← Back to paper list

Citation Analysis

A machine learning approach to volatility forecasting
Kim Christensen, Mathias Siggaard, Bezirgen Veliyev
https://arxiv.org/abs/2601.13014
88
Citation mentions
70
Cited references
9
Sections
10,951
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 T. Bollerslev and A. J. Patton and R. Quaedvlieg 2016 3 3 5.0 0.034 0.843 100%
2 F. Corsi 2009 3 2 5.0 0.034 0.737 100%
3 D. P. Kingma and J. Ba 2014 4 2 6.5 0.045 0.737 75%
4 S. Gu and B. Kelly and D. Xiu 2020 2 2 3.0 0.023 0.644 100%
5 T. G. Andersen and T. Bollerslev and F. X. Diebold 2007 2 2 3.0 0.023 0.644 100%
6 F. Corsi and R. Ren\`o 2012 2 2 3.0 0.023 0.644 100%
7 A. J. Patton and K. Sheppard 2015 2 2 3.0 0.023 0.644 100%
8 F. X. Diebold and R. S. Mariano 1995 2 2 3.0 0.023 0.644 100%
9 J. H. Friedman 2001 2 2 4.0 0.023 0.644 100%
10 P. R. Hansen and A. Lunde and J. M. Nason 2011 2 2 4.0 0.023 0.644 100%
11 I. Goodfellow and Y. Bengio and A. Courville 2016 3 3 3.0 0.034 0.585 33%
12 L. Breiman and A. Cutler 2004 2 2 2.5 0.023 0.511 50%
13 D. W. Apley and J. Zhu 2020 2 1 4.0 0.023 0.511 100%
14 L. Chen and M. Pelger and J. Zhu 2024 1 1 1.0 0.011 0.406 100%
15 R. F. Engle 1982 1 1 1.0 0.011 0.406 100%
16 T. Bollerslev 1986 1 1 1.0 0.011 0.406 100%
17 S. J. Taylor 1982 1 1 1.0 0.011 0.406 100%
18 P. R. Hansen and A. Lunde 2005 1 1 1.0 0.011 0.406 100%
19 G. W. Schwert 1989 1 1 1.0 0.011 0.406 100%
20 R. F. Engle and E. Ghysels and B. Sohn 2013 1 1 1.0 0.011 0.406 100%
21 T. Bollerslev and J. Li and Y. Xue 2018 1 1 1.0 0.011 0.406 100%
22 H. R. Varian 2014 1 1 1.0 0.011 0.406 100%
23 F. Audrino and S. D. Knaus 2016 1 1 1.0 0.011 0.406 100%
24 F. Audrino and F. Sigrist and D. Ballinari 2020 1 1 1.0 0.011 0.406 100%
25 M. Caporin and F. Poli 2017 1 1 1.0 0.011 0.406 100%
26 C. Luong and N. Dokuchaev 2018 1 1 1.0 0.011 0.406 100%
27 S. Mittnik and N. Robinzonov and M. Spindler 2015 1 1 1.0 0.011 0.406 100%
28 A. Bucci 2020 1 1 1.0 0.011 0.406 100%
29 R. G. Donaldson and M. Kamstra 1997 1 1 1.0 0.011 0.406 100%
30 E. Hillebrand and M. C. Medeiros 2010 1 1 1.0 0.011 0.406 100%
31 M. Fernandes and M. C. Medeiros and M. Scharth 2014 1 1 1.0 0.011 0.406 100%
32 E. Rahimikia and S.-H. Poon 2020 1 1 1.0 0.011 0.406 100%
33 P. Carr and L. Wu and Z. Zhang 2020 1 1 1.0 0.011 0.406 100%
34 F. Delbaen and W. Schachermayer 1994 1 1 2.0 0.011 0.406 100%
35 T. G. Andersen and T. Bollerslev 1998 1 1 2.0 0.011 0.406 100%
36 O. E. Barndorff-Nielsen and N. Shephard 2002 1 1 2.0 0.011 0.406 100%
37 O. E. Barndorff-Nielsen and S. Kinnebrock and N. S... 2010 1 1 2.0 0.011 0.406 100%
38 A. E. Hoerl and R. W. Kennard 1970 1 1 2.0 0.011 0.406 100%
39 R. Tibshirani 1996 1 1 2.0 0.011 0.406 100%
40 H. Zou and T. Hastie 2005 1 1 2.0 0.011 0.406 100%
41 H. Zou 2006 1 1 2.0 0.011 0.406 100%
42 L. Breiman 1996 1 1 2.0 0.011 0.406 100%
43 L. Breiman 2001 1 1 2.0 0.011 0.406 100%
44 R. E. Schapire 1990 1 1 2.0 0.011 0.406 100%
45 Y. Freund 1995 1 1 2.0 0.011 0.406 100%
46 M. L. de Prado 2018 1 1 2.0 0.011 0.406 100%
47 G. Cybenko 1989 1 1 2.0 0.011 0.406 100%
48 T. Masters 1993 1 1 2.0 0.011 0.406 100%
49 A. L. Maas and A. Y. Hannun and A. Y. Ng 2013 1 1 2.0 0.011 0.406 100%
50 T. G. Andersen and T. Bollerslev and F. X. Diebold... 2001 1 1 2.0 0.011 0.406 100%
51 K. Christensen and M. Thyrsgaard and B. Veliyev (self) 2019 1 1 2.0 0.011 0.406 100%
52 O. E. Barndorff-Nielsen and P. R. Hansen and A. Lu... 2009 1 1 2.0 0.011 0.406 100%
53 K. Christensen and R. C. A. Oomen and M. Podolskij (self) 2014 1 1 2.0 0.011 0.406 100%
54 Q. Lei and X. W. Wang and Z. Yan 2020 1 1 2.0 0.011 0.406 100%
55 S. B. Aruoba and F. X. Diebold and C. Scotti 2009 1 1 2.0 0.011 0.406 100%
56 S. R. Baker and N. Bloom and S. J. Nicholas 2016 1 1 2.0 0.011 0.406 100%
57 T. Chen and C. Guestrin 2016 1 1 2.0 0.011 0.406 100%
58 B. M. Greenwell and B. C. Boehmke and A. J. McCart... 2018 1 1 2.0 0.011 0.406 100%
59 B. J. Christensen and N. R. Prabhala (self) 1998 1 1 2.0 0.011 0.406 100%
60 T. Busch and B. J. Christensen and M. \O (self) 2011 1 1 2.0 0.011 0.406 100%
61 M. Siggaard (self) 2022 1 1 2.0 0.011 0.406 100%
62 F. Audrino and C. Huang and O. Okhrin 2019 1 1 2.0 0.011 0.406 100%
63 G. Barone-Adesi and F. Bourgoin and K. Giannopoulo... 1998 1 1 2.0 0.011 0.406 100%
64 G. Barone-Adesi and K. Giannopoulos and L. Vosper 1999 1 1 2.0 0.011 0.406 100%
65 R. Koenker and G. Bassett 1978 1 1 2.0 0.011 0.406 100%
66 P. H. Kupiec 1995 1 1 2.0 0.011 0.406 100%
67 P. F. Christoffersen 1998 1 1 2.0 0.011 0.406 100%
68 B. M. Greenwell and B. C. Boehmke and J. P. Cunnin... 2019 1 1 0.5 0.011 0.087 0%
69 Y. Freund and R. E. Schapire 1997 1 1 0.5 0.011 0.087 0%
70 N. Srivastava and G. Hinton and A. Krizhevsky and ... 2014 1 1 0.5 0.011 0.087 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.

Citation intensity data generated from LaTeX source analysis.