Citation Analysis

Robust Cauchy-Based Methods for Predictive Regressions
Rustam Ibragimov, Jihyun Kim, Anton Skrobotov
https://arxiv.org/abs/2511.09249
102
Citation mentions
41
Cited references
9
Sections
6,609
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 Kostakis, A. and Magdalinos, T. and Stamatogiannis... 2015 8 6 14.0 0.078 1.000 100%
2 Ibragimov, Rustam and Kim, Jihyun and Skrobotov, A... (self) 2024 19 7 31.0 0.186 1.000 100%
3 Choi, Y. and Jacewitz, S. and Park, J. Y. 2016 14 6 22.0 0.137 1.000 100%
4 Ibragimov, R. and M\ (self) 2010 4 3 5.5 0.039 0.843 75%
5 Dou, Liyu and Mu 2021 3 2 6.0 0.029 0.737 100%
6 Shephard, Neil 2020 3 2 6.0 0.029 0.737 100%
7 Phillips, Peter C. B. and Magdalinos, Tassos 2007 3 1 6.0 0.029 0.585 100%
8 Fama, Eugene F 2 1 2.0 0.020 0.511 100%
9 Stambaugh, Robert F 1999 2 1 2.0 0.020 0.511 100%
10 Kim, J. and Park, J. Y. (self) 2017 2 1 2.0 0.020 0.511 100%
11 Jacquier, Eric and Polson, Nicholas G and Rossi, P... 2004 2 1 2.0 0.020 0.511 100%
12 Hansen, Peter R and Lunde, Asger 2014 2 1 2.0 0.020 0.511 100%
13 Campbell, B. and Dufour, J.-M. 1995 2 1 4.0 0.020 0.511 100%
14 Brown, D. and Ibragimov, R. (self) 2019 2 1 4.0 0.020 0.511 100%
15 Billingsley, Patrick 1986 2 1 4.0 0.020 0.511 100%
16 Hansen, Bruece E. 1992 2 1 4.0 0.020 0.511 100%
17 Kurtz, Thomas G and Protter, Philip 1991 2 1 4.0 0.020 0.511 100%
18 Ibragimov, Rustam and M\"u (self) 2016 2 1 4.0 0.020 0.511 100%
19 Ibragimov, Marat and Ibragimov, Rustam and Walden,... (self) 2015 2 1 4.0 0.020 0.511 100%
20 Samorodnitsky, G. and S. T. Rachev and J.-R. Kurz-... 2007 2 1 4.0 0.020 0.511 100%
21 Fama, Eugene F 1 1 1.0 0.010 0.406 100%
22 Fama, Eugene F 1 1 1.0 0.010 0.406 100%
23 Cavaliere, Giuseppe 2004 1 1 1.0 0.010 0.406 100%
24 Campbell, J.Y. and Yogo, M. 2006 1 1 1.0 0.010 0.406 100%
25 Chen, W.W. and Deo, R.S. 2009 1 1 1.0 0.010 0.406 100%
26 Phillips, P. C .B. and Magdalinos, T. 2009 1 1 1.0 0.010 0.406 100%
27 Ruijun Bu and Jihyun Kim and Bin Wang (self) 2023 1 1 1.0 0.010 0.406 100%
28 Cavaliere, Giuseppe and Taylor, A. Robert 2007 1 1 2.0 0.010 0.406 100%
29 Cavaliere, Giuseppe and Taylor, A. Robert 2008 1 1 2.0 0.010 0.406 100%
30 Ke-Li Xu and Phillips, P. C. B. 2008 1 1 2.0 0.010 0.406 100%
31 David I. Harvey and Stephen J. Leybourne and Yang ... 2019 1 1 2.0 0.010 0.406 100%
32 Cavaliere, Giuseppe and Taylor, A. Robert 2009 1 1 2.0 0.010 0.406 100%
33 Hansen, Bruce E 1995 1 1 2.0 0.010 0.406 100%
34 Chung, Heetaik and Park, Joon Y 2007 1 1 2.0 0.010 0.406 100%
35 Phillips, P. C. B. and Magdalinos, T. 2007 1 1 2.0 0.010 0.406 100%
36 Harvey, Campbell R. and Liu, Yan and Zhu, Heqing 2015 1 1 2.0 0.010 0.406 100%
37 Zhu, Fukang and Cai, Zongwu and Peng, Liang 2014 1 1 2.0 0.010 0.406 100%
38 Xiaohui Liu and Bingduo Yang and Zongwu Cai and Li... 2019 1 1 2.0 0.010 0.406 100%
39 Dufour, Jean-Marie and Torre 2000 1 1 2.0 0.010 0.406 100%
40 Matei Demetrescu and Iliyan Georgiev and Paulo M.M... 2023 1 1 2.0 0.010 0.406 100%
41 2 1 2.0 0.020 0.110 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.