Citation Analysis – \textbfHow to Compare Copula Forecasts?

\textbfHow to Compare Copula Forecasts?
Tobias Fissler, Yannick Hoga
https://arxiv.org/abs/2410.04165

Citation mentions

Cited references

Sections

7,336

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	Gneiting, T.	2011	6	3	12.0	0.079	1.000	100%
2	Fissler, T. and Hoga, Y. (self)	2024	7	3	10.0	0.092	1.000	100%
3	Diebold, F. X. and Mariano, R. S.	1995	5	4	10.0	0.066	1.000	100%
4	K. H. Osband	1985	4	3	8.0	0.053	0.928	100%
5	Giacomini, R. and White, H.	2006	4	3	6.5	0.053	0.843	75%
6	Creal, D. and Koopman, S. J. and Lucas, A.	2013	4	2	8.0	0.053	0.811	100%
7	Sklar, A.	1959	3	2	6.0	0.039	0.737	100%
8	Gneiting, T. and Raftery, A. E.	2007	3	2	6.0	0.039	0.737	100%
9	Chen, X. and Fan, Y.	2006	2	2	4.0	0.026	0.644	100%
10	Diks, C. and Panchenko, V. and van Dijk, D.	2010	2	2	4.0	0.026	0.644	100%
11	McNeil, A. J. and Frey, R. and Embrechts, P.	2015	2	2	3.0	0.026	0.644	100%
12	Laurent, S. and Rombouts, J. V. K. and Violante, F...	2012	2	2	4.0	0.026	0.644	100%
13	Coroneo, L. and Iacone, F.	2020	2	2	4.0	0.026	0.644	100%
14	Giacomini, E. and Ha	2009	1	1	2.0	0.013	0.406	100%
15	Patton, A. J.	2004	1	1	2.0	0.013	0.406	100%
16	Bernardi, M. and Catania, L.	2019	1	1	2.0	0.013	0.406	100%
17	Manner, H. and Reznikova, O.	2012	1	1	2.0	0.013	0.406	100%
18	Patton, A. J.	2013	1	1	2.0	0.013	0.406	100%
19	Mo	2013	1	1	2.0	0.013	0.406	100%
20	Patton, A. J.	2006	1	1	2.0	0.013	0.406	100%
21	Fissler, T. and Ziegel, J. F. (self)	2016	1	1	2.0	0.013	0.406	100%
22	Engle, R. F.	2002	1	1	2.0	0.013	0.406	100%
23	Ziegel, Johanna F. and Gneiting, Tilmann	2014	1	1	2.0	0.013	0.406	100%
24	Patton, A. J.	2020	1	1	2.0	0.013	0.406	100%
25	F. Bellini and V. Bignozzi	2015	1	1	2.0	0.013	0.406	100%
26	T. Fissler and J. F. Ziegel (self)	2019	1	1	2.0	0.013	0.406	100%
27	Holzmann, H. and Eulert, M.	2014	1	1	2.0	0.013	0.406	100%
28	Heinrich, C.	2014	1	1	2.0	0.013	0.406	100%
29	Gneiting, T. and Ranjan, R.	2013	1	1	2.0	0.013	0.406	100%
30	Genz, A.	2004	1	1	2.0	0.013	0.406	100%
31	Alan Genz and Frank Bretz	2009	1	1	2.0	0.013	0.406	100%
32	Engle, R. F.	1984	1	1	2.0	0.013	0.406	100%
33	Bollerslev, T.	1990	1	1	2.0	0.013	0.406	100%
34	Francq, C. and Zako\"i	2010	1	1	2.0	0.013	0.406	100%
35	Laurent, S. and Rombouts, J. V. K. and Violante, F...	2013	1	1	2.0	0.013	0.406	100%
36	Van der Weide, Roy	2002	1	1	2.0	0.013	0.406	100%
37	Harvey, A. C.	2013	1	1	2.0	0.013	0.406	100%
38	Boudt, Kris and Galanos, Alexios and Payseur, Scot...	2019	1	1	2.0	0.013	0.406	100%
39	Ghalanos, A.	2022	1	1	2.0	0.013	0.406	100%
40	Ardia, D. and Boudt, K. and Catania, L.	2019	1	1	2.0	0.013	0.406	100%
41	Adrian, T. and Brunnermeier, M. K.	2016	1	1	1.0	0.013	0.406	100%
42	White, H.	2001	2	1	1.0	0.026	0.110	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Gneiting, T.

2011

12.0

0.079

1.000

100%

Fissler, T. and Hoga, Y. (self)

2024

10.0

0.092

1.000

100%

Diebold, F. X. and Mariano, R. S.

1995

10.0

0.066

1.000

100%

K. H. Osband

1985

8.0

0.053

0.928

100%

Giacomini, R. and White, H.

2006

6.5

0.053

0.843

75%

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

2013

8.0

0.053

0.811

100%

Sklar, A.

1959

6.0

0.039

0.737

100%

Gneiting, T. and Raftery, A. E.

2007

6.0

0.039

0.737

100%

Chen, X. and Fan, Y.

2006

4.0

0.026

0.644

100%

Diks, C. and Panchenko, V. and van Dijk, D.

2010

4.0

0.026

0.644

100%

McNeil, A. J. and Frey, R. and Embrechts, P.

2015

3.0

0.026

0.644

100%

Laurent, S. and Rombouts, J. V. K. and Violante, F...

2012

4.0

0.026

0.644

100%

Coroneo, L. and Iacone, F.

2020

4.0

0.026

0.644

100%

Giacomini, E. and Ha

2009

2.0

0.013

0.406

100%

Patton, A. J.

2004

2.0

0.013

0.406

100%

Bernardi, M. and Catania, L.

2019

2.0

0.013

0.406

100%

Manner, H. and Reznikova, O.

2012

2.0

0.013

0.406

100%

Patton, A. J.

2013

2.0

0.013

0.406

100%

2013

2.0

0.013

0.406

100%

Patton, A. J.

2006

2.0

0.013

0.406

100%

Fissler, T. and Ziegel, J. F. (self)

2016

2.0

0.013

0.406

100%

Engle, R. F.

2002

2.0

0.013

0.406

100%

Ziegel, Johanna F. and Gneiting, Tilmann

2014

2.0

0.013

0.406

100%

Patton, A. J.

2020

2.0

0.013

0.406

100%

F. Bellini and V. Bignozzi

2015

2.0

0.013

0.406

100%

T. Fissler and J. F. Ziegel (self)

2019

2.0

0.013

0.406

100%

Holzmann, H. and Eulert, M.

2014

2.0

0.013

0.406

100%

Heinrich, C.

2014

2.0

0.013

0.406

100%

Gneiting, T. and Ranjan, R.

2013

2.0

0.013

0.406

100%

Genz, A.

2004

2.0

0.013

0.406

100%

Alan Genz and Frank Bretz

2009

2.0

0.013

0.406

100%

Engle, R. F.

1984

2.0

0.013

0.406

100%

Bollerslev, T.

1990

2.0

0.013

0.406

100%

Francq, C. and Zako\"i

2010

2.0

0.013

0.406

100%

Laurent, S. and Rombouts, J. V. K. and Violante, F...

2013

2.0

0.013

0.406

100%

Van der Weide, Roy

2002

2.0

0.013

0.406

100%

Harvey, A. C.

2013

2.0

0.013

0.406

100%

Boudt, Kris and Galanos, Alexios and Payseur, Scot...

2019

2.0

0.013

0.406

100%

Ghalanos, A.

2022

2.0

0.013

0.406

100%

Ardia, D. and Boudt, K. and Catania, L.

2019

2.0

0.013

0.406

100%

Adrian, T. and Brunnermeier, M. K.

2016

1.0

0.013

0.406

100%

White, H.

2001

1.0

0.026

0.110

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.