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Citation Analysis

An unbounded intensity model for point processes
Kim Christensen, Alexei Kolokolov
https://arxiv.org/abs/2408.06519
92
Citation mentions
57
Cited references
8
Sections
8,561
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 Christensen, Oomen, and Ren\`o (self) 2022 8 6 14.0 0.087 1.000 100%
2 Hawkes 1971 4 4 6.0 0.043 0.928 100%
3 Jacod and Protter 2012 5 4 6.0 0.054 0.843 60%
4 Mykland and Zhang 2017 3 3 4.0 0.033 0.843 100%
5 Bollerslev, Li, and Xue 2018 3 2 4.0 0.033 0.737 100%
6 Clark 1973 2 2 3.0 0.022 0.644 100%
7 Tauchen and Pitts 1983 2 2 3.0 0.022 0.644 100%
8 Kyle 1985 2 2 3.0 0.022 0.644 100%
9 Cox 1955 2 2 3.0 0.022 0.644 100%
10 Kingman 1961 2 2 3.0 0.022 0.644 100%
11 Clinet and Potiron 2018 2 2 3.0 0.022 0.644 100%
12 Andersen and Bollerslev 1998 2 2 3.0 0.022 0.644 100%
13 Barndorff-Nielsen and Shephard 2002 2 2 3.0 0.022 0.644 100%
14 Hayashi, Jacod, and Yoshida 2011 2 2 3.0 0.022 0.644 100%
15 Li and Xiu 2016 2 2 3.0 0.022 0.644 100%
16 Kandel and Pearson 1995 2 2 3.0 0.022 0.644 100%
17 A\"it-Sahalia and Jacod 2009 2 2 3.0 0.022 0.644 100%
18 Todorov and Tauchen 2010 2 2 3.0 0.022 0.644 100%
19 Kristensen 2010 2 2 4.0 0.022 0.644 100%
20 Daley and Vere-Jones 2003 2 2 2.5 0.022 0.511 50%
21 Lacave, Ranaldo, and de Magistris 2023 2 1 4.0 0.022 0.511 100%
22 Naes and Skjeltorp 2006 2 1 4.0 0.022 0.511 100%
23 Epps and Epps 1976 1 1 1.0 0.011 0.406 100%
24 Admati and Pfleiderer 1988 1 1 1.0 0.011 0.406 100%
25 Almgren and Chriss 2001 1 1 1.0 0.011 0.406 100%
26 Engle and Russell 1998 1 1 1.0 0.011 0.406 100%
27 Potiron and Mykland 2020 1 1 1.0 0.011 0.406 100%
28 Hansen and Lunde 2006 1 1 1.0 0.011 0.406 100%
29 Andersen, Dobrev, and Schaumburg 2008 1 1 1.0 0.011 0.406 100%
30 Hong, Nolte, Taylor, and Zhao 2021 1 1 1.0 0.011 0.406 100%
31 Andersen, Li, Todorov, and Zhou 2023 1 1 1.0 0.011 0.406 100%
32 Rambaldi, Pennesi, and Lillo 2015 1 1 1.0 0.011 0.406 100%
33 Rambaldi, Filimonov, and Lillo 2018 1 1 1.0 0.011 0.406 100%
34 Thistlethwaite and Campbell 1960 1 1 1.0 0.011 0.406 100%
35 Delbaen and Schachermayer 1994 1 1 2.0 0.011 0.406 100%
36 Comte and Renault 1998 1 1 2.0 0.011 0.406 100%
37 Gatheral, Jaisson, and Rosenbaum 2018 1 1 2.0 0.011 0.406 100%
38 Andersen 1996 1 1 2.0 0.011 0.406 100%
39 Bugni, Li, and Li 2023 1 1 2.0 0.011 0.406 100%
40 Politis, Romano, and Wolf 1999 1 1 2.0 0.011 0.406 100%
41 Kalnina 2011 1 1 2.0 0.011 0.406 100%
42 Christensen, Podolskij, Thamrongrat, and Veliyev (self) 2017 1 1 2.0 0.011 0.406 100%
43 Cox, Ingersoll, and Ross 1985 1 1 2.0 0.011 0.406 100%
44 Duffie 2005 1 1 2.0 0.011 0.406 100%
45 Heston 1993 1 1 2.0 0.011 0.406 100%
46 Li, Todorov, and Tauchen 2013 1 1 2.0 0.011 0.406 100%
47 Hong and Wang 2000 1 1 2.0 0.011 0.406 100%
48 Andersen, Dobrev, and Schaumburg 2012 1 1 2.0 0.011 0.406 100%
49 Hasbrouck 1999 1 1 2.0 0.011 0.406 100%
50 Taylor and Xu 1997 1 1 2.0 0.011 0.406 100%
51 Stoltenberg, Mykland, and Zhang 2022 1 1 2.0 0.011 0.406 100%
52 Amihud 2002 1 1 2.0 0.011 0.406 100%
53 Harris and Raviv 1993 1 1 2.0 0.011 0.406 100%
54 Glosten and Milgrom 1985 1 1 2.0 0.011 0.406 100%
55 Bandi, Kolokolov, Pirino, and Ren\`o (self) 2020 1 1 2.0 0.011 0.406 100%
56 Huang and Wang 2009 1 1 2.0 0.011 0.406 100%
57 Alvarez, Panloup, Pontier, and Savy 2012 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.

Citation intensity data generated from LaTeX source analysis.