Citation Analysis – Moments by Integrating the Moment-Generating Function

Moments by Integrating the Moment-Generating Function
Peter Reinhard Hansen, Chen Tong
https://arxiv.org/abs/2410.23587

Citation mentions

Cited references

Sections

5,023

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)	2025	2	2	3.0	0.043	0.644	100%
2	Meng, X.-L	2005	3	1	3.0	0.065	0.585	100%
3	Kawata, T	1972	2	2	1.5	0.043	0.511	50%
4	Laue, G	1980	2	2	1.5	0.043	0.511	50%
5	Cressie, N. and Borkent, M	1986	2	2	1.5	0.043	0.511	50%
6	Sch\"urger, K	2002	3	2	2.0	0.065	0.511	33%
7	Kim, Y. S., Rachev, S. T., Bianchi, M. L., and Fab...	2010	2	1	4.0	0.043	0.511	100%
8	Huang, X. and Oosterlee, C. W	2011	2	1	4.0	0.043	0.511	100%
9	Barndorff-Nielsen, O. E. and Stelzer, R	2005	2	1	4.0	0.043	0.511	100%
10	Wolfe, S	1975	1	1	1.0	0.022	0.406	100%
11	Samko, S. G., Kilbas, A. A., and Marichev, O. I	1993	1	1	1.0	0.022	0.406	100%
12	Matsui, M. and Pawlas, Z	2016	1	1	1.0	0.022	0.406	100%
13	Tomovski, \vZ., Metzler, R., and Gerhold, S	2022	1	1	1.0	0.022	0.406	100%
14	Cressie, N., Davis, A. S., Folks, J. L., and Polic...	1981	1	1	1.0	0.022	0.406	100%
15	Jones, M	1987	1	1	1.0	0.022	0.406	100%
16	Pinelis, I	2011	1	1	2.0	0.022	0.406	100%
17	Barndorff-Nielsen, O. E	1978	1	1	2.0	0.022	0.406	100%
18	Barndorff-Nielsen, O. E., Blaesild, P., Jensen, J....	1985	1	1	2.0	0.022	0.406	100%
19	Chen, J. and Revels, J	2016	1	1	2.0	0.022	0.406	100%
20	Bezanson, J., Edelman, A., Karpinski, S., and Shah...	2017	1	1	2.0	0.022	0.406	100%
21	Heston, S. L. and Nandi, S	2000	1	1	2.0	0.022	0.406	100%
22	Corsi, F., Fusari, N., and Vecchia, D. L	2013	1	1	2.0	0.022	0.406	100%
23	Majewski, A. A., Bormetti, G., and Corsi, F	2015	1	1	2.0	0.022	0.406	100%
24	Gourieroux, C. and Jasiak, J	2006	1	1	2.0	0.022	0.406	100%
25	Cox, J. C., Ingersoll, J. E., and Ross, S. A	1985	1	1	2.0	0.022	0.406	100%
26	Engle, R. F. and Gallo, G	2006	1	1	2.0	0.022	0.406	100%
27	Corsi, F	2009	1	1	2.0	0.022	0.406	100%
28	Barndorff-Nielsen, O. E., Hansen, P. R., Lunde, A.... (self)	2008	1	1	2.0	0.022	0.406	100%
29	Andersen, T. G., Bollerslev, T., Frederiksen, P., ...	2010	1	1	2.0	0.022	0.406	100%
30	Alitab, D., Bormetti, G., Corsi, F., and Majewski,...	2020	1	1	2.0	0.022	0.406	100%
31	Hansen, L. P (self)	1982	1	1	1.0	0.022	0.406	100%
32	McFadden, D	1989	1	1	1.0	0.022	0.406	100%
33	Duffie, D. and Singleton, K. J	1993	1	1	1.0	0.022	0.406	100%
34	Gradshteyn, I. S. and Ryzhik, I. M	2007	2	1	1.0	0.043	0.110	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

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

2025

3.0

0.043

0.644

100%

Meng, X.-L

2005

3.0

0.065

0.585

100%

Kawata, T

1972

1.5

0.043

0.511

50%

Laue, G

1980

1.5

0.043

0.511

50%

Cressie, N. and Borkent, M

1986

1.5

0.043

0.511

50%

Sch\"urger, K

2002

2.0

0.065

0.511

33%

Kim, Y. S., Rachev, S. T., Bianchi, M. L., and Fab...

2010

4.0

0.043

0.511

100%

Huang, X. and Oosterlee, C. W

2011

4.0

0.043

0.511

100%

Barndorff-Nielsen, O. E. and Stelzer, R

2005

4.0

0.043

0.511

100%

Wolfe, S

1975

1.0

0.022

0.406

100%

Samko, S. G., Kilbas, A. A., and Marichev, O. I

1993

1.0

0.022

0.406

100%

Matsui, M. and Pawlas, Z

2016

1.0

0.022

0.406

100%

Tomovski, \vZ., Metzler, R., and Gerhold, S

2022

1.0

0.022

0.406

100%

Cressie, N., Davis, A. S., Folks, J. L., and Polic...

1981

1.0

0.022

0.406

100%

Jones, M

1987

1.0

0.022

0.406

100%

Pinelis, I

2011

2.0

0.022

0.406

100%

Barndorff-Nielsen, O. E

1978

2.0

0.022

0.406

100%

Barndorff-Nielsen, O. E., Blaesild, P., Jensen, J....

1985

2.0

0.022

0.406

100%

Chen, J. and Revels, J

2016

2.0

0.022

0.406

100%

Bezanson, J., Edelman, A., Karpinski, S., and Shah...

2017

2.0

0.022

0.406

100%

Heston, S. L. and Nandi, S

2000

2.0

0.022

0.406

100%

Corsi, F., Fusari, N., and Vecchia, D. L

2013

2.0

0.022

0.406

100%

Majewski, A. A., Bormetti, G., and Corsi, F

2015

2.0

0.022

0.406

100%

Gourieroux, C. and Jasiak, J

2006

2.0

0.022

0.406

100%

Cox, J. C., Ingersoll, J. E., and Ross, S. A

1985

2.0

0.022

0.406

100%

Engle, R. F. and Gallo, G

2006

2.0

0.022

0.406

100%

Corsi, F

2009

2.0

0.022

0.406

100%

Barndorff-Nielsen, O. E., Hansen, P. R., Lunde, A.... (self)

2008

2.0

0.022

0.406

100%

Andersen, T. G., Bollerslev, T., Frederiksen, P., ...

2010

2.0

0.022

0.406

100%

Alitab, D., Bormetti, G., Corsi, F., and Majewski,...

2020

2.0

0.022

0.406

100%

Hansen, L. P (self)

1982

1.0

0.022

0.406

100%

McFadden, D

1989

1.0

0.022

0.406

100%

Duffie, D. and Singleton, K. J

1993

1.0

0.022

0.406

100%

Gradshteyn, I. S. and Ryzhik, I. M

2007

1.0

0.043

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.