Citation Analysis – Functional CLTs for subordinated Levy models \\in physics, finance, and econometrics

Functional CLTs for subordinated Levy models \\in physics, finance, and econometrics
Andreas Søjmark, Fabrice Wunderlich
https://arxiv.org/abs/2312.15119

122

Citation mentions

Cited references

Sections

6,360

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	A. S\O	2023	40	6	77.0	0.328	1.000	100%
2	A. S\O	2024	9	5	17.0	0.074	1.000	100%
3			5	2	10.0	0.041	0.874	100%
4	P. BECKER-KERN and M. M. MEERSCHAERT and H.-P. SCH...	2004	3	3	6.0	0.025	0.843	100%
5			4	2	8.0	0.033	0.811	100%
6	A. JACQUIER and L. TORRICELLI	2020	4	2	8.0	0.033	0.811	100%
7	E. SCALAS and N. VILES	2014	5	1	10.0	0.041	0.693	100%
8	V. PAULAUSKAS and S. T. RACHEV	1998	9	1	18.0	0.074	0.693	100%
9	W. WHITT	2002	2	2	4.0	0.016	0.644	100%
10	T. G. KURTZ and P. E. PROTTER	1991	4	1	8.0	0.033	0.644	100%
11	J. Y. PARK and P. C. B. PHILLIPS	1988	3	1	6.0	0.025	0.585	100%
12	F. AVRAM and M. S. TAQQU	1992	2	1	4.0	0.016	0.511	100%
13	M. M. MEERSCHAERT and E. NANE and Y. XIAO	2009	2	1	4.0	0.016	0.511	100%
14	S. UMAROV and M. HAHN and K. KOBAYASHI	2018	2	1	4.0	0.016	0.511	100%
15	N. H. CHAN and R.-M. ZHANG	2009	2	1	4.0	0.016	0.511	100%
16	B. MANDELBROT	1963	2	1	4.0	0.016	0.511	100%
17	E. SCALAS and R. GORENFLO and F. MAINDARDI	2000	2	1	4.0	0.016	0.511	100%
18			2	1	4.0	0.016	0.511	100%
19	D. DUFFIE and P. E. PROTTER	1992	2	1	4.0	0.016	0.511	100%
20	M. CANER	1998	1	1	2.0	0.008	0.406	100%
21	M. CANER	1997	1	1	2.0	0.008	0.406	100%
22			1	1	2.0	0.008	0.406	100%
23	R. A. DAVIS and L. SONG	2012	1	1	2.0	0.008	0.406	100%
24			1	1	2.0	0.008	0.406	100%
25	E. F. FAMA	1965	1	1	2.0	0.008	0.406	100%
26	P. CLARK	1973	1	1	2.0	0.008	0.406	100%
27	M. PARKINSON	1977	1	1	2.0	0.008	0.406	100%
28	S. J. PRESS	1967	1	1	2.0	0.008	0.406	100%
29			1	1	2.0	0.008	0.406	100%
30			1	1	2.0	0.008	0.406	100%
31	M. M. MEERSCHAERT and H.-P. SCHEFFLER	2004	1	1	2.0	0.008	0.406	100%
32	P. BILLINGSLEY	1999	1	1	2.0	0.008	0.406	100%
33	Y. AI	2020	1	1	2.0	0.008	0.406	100%
34			1	1	2.0	0.008	0.406	100%
35			1	1	2.0	0.008	0.406	100%
36	C. D. CONSTANTINESCU and J. M. RAMIREZ and W. R. Z...	2019	1	1	2.0	0.008	0.406	100%
37			1	1	2.0	0.008	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

A. S\O

2023

77.0

0.328

1.000

100%

A. S\O

2024

17.0

0.074

1.000

100%

10.0

0.041

0.874

100%

P. BECKER-KERN and M. M. MEERSCHAERT and H.-P. SCH...

2004

6.0

0.025

0.843

100%

8.0

0.033

0.811

100%

A. JACQUIER and L. TORRICELLI

2020

8.0

0.033

0.811

100%

E. SCALAS and N. VILES

2014

10.0

0.041

0.693

100%

V. PAULAUSKAS and S. T. RACHEV

1998

18.0

0.074

0.693

100%

W. WHITT

2002

4.0

0.016

0.644

100%

T. G. KURTZ and P. E. PROTTER

1991

8.0

0.033

0.644

100%

J. Y. PARK and P. C. B. PHILLIPS

1988

6.0

0.025

0.585

100%

F. AVRAM and M. S. TAQQU

1992

4.0

0.016

0.511

100%

M. M. MEERSCHAERT and E. NANE and Y. XIAO

2009

4.0

0.016

0.511

100%

S. UMAROV and M. HAHN and K. KOBAYASHI

2018

4.0

0.016

0.511

100%

N. H. CHAN and R.-M. ZHANG

2009

4.0

0.016

0.511

100%

B. MANDELBROT

1963

4.0

0.016

0.511

100%

E. SCALAS and R. GORENFLO and F. MAINDARDI

2000

4.0

0.016

0.511

100%

4.0

0.016

0.511

100%

D. DUFFIE and P. E. PROTTER

1992

4.0

0.016

0.511

100%

M. CANER

1998

2.0

0.008

0.406

100%

M. CANER

1997

2.0

0.008

0.406

100%

2.0

0.008

0.406

100%

R. A. DAVIS and L. SONG

2012

2.0

0.008

0.406

100%

2.0

0.008

0.406

100%

E. F. FAMA

1965

2.0

0.008

0.406

100%

P. CLARK

1973

2.0

0.008

0.406

100%

M. PARKINSON

1977

2.0

0.008

0.406

100%

S. J. PRESS

1967

2.0

0.008

0.406

100%

2.0

0.008

0.406

100%

2.0

0.008

0.406

100%

M. M. MEERSCHAERT and H.-P. SCHEFFLER

2004

2.0

0.008

0.406

100%

P. BILLINGSLEY

1999

2.0

0.008

0.406

100%

Y. AI

2020

2.0

0.008

0.406

100%

2.0

0.008

0.406

100%

2.0

0.008

0.406

100%

C. D. CONSTANTINESCU and J. M. RAMIREZ and W. R. Z...

2019

2.0

0.008

0.406

100%

2.0

0.008

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.