Citation Analysis – Cluster GARCH\emph\normalsize

Cluster GARCH\emph\normalsize
Chen Tong, Peter Reinhard Hansen, Ilya Archakov
https://arxiv.org/abs/2406.06860

Citation mentions

Cited references

Sections

9,657

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	Hansen, P. R. and Tong, C (self)	2024	5	5	8.0	0.066	1.000	100%
2	Archakov, I. and Hansen, P. R (self)	2024	6	4	9.0	0.079	1.000	100%
3	Archakov, I. and Hansen, P. R (self)	2021	9	5	10.5	0.118	0.962	89%
4	Creal, D., Koopman, S. J., and Lucas, A	2013	4	3	6.0	0.053	0.928	100%
5	Engle, R. and Kelly, B	2012	4	3	5.0	0.053	0.928	100%
6	Archakov, I., Hansen, P. R., and Lunde, A (self)	2020	4	3	5.0	0.053	0.928	100%
7	Hafner, C. M. and Wang, L	2023	4	3	6.0	0.053	0.928	100%
8	Creal, D., Koopman, S. J., and Lucas, A	2012	5	4	6.0	0.066	0.843	60%
9	Oh, D. H. and Patton, A. J	2023	3	2	4.0	0.039	0.737	100%
10	Engle, R. F	2002	2	2	3.0	0.026	0.644	100%
11	Engle, R. F. and Sheppard, K	2001	2	2	3.0	0.026	0.644	100%
12	Aielli, G. P	2013	2	2	3.0	0.026	0.644	100%
13	Opschoor, A., Janus, P., Lucas, A., and van Dijk, ...	2017	2	2	3.0	0.026	0.644	100%
14	Linton, O. and McCrorie, J. R	1995	2	2	2.5	0.026	0.511	50%
15	Engle, R. F	1982	1	1	1.0	0.013	0.406	100%
16	Bollerslev, T	1986	1	1	1.0	0.013	0.406	100%
17	Bauwens, L., Laurent, S., and Rombouts, J. V. K	2006	1	1	1.0	0.013	0.406	100%
18	Bollerslev, T	1990	1	1	1.0	0.013	0.406	100%
19	Tse, Y. K. and Tsui, A. K. C	2002	1	1	1.0	0.013	0.406	100%
20	Engle, R. F., Ledoit, O., and Wolf, M	2019	1	1	1.0	0.013	0.406	100%
21	Pakel, C., Shephard, N., Sheppard, K., and Engle, ...	2021	1	1	1.0	0.013	0.406	100%
22	Andersen, T. G., Ding, Y., and Todorov, V	2024	1	1	1.0	0.013	0.406	100%
23	Kotz, S. and Nadarajah, S	2004	1	1	1.0	0.013	0.406	100%
24	Harvey, A	2013	1	1	1.0	0.013	0.406	100%
25	Ibragimov, M., Ibragimov, R., and Walden, J	2015	1	1	1.0	0.013	0.406	100%
26	Creal, D. and Tsay, R. S	2015	1	1	1.0	0.013	0.406	100%
27	Opschoor, A., Lucas, A., Barra, I., and van Dijk, ...	2021	1	1	1.0	0.013	0.406	100%
28	Tong, C. and Hansen, P. R (self)	2023	1	1	1.0	0.013	0.406	100%
29	Gorgi, P., Hansen, P. R., Janus, P., and Koopman, ... (self)	2019	1	1	1.0	0.013	0.406	100%
30	Archakov, I., Hansen, P. R., and Luo, Y (self)	2024	1	1	2.0	0.013	0.406	100%
31	Pedersen, R. S	2016	1	1	2.0	0.013	0.406	100%
32	Nelson, D. B	1991	1	1	2.0	0.013	0.406	100%
33	Hurst, S	1995	1	1	0.5	0.013	0.087	0%
34	Joarder, A. H	1995	1	1	0.5	0.013	0.087	0%
35	Laub, A. J	2004	1	1	0.5	0.013	0.087	0%
36	Magnus, J. R. and Neudecker, H	1979	1	1	0.5	0.013	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Hansen, P. R. and Tong, C (self)

2024

8.0

0.066

1.000

100%

Archakov, I. and Hansen, P. R (self)

2024

9.0

0.079

1.000

100%

Archakov, I. and Hansen, P. R (self)

2021

10.5

0.118

0.962

89%

Creal, D., Koopman, S. J., and Lucas, A

2013

6.0

0.053

0.928

100%

Engle, R. and Kelly, B

2012

5.0

0.053

0.928

100%

Archakov, I., Hansen, P. R., and Lunde, A (self)

2020

5.0

0.053

0.928

100%

Hafner, C. M. and Wang, L

2023

6.0

0.053

0.928

100%

Creal, D., Koopman, S. J., and Lucas, A

2012

6.0

0.066

0.843

60%

Oh, D. H. and Patton, A. J

2023

4.0

0.039

0.737

100%

Engle, R. F

2002

3.0

0.026

0.644

100%

Engle, R. F. and Sheppard, K

2001

3.0

0.026

0.644

100%

Aielli, G. P

2013

3.0

0.026

0.644

100%

Opschoor, A., Janus, P., Lucas, A., and van Dijk, ...

2017

3.0

0.026

0.644

100%

Linton, O. and McCrorie, J. R

1995

2.5

0.026

0.511

50%

Engle, R. F

1982

1.0

0.013

0.406

100%

Bollerslev, T

1986

1.0

0.013

0.406

100%

Bauwens, L., Laurent, S., and Rombouts, J. V. K

2006

1.0

0.013

0.406

100%

Bollerslev, T

1990

1.0

0.013

0.406

100%

Tse, Y. K. and Tsui, A. K. C

2002

1.0

0.013

0.406

100%

Engle, R. F., Ledoit, O., and Wolf, M

2019

1.0

0.013

0.406

100%

Pakel, C., Shephard, N., Sheppard, K., and Engle, ...

2021

1.0

0.013

0.406

100%

Andersen, T. G., Ding, Y., and Todorov, V

2024

1.0

0.013

0.406

100%

Kotz, S. and Nadarajah, S

2004

1.0

0.013

0.406

100%

Harvey, A

2013

1.0

0.013

0.406

100%

Ibragimov, M., Ibragimov, R., and Walden, J

2015

1.0

0.013

0.406

100%

Creal, D. and Tsay, R. S

2015

1.0

0.013

0.406

100%

Opschoor, A., Lucas, A., Barra, I., and van Dijk, ...

2021

1.0

0.013

0.406

100%

Tong, C. and Hansen, P. R (self)

2023

1.0

0.013

0.406

100%

Gorgi, P., Hansen, P. R., Janus, P., and Koopman, ... (self)

2019

1.0

0.013

0.406

100%

Archakov, I., Hansen, P. R., and Luo, Y (self)

2024

2.0

0.013

0.406

100%

Pedersen, R. S

2016

2.0

0.013

0.406

100%

Nelson, D. B

1991

2.0

0.013

0.406

100%

Hurst, S

1995

0.5

0.013

0.087

Joarder, A. H

1995

0.5

0.013

0.087

Laub, A. J

2004

0.5

0.013

0.087

Magnus, J. R. and Neudecker, H

1979

0.5

0.013

0.087

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.