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Citation Analysis

\Large \textbfEstimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models
Christis Katsouris
https://arxiv.org/abs/2311.08218
222
Citation mentions
90
Cited references
7
Sections
10,204
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 Adrian, Tobias and Brunnermeier, Markus K 2016 15 7 25.0 0.068 1.000 100%
2 Ha 2016 12 7 21.0 0.054 1.000 100%
3 Katsouris, Christis (self) 2023 12 6 19.0 0.054 1.000 100%
4 Katsouris, Christis (self) 2021 13 7 22.0 0.059 1.000 100%
5 Katsouris, Christis (self) 2023 5 4 7.0 0.023 1.000 100%
6 Lee, Ji Hyung 2016 14 9 25.0 0.063 1.000 100%
7 Patton, Andrew J and Ziegel, Johanna F and Chen, R... 2019 6 4 10.0 0.027 1.000 100%
8 Phillips, Peter C. B. and Magdalinos, Tassos 2009 7 4 12.0 0.032 1.000 100%
9 Bhattacharya, Jayeeta 2020 9 3 17.0 0.041 1.000 100%
10 Kostakis, Alexandros and Magdalinos, Tassos and St... 2015 5 4 9.0 0.023 1.000 100%
11 Fissler, Tobias and Hoga, Yannick 2023 6 4 12.0 0.027 1.000 100%
12 Demetrescu, Matei and Rodrigues, Paulo MM 2020 7 6 14.0 0.032 1.000 100%
13 Chen, Liqiong and Galvao, Antonio F and Song, Suyo... 2021 4 3 6.0 0.018 0.928 100%
14 Fan, Rui and Lee, Ji Hyung 2019 4 4 7.0 0.018 0.928 100%
15 Dimitriadis, Timo and Hoga, Yannick 2022 3 3 6.0 0.014 0.843 100%
16 Cai, Zongwu and Chen, Haiqiang and Liao, Xiaosai 2023 3 3 6.0 0.014 0.843 100%
17 Goh, S Chuan and Knight, Keith 2009 4 2 8.0 0.018 0.811 100%
18 Saikkonen, Pentti 1995 4 2 8.0 0.018 0.811 100%
19 Wang, Chuan-Sheng and Zhao, Zhibiao 2016 3 2 5.0 0.014 0.737 100%
20 Zhu, Xuening and Wang, Weining and Wang, Hansheng ... 2019 3 2 6.0 0.014 0.737 100%
21 Kato, Kengo 2009 5 1 10.0 0.023 0.693 100%
22 Liu, Xiaohui and Long, Wei and Peng, Liang and Yan... 2023 2 2 4.0 0.009 0.644 100%
23 Xiao, Zhijie 2009 2 2 4.0 0.009 0.644 100%
24 Katsouris, Christis (self) 2022 2 2 4.0 0.009 0.644 100%
25 Portnoy, Stephen 2012 2 2 4.0 0.009 0.644 100%
26 Fissler, Tobias and Ziegel, Johanna F 2016 2 1 2.0 0.009 0.511 100%
27 Hoga, Yannick 2023 2 1 2.0 0.009 0.511 100%
28 Demetrescu, Matei 2014 2 1 4.0 0.009 0.511 100%
29 Cho, Jin Seo and Kim, Tae-hwan and Shin, Yongcheol 2015 2 1 4.0 0.009 0.511 100%
30 Brian, Will 2021 2 1 4.0 0.009 0.511 100%
31 Lin, Weidong and Taamouti, Abderrahim 2023 1 1 1.0 0.005 0.406 100%
32 Pagan, Adrian 1984 1 1 1.0 0.005 0.406 100%
33 Doran, Howard Edwin and Griffiths, William E 1983 1 1 1.0 0.005 0.406 100%
34 Hoffman, Dennis L 1987 1 1 1.0 0.005 0.406 100%
35 Oxley, Les and McAleer, Michael 1993 1 1 1.0 0.005 0.406 100%
36 Dufour, Jean-Marie and Jasiak, Joann 2001 1 1 1.0 0.005 0.406 100%
37 Chen, Wei and Hribar, Paul and Melessa, Sam 2023 1 1 1.0 0.005 0.406 100%
38 He, Yi and Hou, Yanxi and Peng, Liang and Shen, Ha... 2020 1 1 1.0 0.005 0.406 100%
39 Rilstone, Paul 1996 1 1 1.0 0.005 0.406 100%
40 Hahn, Jinyong and Ridder, Geert 2013 1 1 1.0 0.005 0.406 100%
41 Newey, Whitney K 1994 1 1 1.0 0.005 0.406 100%
42 Ghosh, Satyajit and Tan, Zhiqiang 2022 1 1 1.0 0.005 0.406 100%
43 Phillips, Peter C. B. 1987 1 1 1.0 0.005 0.406 100%
44 Phillips, Peter C. B. 1987 1 1 1.0 0.005 0.406 100%
45 Cai, Zongwu and Wang, Yunfei 2014 1 1 1.0 0.005 0.406 100%
46 Chan, Ngai Hang and Zhang, Rongmao 2013 1 1 1.0 0.005 0.406 100%
47 Frongillo, Rafael M and Kash, Ian A 2021 1 1 1.0 0.005 0.406 100%
48 Dimitriadis, Timo and Fissler, Tobias and Ziegel, ... 2022 1 1 1.0 0.005 0.406 100%
49 Xu, Wen and Hou, Yanxi and Li, Deyuan 2022 1 1 1.0 0.005 0.406 100%
50 Martins-Filho, Carlos and Yao, Feng and Torero, Ma... 2018 1 1 2.0 0.005 0.406 100%
51 Fang, Zheng and Li, Qi and Yan, Karen X 2023 1 1 2.0 0.005 0.406 100%
52 Yang, Fan and Qian, Yi and Xie, Hui 2022 1 1 2.0 0.005 0.406 100%
53 Hsiao, Cheng 1997 1 1 2.0 0.005 0.406 100%
54 De Jong, Robert M 2001 1 1 2.0 0.005 0.406 100%
55 Breitung, Jo 2015 1 1 2.0 0.005 0.406 100%
56 Billio, Monica and Getmansky, Mila and Lo, Andrew ... 2012 1 1 2.0 0.005 0.406 100%
57 Diebold, Francis X and Yilmaz, Kamil 2012 1 1 2.0 0.005 0.406 100%
58 Diebold, Francis X and Y\i 2014 1 1 2.0 0.005 0.406 100%
59 Koenker, Roger and Bassett, Gilbert 1978 1 1 2.0 0.005 0.406 100%
60 Fan, Rui and Lee, Ji Hyung and Shin, Youngki 2023 1 1 2.0 0.005 0.406 100%
61 Dimitriadis, Timo and Schnaitmann, Julie 2021 1 1 2.0 0.005 0.406 100%
62 Dimitriadis, Timo and Liu, Xiaochun and Schnaitman... 2023 1 1 2.0 0.005 0.406 100%
63 Phillips, Peter C. B. and Magdalinos, Tassos 2007 1 1 2.0 0.005 0.406 100%
64 Buchmann, Boris and Chan, Ngai Hang 2007 1 1 2.0 0.005 0.406 100%
65 Magdalinos, Tassos 2020 1 1 2.0 0.005 0.406 100%
66 Magdalinos, Tassos and Petrova, Katerina 2022 1 1 2.0 0.005 0.406 100%
67 Francq, Christian and Zako\"\i 2015 1 1 2.0 0.005 0.406 100%
68 Beutner, Eric and Heinemann, Alexander and Smeekes... 2024 1 1 2.0 0.005 0.406 100%
69 Francq, Christian and Zakoian, Jean-Michel 2023 1 1 2.0 0.005 0.406 100%
70 Meitz, Mika and Saikkonen, Pentti 2023 1 1 2.0 0.005 0.406 100%
71 Phillips, Peter C. B. and Solo, Victor 1992 1 1 2.0 0.005 0.406 100%
72 Dickey, David A and Fuller, Wayne A 1981 1 1 2.0 0.005 0.406 100%
73 Jansson, Michael and Moreira, Marcelo J 2006 1 1 2.0 0.005 0.406 100%
74 Mikusheva, Anna 2012 1 1 2.0 0.005 0.406 100%
75 Liu, Yanbo and Phillips, Peter CB 2023 1 1 2.0 0.005 0.406 100%
76 Katsouris, Christis (self) 2023 1 1 2.0 0.005 0.406 100%
77 Kulperger, Reg and Yu, Hao 2005 1 1 2.0 0.005 0.406 100%
78 Duffy, James A and Kasparis, Ioannis 2021 1 1 2.0 0.005 0.406 100%
79 Katsouris, Christis (self) 2023 1 1 2.0 0.005 0.406 100%
80 Koenker, Roger and Xiao, Zhijie 2004 1 1 2.0 0.005 0.406 100%
81 Nagaraj, Neerchal K and Fuller, Wayne A 1991 1 1 2.0 0.005 0.406 100%
82 Moon, Hyungsik Roger and Schorfheide, Frank 2002 1 1 2.0 0.005 0.406 100%
83 Kasparis, Ioannis and Phillips, Peter CB 2012 1 1 2.0 0.005 0.406 100%
84 Chen, Liang 2022 1 1 2.0 0.005 0.406 100%
85 Feng, Xingdong and Li, Wenyu and Zhu, Qianqian 2024 1 1 2.0 0.005 0.406 100%
86 Zhu, Xuening and Pan, Rui and Li, Guodong and Liu,... 2017 1 1 2.0 0.005 0.406 100%
87 Zhu, Xuening and Pan, Rui 2020 1 1 2.0 0.005 0.406 100%
88 Billingsley, Patrick 1968 1 1 2.0 0.005 0.406 100%
89 Bickel, Peter J and Wichura, Michael J 1971 1 1 2.0 0.005 0.406 100%
90 White, Halbert 1996 1 1 2.0 0.005 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.