Citation Analysis

Estimation of Integrated Volatility Functionals with Kernel Spot Volatility Estimators
José E. Figueroa-López, Jincheng Pang, Bei Wu
https://arxiv.org/abs/2407.09759
91
Citation mentions
19
Cited references
6
Sections
15,924
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 Li, J., Liu, Y., Xiu, D. et al. 2019 10 4 17.0 0.110 1.000 100%
2 Figueroa-López, J. E. & Li, C. (self) 2020 10 6 15.0 0.110 0.928 80%
3 Jacod, J. & Rosenbaum, M. 2013 12 5 15.0 0.132 0.909 75%
4 Kristensen, D. 2010 7 2 9.0 0.077 0.874 100%
5 Figueroa-López, J. E. & Wu, B. (self) 2024 4 3 4.5 0.044 0.843 75%
6 Jacod, J. & Rosenbaum, M. 2015 22 10 26.5 0.242 0.839 59%
7 Fan, J. & Wang, Y. 2008 3 2 4.0 0.033 0.737 100%
8 Jacod, J. & Protter, P. 2011 10 5 9.5 0.110 0.669 30%
9 Renault, E., Sarisoy, C. & Werker, B. 2017 2 1 2.0 0.022 0.511 100%
10 Ait-Sahalia, Y. & Jacod, J. 2014 2 2 2.5 0.022 0.511 50%
11 A\"\it-Sahalia, Y. & Xiu, D. 2019 1 1 1.0 0.011 0.406 100%
12 Li, J. & Xiu, D. 2016 1 1 1.0 0.011 0.406 100%
13 Mykland, P. A. & Zhang, L. 2009 1 1 1.0 0.011 0.406 100%
14 Clement, E., Delattre, S. & Gloter, A. 2013 1 1 1.0 0.011 0.406 100%
15 Li, J. & Liu, Y. 2021 1 1 1.0 0.011 0.406 100%
16 Chen, R. Y. 2019 1 1 1.0 0.011 0.406 100%
17 Mancini, C., Mattiussi, V. & Reno, R. 2015 1 1 1.0 0.011 0.406 100%
18 Benvenuti, F. 2021 1 1 1.0 0.011 0.406 100%
19 Figueroa-Lopez, J. & Li, C. 2020 1 1 0.5 0.011 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.