← Back to paper list

Citation Analysis

\LARGE Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data
Degui Li, Oliver Linton, Haoxuan Zhang
https://arxiv.org/abs/2403.06246
138
Citation mentions
56
Cited references
11
Sections
8,289
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 11 4 18.0 0.080 1.000 100%
2 8 6 14.0 0.058 1.000 100%
3 8 3 15.0 0.058 1.000 100%
4 12 7 19.5 0.087 0.971 92%
5 9 5 11.0 0.065 0.920 78%
6 19 7 23.0 0.138 0.881 68%
7 3 3 5.0 0.022 0.843 100%
8 3 3 5.0 0.022 0.843 100%
9 3 2 4.0 0.022 0.737 100%
10 2 2 3.0 0.014 0.644 100%
11 2 2 3.0 0.014 0.644 100%
12 2 2 3.0 0.014 0.644 100%
13 2 2 3.0 0.014 0.644 100%
14 2 2 3.0 0.014 0.644 100%
15 2 2 3.0 0.014 0.644 100%
16 2 2 3.0 0.014 0.644 100%
17 2 2 3.0 0.014 0.644 100%
18 2 2 3.0 0.014 0.644 100%
19 2 2 3.0 0.014 0.644 100%
20 2 2 3.0 0.014 0.644 100%
21 2 2 3.0 0.014 0.644 100%
22 2 2 4.0 0.014 0.644 100%
23 2 1 2.0 0.014 0.511 100%
24 2 1 2.0 0.014 0.511 100%
25 1 1 1.0 0.007 0.406 100%
26 1 1 1.0 0.007 0.406 100%
27 1 1 1.0 0.007 0.406 100%
28 1 1 1.0 0.007 0.406 100%
29 1 1 1.0 0.007 0.406 100%
30 1 1 1.0 0.007 0.406 100%
31 1 1 1.0 0.007 0.406 100%
32 1 1 1.0 0.007 0.406 100%
33 1 1 1.0 0.007 0.406 100%
34 1 1 1.0 0.007 0.406 100%
35 1 1 1.0 0.007 0.406 100%
36 1 1 1.0 0.007 0.406 100%
37 1 1 1.0 0.007 0.406 100%
38 1 1 1.0 0.007 0.406 100%
39 1 1 1.0 0.007 0.406 100%
40 1 1 1.0 0.007 0.406 100%
41 1 1 1.0 0.007 0.406 100%
42 1 1 1.0 0.007 0.406 100%
43 1 1 2.0 0.007 0.406 100%
44 1 1 2.0 0.007 0.406 100%
45 1 1 2.0 0.007 0.406 100%
46 1 1 2.0 0.007 0.406 100%
47 1 1 2.0 0.007 0.406 100%
48 1 1 2.0 0.007 0.406 100%
49 1 1 2.0 0.007 0.406 100%
50 1 1 2.0 0.007 0.406 100%
51 1 1 2.0 0.007 0.406 100%
52 1 1 2.0 0.007 0.406 100%
53 1 1 2.0 0.007 0.406 100%
54 1 1 0.5 0.007 0.087 0%
55 1 1 0.5 0.007 0.087 0%
56 1 1 0.5 0.007 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.