← Back to paper list

Citation Analysis

Spectral analysis of high-dimensional spot volatility matrix with applications
Qiang Liu, Yiming Liu, Zhi Liu, Wang Zhou
https://arxiv.org/abs/2511.02660
89
Citation mentions
46
Cited references
6
Sections
6,364
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 Zheng, X. and Li, Y. 2011 12 5 19.0 0.135 1.000 100%
2 Yang, Xinxin and Zheng, Xinghua and Chen, Jiaqi 2021 5 5 8.0 0.056 1.000 100%
3 Bai, Zhidong and Silverstein, Jack W 2010 4 4 7.0 0.045 0.928 100%
4 Ledoit, Olivier and Wolf, Michael 2002 5 2 10.0 0.056 0.874 100%
5 Silverstein, Jack W 1995 4 2 6.0 0.045 0.811 100%
6 Bai, Zhidong and Jiang, Dandan and Yao, Jian-Feng ... 2009 6 1 12.0 0.067 0.693 100%
7 Y. A\"i 2014 2 2 3.0 0.022 0.644 100%
8 R. Bu and D. Li and O. Linton and H. Wang 2022 2 2 3.0 0.022 0.644 100%
9 Y. A\"i 2019 2 2 3.0 0.022 0.644 100%
10 A\"i 2017 2 2 3.0 0.022 0.644 100%
11 T. W. Anderson 2003 2 2 4.0 0.022 0.644 100%
12 Hu, Jiang and Li, Weiming and Liu, Zhi and Zhou, W... (self) 2019 2 2 4.0 0.022 0.644 100%
13 Wang, Cheng and Yang, Jing and Miao, Baiqi and Cao... 2013 3 1 6.0 0.034 0.585 100%
14 John, S 1972 3 1 6.0 0.034 0.585 100%
15 Dachuan Chen and Per A. Mykland and Lan Zhang 2020 2 1 2.0 0.022 0.511 100%
16 Z. D. Bai 1999 2 1 4.0 0.022 0.511 100%
17 Z. D. Bai and Jack W. Silverstein 2004 2 1 4.0 0.022 0.511 100%
18 Wang, Yazhen and Zou, Jian 2010 1 1 1.0 0.011 0.406 100%
19 Tao, Minjing and Wang, Yazhen and Chen, Xiaohong 2013 1 1 1.0 0.011 0.406 100%
20 Tao, Minjing and Wang, Yazhen and Zhou, Harrison H (self) 2013 1 1 1.0 0.011 0.406 100%
21 Kim, Donggyu and Kong, Xin-Bing and Li, Cui-Xia an... 2018 1 1 1.0 0.011 0.406 100%
22 Kim, Donggyu and Liu, Yi and Wang, Yazhen (self) 2018 1 1 1.0 0.011 0.406 100%
23 Kong, Xin-Bing 2018 1 1 1.0 0.011 0.406 100%
24 Dai, Chaoxing and Lu, Kun and Xiu, Dacheng 2019 1 1 1.0 0.011 0.406 100%
25 Bollerslev, Tim and Meddahi, Nour and Nyawa, Serge 2019 1 1 1.0 0.011 0.406 100%
26 Li, Degui and Linton, Oliver and Zhang, Haoxuan 2024 1 1 1.0 0.011 0.406 100%
27 Koike, Yuta 2023 1 1 1.0 0.011 0.406 100%
28 X. Kong and J. Lin and C. Liu and G. Liu (self) 2023 1 1 1.0 0.011 0.406 100%
29 Heinrich, Claudio and Podolskij, Mark 2014 1 1 1.0 0.011 0.406 100%
30 Ningning Xia and Xinghua Zheng 2018 1 1 1.0 0.011 0.406 100%
31 Delbaen, F. and Schachermayer, W. 1994 1 1 2.0 0.011 0.406 100%
32 Jacod, Jean and Podolskij, Mark 2013 1 1 2.0 0.011 0.406 100%
33 Jacod, J. and Protter, P 2012 1 1 2.0 0.011 0.406 100%
34 Jean Jacod and Viktor Todorov 2014 1 1 2.0 0.011 0.406 100%
35 Liu, Qiang and Liu, Zhi (self) 2024 1 1 2.0 0.011 0.406 100%
36 Liu, Qiang and Liu, Yiqi and Liu, Zhi (self) 2018 1 1 2.0 0.011 0.406 100%
37 Liu, Qiang and Liu, Zhi (self) 2022 1 1 2.0 0.011 0.406 100%
38 Yin, Yong-Qua and Bai, Zhi-Dong and Krishnaiah, Pa... 1988 1 1 2.0 0.011 0.406 100%
39 Hong, Shizhe and Li, Weiming and Liu, Qiang and Zh... (self) 2025 1 1 2.0 0.011 0.406 100%
40 Pan, Guangming 2014 1 1 2.0 0.011 0.406 100%
41 Muirhead, Robb J 1982 1 1 2.0 0.011 0.406 100%
42 John, S 1971 1 1 2.0 0.011 0.406 100%
43 Wang, Qinwen and Yao, Jianfeng 2013 1 1 2.0 0.011 0.406 100%
44 Tian, Xintao and Lu, Yuting and Li, Weiming 2015 1 1 2.0 0.011 0.406 100%
45 Zou, Changliang and Peng, Liuhua and Feng, Long an... 2014 1 1 2.0 0.011 0.406 100%
46 Paindaveine, Davy and Verdebout, Thomas 2016 1 1 2.0 0.011 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.

Citation intensity data generated from LaTeX source analysis.