Citation Analysis – 2412.10791

2412.10791
Matias Quiroz, Laleh Tafakori, Hans Manner
https://arxiv.org/abs/2412.10791

Citation mentions

Cited references

Sections

2,597

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	Bollerslev, T., Patton, A. J., and Quaedvlieg, R	2016	5	4	8.0	0.061	1.000	100%
2	Bollerslev, T., Patton, A. J., and Quaedvlieg, R	2018	14	6	21.0	0.171	1.000	100%
3	Bekierman, J. and Manner, H (self)	2018	6	3	9.0	0.073	1.000	100%
4	Wang, Y., Liang, F., Wang, T., and Huang, Z	2020	3	3	4.0	0.037	0.843	100%
5	Corsi, F	2009	3	2	5.0	0.037	0.737	100%
6	Barndorff-Nielsen, O. E., Hansen, P. R., Lunde, A....	2011	2	2	3.0	0.024	0.644	100%
7	Chiriac, R. and Voev, V	2011	2	2	3.0	0.024	0.644	100%
8	Bollerslev, T., Engle, R. F., and Nelson, D. B	1994	2	1	2.0	0.024	0.511	100%
9	Oh, D. H. and Patton, A. J	2016	2	1	4.0	0.024	0.511	100%
10	Caporin, M., Rossi, E., and De Magistris, P. S	2017	1	1	1.0	0.012	0.406	100%
11	Harvey, A. and Palumbo, D	2023	1	1	1.0	0.012	0.406	100%
12	Kikuchi, T. and Vachadze, G	2018	1	1	1.0	0.012	0.406	100%
13	Fama, E. F	1965	1	1	1.0	0.012	0.406	100%
14	Engle, R. F	1982	1	1	1.0	0.012	0.406	100%
15	Bollerslev, T	1986	1	1	1.0	0.012	0.406	100%
16	Poon, S.-H. and Granger, C. W. J	2003	1	1	1.0	0.012	0.406	100%
17	Andersen, T. G. and Bollerslev, T	1998a	1	1	1.0	0.012	0.406	100%
18	Andersen, T. G. and Bollerslev, T	1998b	1	1	1.0	0.012	0.406	100%
19	Andersen, T. G., Bollerslev, T., Diebold, F. X., a...	2003	1	1	1.0	0.012	0.406	100%
20	Kinnebrock, S. and Podolskij, M	2008	1	1	1.0	0.012	0.406	100%
21	Figlewski, S	1997	1	1	1.0	0.012	0.406	100%
22	Andersen, T. G., Bollerslev, T., Diebold, F. X., a...	2001	1	1	1.0	0.012	0.406	100%
23	Bandi, F. M. and Russell, J. R	2008	1	1	1.0	0.012	0.406	100%
24	Patton, A. J. and Sheppard, K	2015	1	1	1.0	0.012	0.406	100%
25	Liu, L. Y., Patton, A. J., and Sheppard, K	2015	1	1	1.0	0.012	0.406	100%
26	Barndorff-Nielsen, O. E., Hansen, P. R., Lunde, A....	2008	1	1	1.0	0.012	0.406	100%
27	Francq, C. and Zakoian, J.-M	2019	1	1	1.0	0.012	0.406	100%
28	Koopman, S. J., Jungbacker, B., and Hol, E	2005	1	1	1.0	0.012	0.406	100%
29	Engle, R. F. and Gallo, G. M	2006	1	1	1.0	0.012	0.406	100%
30	Hansen, P. R., Huang, Z., and Shek, H. H	2012	1	1	1.0	0.012	0.406	100%
31	Dobrev, D. and Szerszen, P	2010	1	1	1.0	0.012	0.406	100%
32	Takahashi, M., Omori, Y., and Watanabe, T	2009	1	1	1.0	0.012	0.406	100%
33	Busch, T., Christensen, B. J., and Nielsen, M. \O	2011	1	1	1.0	0.012	0.406	100%
34	Soucek, M. and Todorova, N	2013	1	1	1.0	0.012	0.406	100%
35	Cubadda, G., Guardabascio, B., and Hecq, A	2017	1	1	1.0	0.012	0.406	100%
36	Liu, M., Choo, W.-C., Lee, C.-C., and Lee, C.-C	2023	1	1	1.0	0.012	0.406	100%
37	Golosnoy, V., Gribisch, B., and Liesenfeld, R	2012	1	1	1.0	0.012	0.406	100%
38	Huang, D., Schlag, C., Shaliastovich, I., and Thim...	2019	1	1	1.0	0.012	0.406	100%
39	Fan, J. and Yao, Q	2003	1	1	1.0	0.012	0.406	100%
40	Cai, Z., Fan, J., and Li, R	2000	1	1	1.0	0.012	0.406	100%
41	Davis, R. A., Lee, T. C. M., and Rodriguez-Yam, G....	2006	1	1	1.0	0.012	0.406	100%
42	Ang, A. and Bekaert, G	2002	1	1	1.0	0.012	0.406	100%
43	Haas, M., Mittnik, S., and Paolella, M. S	2009	1	1	1.0	0.012	0.406	100%
44	Engle, R. F., Ghysels, E., and Sohn, B	2013	1	1	1.0	0.012	0.406	100%
45	Amado, C. and Terasvirta, T	2013	1	1	1.0	0.012	0.406	100%
46	Bauwens, L., Hafner, C. M., and Pierret, D	2013	1	1	1.0	0.012	0.406	100%
47	Bauwens, L., Braione, M., and Storti, G	2016	1	1	1.0	0.012	0.406	100%
48	Koopman, S. J. and Scharth, M	2012	1	1	2.0	0.012	0.406	100%
49	Durbin, J. and Koopman, S. J	2012	1	1	2.0	0.012	0.406	100%
50	Petris, G	2010	1	1	2.0	0.012	0.406	100%
51	Laurent, S., Rombouts, J., and Violante, F	2013	1	1	2.0	0.012	0.406	100%
52	Boudt, K., Kleen, O., and Sjørup, E	2022	1	1	2.0	0.012	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Bollerslev, T., Patton, A. J., and Quaedvlieg, R

2016

8.0

0.061

1.000

100%

Bollerslev, T., Patton, A. J., and Quaedvlieg, R

2018

21.0

0.171

1.000

100%

Bekierman, J. and Manner, H (self)

2018

9.0

0.073

1.000

100%

Wang, Y., Liang, F., Wang, T., and Huang, Z

2020

4.0

0.037

0.843

100%

Corsi, F

2009

5.0

0.037

0.737

100%

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

2011

3.0

0.024

0.644

100%

Chiriac, R. and Voev, V

2011

3.0

0.024

0.644

100%

Bollerslev, T., Engle, R. F., and Nelson, D. B

1994

2.0

0.024

0.511

100%

Oh, D. H. and Patton, A. J

2016

4.0

0.024

0.511

100%

Caporin, M., Rossi, E., and De Magistris, P. S

2017

1.0

0.012

0.406

100%

Harvey, A. and Palumbo, D

2023

1.0

0.012

0.406

100%

Kikuchi, T. and Vachadze, G

2018

1.0

0.012

0.406

100%

Fama, E. F

1965

1.0

0.012

0.406

100%

Engle, R. F

1982

1.0

0.012

0.406

100%

Bollerslev, T

1986

1.0

0.012

0.406

100%

Poon, S.-H. and Granger, C. W. J

2003

1.0

0.012

0.406

100%

Andersen, T. G. and Bollerslev, T

1998a

1.0

0.012

0.406

100%

Andersen, T. G. and Bollerslev, T

1998b

1.0

0.012

0.406

100%

Andersen, T. G., Bollerslev, T., Diebold, F. X., a...

2003

1.0

0.012

0.406

100%

Kinnebrock, S. and Podolskij, M

2008

1.0

0.012

0.406

100%

Figlewski, S

1997

1.0

0.012

0.406

100%

Andersen, T. G., Bollerslev, T., Diebold, F. X., a...

2001

1.0

0.012

0.406

100%

Bandi, F. M. and Russell, J. R

2008

1.0

0.012

0.406

100%

Patton, A. J. and Sheppard, K

2015

1.0

0.012

0.406

100%

Liu, L. Y., Patton, A. J., and Sheppard, K

2015

1.0

0.012

0.406

100%

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

2008

1.0

0.012

0.406

100%

Francq, C. and Zakoian, J.-M

2019

1.0

0.012

0.406

100%

Koopman, S. J., Jungbacker, B., and Hol, E

2005

1.0

0.012

0.406

100%

Engle, R. F. and Gallo, G. M

2006

1.0

0.012

0.406

100%

Hansen, P. R., Huang, Z., and Shek, H. H

2012

1.0

0.012

0.406

100%

Dobrev, D. and Szerszen, P

2010

1.0

0.012

0.406

100%

Takahashi, M., Omori, Y., and Watanabe, T

2009

1.0

0.012

0.406

100%

Busch, T., Christensen, B. J., and Nielsen, M. \O

2011

1.0

0.012

0.406

100%

Soucek, M. and Todorova, N

2013

1.0

0.012

0.406

100%

Cubadda, G., Guardabascio, B., and Hecq, A

2017

1.0

0.012

0.406

100%

Liu, M., Choo, W.-C., Lee, C.-C., and Lee, C.-C

2023

1.0

0.012

0.406

100%

Golosnoy, V., Gribisch, B., and Liesenfeld, R

2012

1.0

0.012

0.406

100%

Huang, D., Schlag, C., Shaliastovich, I., and Thim...

2019

1.0

0.012

0.406

100%

Fan, J. and Yao, Q

2003

1.0

0.012

0.406

100%

Cai, Z., Fan, J., and Li, R

2000

1.0

0.012

0.406

100%

Davis, R. A., Lee, T. C. M., and Rodriguez-Yam, G....

2006

1.0

0.012

0.406

100%

Ang, A. and Bekaert, G

2002

1.0

0.012

0.406

100%

Haas, M., Mittnik, S., and Paolella, M. S

2009

1.0

0.012

0.406

100%

Engle, R. F., Ghysels, E., and Sohn, B

2013

1.0

0.012

0.406

100%

Amado, C. and Terasvirta, T

2013

1.0

0.012

0.406

100%

Bauwens, L., Hafner, C. M., and Pierret, D

2013

1.0

0.012

0.406

100%

Bauwens, L., Braione, M., and Storti, G

2016

1.0

0.012

0.406

100%

Koopman, S. J. and Scharth, M

2012

2.0

0.012

0.406

100%

Durbin, J. and Koopman, S. J

2012

2.0

0.012

0.406

100%

Petris, G

2010

2.0

0.012

0.406

100%

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

2013

2.0

0.012

0.406

100%

Boudt, K., Kleen, O., and Sjørup, E

2022

2.0

0.012

0.406

100%

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.