Citation Analysis – The Fourier-Malliavin Volatility (FMVol)\\MATLAB$^\circledR

The Fourier-Malliavin Volatility (FMVol)\\MATLAB$^\circledR
Simona Sanfelici, Giacomo Toscano
https://arxiv.org/abs/2402.00172

Citation mentions

Cited references

Sections

6,455

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	Malliavin, P. and Mancino, M	2009	6	5	10.0	0.120	0.941	83%
2	Malliavin, P. and Mancino, M	2002	5	4	8.0	0.100	0.928	80%
3	Mancino, M. and Sanfelici, S (self)	2008	4	4	8.0	0.080	0.928	100%
4	Malliavin, P	1995	3	3	6.0	0.060	0.843	100%
5	Mancino, M., Mariotti, T., and Toscano, G (self)	2022	4	2	8.0	0.080	0.811	100%
6	Livieri, G., Mancino, M., and Marmi, S	2019	2	2	4.0	0.040	0.644	100%
7	Mancino, M. and Sanfelici, S (self)	2011	2	2	4.0	0.040	0.644	100%
8	Curato, I	2019	2	2	4.0	0.040	0.644	100%
9	Toscano, G., Livieri, G., Mancino, M., and Marmi, ... (self)	2024	2	2	4.0	0.040	0.644	100%
10	Heston, S	1993	2	2	4.0	0.040	0.644	100%
11	Ait-Sahalia, Y. and Jacod, J	2014	2	1	2.0	0.040	0.511	100%
12	Mumenthaler, C., Renaud, O., Gava, R., and Brosch,...	2021	1	1	1.0	0.020	0.406	100%
13	Yap, J. S., Fan, J., and Wu, R	2009	1	1	1.0	0.020	0.406	100%
14	Grogan, E., Morris, J. J., Norris, P., France, D.,...	2004	1	1	1.0	0.020	0.406	100%
15	Papantonopoulos, G., Takahashi, K., Bountis, T., a...	2013	1	1	1.0	0.020	0.406	100%
16	Bloomfield, P	2000	1	1	1.0	0.020	0.406	100%
17	Hannan, E	1970	1	1	1.0	0.020	0.406	100%
18	Priestley, M	1983	1	1	1.0	0.020	0.406	100%
19	Christie, A. A	1982	1	1	1.0	0.020	0.406	100%
20	Mancino, M. and Recchioni, M	2015	1	1	2.0	0.020	0.406	100%
21	Curato, I. and Sanfelici, S (self)	2015	1	1	2.0	0.020	0.406	100%
22	Curato, I. and Sanfelici, S (self)	2022	1	1	2.0	0.020	0.406	100%
23	Mancino, M. and Toscano, G (self)	2022	1	1	2.0	0.020	0.406	100%
24	Toscano, G (self)	2022	1	1	2.0	0.020	0.406	100%
25	Sanfelici, S., Curato, I., and Mancino, M (self)	2015	1	1	2.0	0.020	0.406	100%
26	Mancino, M. and Sanfelici, S (self)	2012	1	1	2.0	0.020	0.406	100%
27	Mudelsee, M	2014	1	1	2.0	0.020	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Malliavin, P. and Mancino, M

2009

10.0

0.120

0.941

83%

Malliavin, P. and Mancino, M

2002

8.0

0.100

0.928

80%

Mancino, M. and Sanfelici, S (self)

2008

8.0

0.080

0.928

100%

Malliavin, P

1995

6.0

0.060

0.843

100%

Mancino, M., Mariotti, T., and Toscano, G (self)

2022

8.0

0.080

0.811

100%

Livieri, G., Mancino, M., and Marmi, S

2019

4.0

0.040

0.644

100%

Mancino, M. and Sanfelici, S (self)

2011

4.0

0.040

0.644

100%

Curato, I

2019

4.0

0.040

0.644

100%

Toscano, G., Livieri, G., Mancino, M., and Marmi, ... (self)

2024

4.0

0.040

0.644

100%

Heston, S

1993

4.0

0.040

0.644

100%

Ait-Sahalia, Y. and Jacod, J

2014

2.0

0.040

0.511

100%

Mumenthaler, C., Renaud, O., Gava, R., and Brosch,...

2021

1.0

0.020

0.406

100%

Yap, J. S., Fan, J., and Wu, R

2009

1.0

0.020

0.406

100%

Grogan, E., Morris, J. J., Norris, P., France, D.,...

2004

1.0

0.020

0.406

100%

Papantonopoulos, G., Takahashi, K., Bountis, T., a...

2013

1.0

0.020

0.406

100%

Bloomfield, P

2000

1.0

0.020

0.406

100%

Hannan, E

1970

1.0

0.020

0.406

100%

Priestley, M

1983

1.0

0.020

0.406

100%

Christie, A. A

1982

1.0

0.020

0.406

100%

Mancino, M. and Recchioni, M

2015

2.0

0.020

0.406

100%

Curato, I. and Sanfelici, S (self)

2015

2.0

0.020

0.406

100%

Curato, I. and Sanfelici, S (self)

2022

2.0

0.020

0.406

100%

Mancino, M. and Toscano, G (self)

2022

2.0

0.020

0.406

100%

Toscano, G (self)

2022

2.0

0.020

0.406

100%

Sanfelici, S., Curato, I., and Mancino, M (self)

2015

2.0

0.020

0.406

100%

Mancino, M. and Sanfelici, S (self)

2012

2.0

0.020

0.406

100%

Mudelsee, M

2014

2.0

0.020

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.