov, Viktor 2014 4 3 7.0 0.078 0.928 100%
2 Figueroa-Lo 2019 4 2 5.0 0.078 0.811 100%
3 Jacod, Jean and Todorov, Viktor 2018 2 2 3.0 0.039 0.644 100%
4 Mancini, Cecilia 2011 2 2 3.0 0.039 0.644 100%
5 Li, Jia and Todorov, Viktor and Tauchen, George 2017 2 2 4.0 0.039 0.644 100%
6 Ding, Yi and Li, Yingying and Liu, Guoli and Zheng... 2023 2 2 4.0 0.039 0.644 100%
7 Jacod, Jean and Protter, Philip 2011 4 2 5.0 0.078 0.644 50%
8 Figueroa-Lo 2022 3 2 4.5 0.059 0.644 67%
9 Mancini, Cecilia 2009 2 1 2.0 0.039 0.511 100%
10 Jacod, Jean 2008 2 1 2.0 0.039 0.511 100%
11 Figueroa-Lo 2013 2 1 2.0 0.039 0.511 100%
12 Sato, Ken-iti 1999 4 2 3.5 0.078 0.511 25%
13 Mancini, Cecilia 2001 1 1 1.0 0.020 0.406 100%
14 Barndorff-Nielsen 2004 1 1 1.0 0.020 0.406 100%
15 Barndorff-Nielsen 2006 1 1 1.0 0.020 0.406 100%
16 Corsi, Fulvio and Pirino, Davide and Reno 2010 1 1 1.0 0.020 0.406 100%
17 Todorov, Viktor and Tauchen, George 2012 1 1 1.0 0.020 0.406 100%
18 Cont, Rama and Mancini, Cecilia 2011 1 1 1.0 0.020 0.406 100%
19 Mancini, Cecilia and Reno 2011 1 1 1.0 0.020 0.406 100%
20 Figueroa-Lo 2022 1 1 1.0 0.020 0.406 100%
21 Andersen, Torben G. and Dobrev, Dobrislav and Scha... 2012 1 1 2.0 0.020 0.406 100%
22 Boniece, B. Cooper and Figueroa-Lo (self) 2024 1 1 2.0 0.020 0.406 100%
23 Fan, Jianqing and Wang, Yazhen 2008 1 1 2.0 0.020 0.406 100%
24 Kristensen, Dennis 2010 1 1 2.0 0.020 0.406 100%
25 Figueroa-Lo 2020 1 1 2.0 0.020 0.406 100%
26 Christian Palmes and Jeannette H. C. Woerner 2016 1 1 2.0 0.020 0.406 100%
27 Kawai, Reiichiro 2010 1 1 2.0 0.020 0.406 100%
28 Billingsley, Patrick 1999 1 1 0.5 0.020 0.087 0%
29 Karatzas, Ioannis and Shreve, Steven E. 1998 1 1 0.5 0.020 0.087 0%
30 Cso 1981 1 1 0.5 0.020 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.