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Citation Analysis

Regressions under Adverse Conditions%
Timo Dimitriadis, Yannick Hoga
https://arxiv.org/abs/2311.13327
205
Citation mentions
79
Cited references
17
Sections
23,038
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, T. and Boyarchenko, N. and Giannone, D. 2019 11 3 18.0 0.054 1.000 100%
2 Brunnermeier, M. and Rother, S. and Schnabel, I. 2020 22 8 35.5 0.107 0.985 95%
3 Brunnermeier, M. K. and Dong, G. N. and Palia, D. 2020 11 6 17.5 0.054 0.969 91%
4 Fissler, T. and Hoga, Y. (self) 2024 9 6 10.5 0.044 0.874 67%
5 Koenker, R. and Bassett, G. 1978 4 3 4.5 0.020 0.843 75%
6 Adrian, T. and Brunnermeier, M. K. 2016 3 3 5.0 0.015 0.843 100%
7 Patton, Andrew J. and Ziegel, Johanna F. and Chen,... 2019 7 4 8.5 0.034 0.830 57%
8 Newey, W. K. and McFadden, D. 1994 11 4 11.0 0.054 0.769 45%
9 Acharya, V. V. and Pedersen, L. H. and Philippon, ... 2017 3 2 4.0 0.015 0.737 100%
10 Basel Committee on Banking Supervision 2019 4 4 3.0 0.020 0.737 50%
11 Dimitriadis, Timo and Fissler, Tobias and Ziegel, ... (self) 2024 2 2 3.0 0.010 0.644 100%
12 Berger, Allen N and Roman, Raluca A and Sedunov, J... 2020 2 2 3.0 0.010 0.644 100%
13 Karolyi, G Andrew and Sedunov, John and G. Taboada... 2023 2 2 3.0 0.010 0.644 100%
14 Timo Dimitriadis and Sebastian Bayer (self) 2019 2 2 3.0 0.010 0.644 100%
15 Financial Stability Board 2022 3 2 4.5 0.015 0.644 67%
16 Engle, R. F. and Manganelli, S. 2004 5 3 3.0 0.024 0.585 20%
17 Oberhofer, W. and Haupt, H. 2016 3 3 3.0 0.015 0.585 33%
18 Dimitriadis, T. and Liu, X. and Schnaitmann, J. (self) 2023 3 3 3.0 0.015 0.585 33%
19 Marine Carrasco and Xiaohong Chen 2002 2 2 2.5 0.010 0.511 50%
20 4 2 3.5 0.020 0.511 25%
21 Arrigoni, Simone and Bobasu, Alina and Venditti, F... 2022 2 1 4.0 0.010 0.511 100%
22 Engle, R. F. 2002 2 2 2.5 0.010 0.511 50%
23 Bollerslev, T. and Hood, B. and Huss, J. and Peder... 2018 2 2 1.5 0.010 0.511 50%
24 Doukhan, P. and Massart, P. and Rio, E. 1995 8 6 4.5 0.039 0.500 12%
25 Brownlees, C. and Souza, A. B. M. 2021 1 1 1.0 0.005 0.406 100%
26 Adrian, T. and Grinberg, F. and Liang, N. and Mali... 2022 1 1 1.0 0.005 0.406 100%
27 Catania, L. and Luati, A. 2023 1 1 1.0 0.005 0.406 100%
28 Hoga, Y. (self) 2024+ 1 1 1.0 0.005 0.406 100%
29 Dimitriadis, T. and Hoga, Y. (self) 2025 1 1 1.0 0.005 0.406 100%
30 Guillen, Montserrat and Bermu 2021 1 1 1.0 0.005 0.406 100%
31 1 1 1.0 0.005 0.406 100%
32 Fissler, Tobias and Merz, Michael and Wu 2023 1 1 1.0 0.005 0.406 100%
33 Fissler, T. and Ziegel, J. F. 2016 1 1 1.0 0.005 0.406 100%
34 Hansen, B. E. 1999 1 1 1.0 0.005 0.406 100%
35 Hansen, B. E. 2000 1 1 1.0 0.005 0.406 100%
36 Caner, M and Hansen, B. E. 2004 1 1 1.0 0.005 0.406 100%
37 Gneiting, T. 2011 1 1 2.0 0.005 0.406 100%
38 Lars Peter Hansen 1982 1 1 2.0 0.005 0.406 100%
39 J.P. Morgan 1996 1 1 2.0 0.005 0.406 100%
40 Basel Committee on Banking Supervision 1996 1 1 2.0 0.005 0.406 100%
41 Allen, L. and Bali, T. G. and Tang, Y. 2012 1 1 2.0 0.005 0.406 100%
42 Brownlees, C. and Engle, R. F. 2017 1 1 2.0 0.005 0.406 100%
43 Pohle, Marc-Oliver and Demetrescu, Matei and Dimit... (self) 2024 1 1 2.0 0.005 0.406 100%
44 Plagborg-M\o 2020 1 1 2.0 0.005 0.406 100%
45 Adams, P. A. and Adrian, T. and Boyarchenko, N. an... 2021 1 1 2.0 0.005 0.406 100%
46 Delle Monache, D. and De Polis, A. and Petrella, I... 2024 1 1 2.0 0.005 0.406 100%
47 Asimit, Vali and Peng, Liang and Wang, Ruodu and Y... 2019 1 1 1.0 0.005 0.406 100%
48 He, X. and Tan, K. M. and Zhou, W.-X. 2023 1 1 1.0 0.005 0.406 100%
49 Wei, B. and Tan, K. M. and He, X. 2024 1 1 1.0 0.005 0.406 100%
50 Chen, C. and Iyengar, G. and Moallemi, C. C. 2013 1 1 1.0 0.005 0.406 100%
51 L\'o 2024 1 1 1.0 0.005 0.406 100%
52 Emmer, S. and Kratz, M. and Tasche, D. 2015 1 1 1.0 0.005 0.406 100%
53 Wang, Ruodu and Zitikis, Ri\vc 2021 1 1 1.0 0.005 0.406 100%
54 Dimitriadis, T and Hoga, Y (self) 2023 1 1 2.0 0.005 0.406 100%
55 R Core Team 2022 1 1 2.0 0.005 0.406 100%
56 White, H. 2001 11 3 5.5 0.054 0.215 0%
57 Andrews, D. W. K. 1994 6 4 3.0 0.029 0.215 0%
58 Bradley, R. C. 2005 3 3 1.5 0.015 0.182 0%
59 McNeil, A. J. and Frey, R. and Embrechts, P. 2015 4 1 2.0 0.020 0.139 0%
60 James Davidson 2 1 1.0 0.010 0.110 0%
61 2 1 1.0 0.010 0.110 0%
62 Maillard, Se 2010 2 1 1.0 0.010 0.110 0%
63 Andrews, D. W. K. 1992 1 1 0.5 0.005 0.087 0%
64 Wooldridge, J. M. 1994 1 1 0.5 0.005 0.087 0%
65 Ruppert, D. and Carroll, R. J. 1980 1 1 0.5 0.005 0.087 0%
66 Koenker, Roger 2005 1 1 0.5 0.005 0.087 0%
67 Machado, J.A.F. and Santos Silva, J.M.C. 2013 1 1 0.5 0.005 0.087 0%
68 Meitz, M and Saikkonen, P. 2008 1 1 0.5 0.005 0.087 0%
69 Fryzlewicz, P. and Subba Rao, S. 2011 1 1 0.5 0.005 0.087 0%
70 DeMiguel, Victor and Garlappi, Lorenzo and Uppal, ... 2009 1 1 0.5 0.005 0.087 0%
71 Asness, C. S. and Frazzini, A. and Pedersen, L. H. 2012 1 1 0.5 0.005 0.087 0%
72 Bruder, Benjamin and Roncalli, Thierry 2012 1 1 0.5 0.005 0.087 0%
73 Roncalli, Thierry 2013 1 1 0.5 0.005 0.087 0%
74 Cesarone, Francesco and Colucci, Stefano 2018 1 1 0.5 0.005 0.087 0%
75 Mausser, Helmut and Romanko, Oleksandr 2018 1 1 0.5 0.005 0.087 0%
76 1 1 0.5 0.005 0.087 0%
77 Reh, Laura and Kru 2023 1 1 0.5 0.005 0.087 0%
78 Jagannathan, Ravi and Ma, Tongshu 2003 1 1 0.5 0.005 0.087 0%
79 Welch, Ivo and Goyal, Amit 2008 1 1 0.5 0.005 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.