Citation Analysis

Non-linear dependence and Granger causality:\\ A vine copula approach
Roberto Fuentes-Martínez, Irene Crimaldi, Armando Rungi
https://arxiv.org/abs/2409.15070
120
Citation mentions
40
Cited references
8
Sections
9,606
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 Xiaojun Song and Abderrahim Taamouti 9 3 13.0 0.075 1.000 100%
2 Hyuna Jang and Jong-Min Kim and Hohsuk Noh 2022 25 8 44.0 0.208 0.973 92%
3 Firouz Fallahi 2011 6 4 8.5 0.050 0.941 83%
4 John Kraft and Arthur Kraft 1978 5 4 6.5 0.042 0.928 80%
5 Cees Diks and Valentyn Panchenko 2006 6 2 8.0 0.050 0.874 100%
6 Jong-Min Kim and Namgil Lee and Sun Young Hwang 2020 3 2 5.0 0.025 0.737 100%
7 Aslan, Alper and Apergis, Nicholas and Yildirim, S... 2014 3 3 3.5 0.025 0.737 67%
8 David I. Stern 1993 3 3 3.5 0.025 0.737 67%
9 David I. Stern 2000 3 3 3.5 0.025 0.737 67%
10 Nicholas Bowden and James E. Payne 2009 3 3 3.5 0.025 0.737 67%
11 Thomas Nagler and Daniel Krüger and Aleksey Min 2022 7 4 5.5 0.058 0.659 29%
12 Sheng-Tung Chen and Hsiao-I Kuo and Chi-Chung Chen 2007 2 2 3.0 0.017 0.644 100%
13 Payne, James E 2009 2 2 3.0 0.017 0.644 100%
14 Ilhan Ozturk 2010 2 2 3.0 0.017 0.644 100%
15 Beare, Brendan K. and Seo, Juwon 2015 8 5 6.0 0.067 0.630 25%
16 Hiemstra, Craig and Jones, Jonathan D. 1994 3 1 3.0 0.025 0.585 100%
17 Diks, Cees and Wolski, Marcin 2016 3 1 3.0 0.025 0.585 100%
18 Harry Joe 1996 2 2 1.5 0.017 0.511 50%
19 Brechmann, Eike Christian and Czado, Claudia 2015 2 2 1.5 0.017 0.511 50%
20 Smith, Michael 2015 2 2 1.5 0.017 0.511 50%
21 Peter C. B. Phillips and Pierre Perron 1988 2 2 2.5 0.017 0.511 50%
22 C. W. J. Granger 1969 1 1 1.0 0.008 0.406 100%
23 Shojaie, Ali and Fox, Emily B. 2022 1 1 1.0 0.008 0.406 100%
24 Czado, Claudia and Nagler, Thomas 2022 1 1 1.0 0.008 0.406 100%
25 Ancona, Nicola and Marinazzo, Daniele and Stramagl... 2004 1 1 1.0 0.008 0.406 100%
26 Zhidong Bai and Yongchang Hui and Zhihui Lv and Wi... 2017 1 1 1.0 0.008 0.406 100%
27 Lee, Tae Hwy and Yang, Weiping 2014 1 1 2.0 0.008 0.406 100%
28 Bertrand Candelon and Sessi Tokpavi 2016 1 1 2.0 0.008 0.406 100%
29 Xiaojun Song and Abderrahim Taamouti 2021 1 1 2.0 0.008 0.406 100%
30 Hyuna Jang, Jong-Min Kim and Hohsuk Noh 2023 1 1 2.0 0.008 0.406 100%
31 Paparoditis, Efstathios and Politis, Dimitris 2000 1 1 2.0 0.008 0.406 100%
32 Hmamouche, Youssef 2020 1 1 2.0 0.008 0.406 100%
33 Huang, Bwo-Nung and Hwang, M.J. and Yang, C.W. 2008 1 1 2.0 0.008 0.406 100%
34 Chiou-Wei, Song Zan and Chen, Ching-Fu and Zhu, Zh... 2008 1 1 2.0 0.008 0.406 100%
35 Sklar, M 1959 1 1 0.5 0.008 0.087 0%
36 Morales Napoles, Oswaldo 2010 1 1 0.5 0.008 0.087 0%
37 Cooke, Roger and Kurowicka, Dorota 2006 1 1 0.5 0.008 0.087 0%
38 J. Dißmann and E.C. Brechmann and C. Czado and D. ... 2013 1 1 0.5 0.008 0.087 0%
39 Eden S.H. Yu and Been-Kwei Hwang 1984 1 1 0.5 0.008 0.087 0%
40 James E. Payne 2009 1 1 0.5 0.008 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.