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Citation Analysis

Realized range-based estimation of integrated variance
Kim Christensen, Mark Podolskij
https://arxiv.org/abs/2601.20463
62
Citation mentions
37
Cited references
7
Sections
3,978
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 P. R. Hansen and A. Lunde 2006 5 4 9.0 0.081 1.000 100%
2 L. Zhang and P. A. Mykland and Y. A\"i 2005 3 3 5.0 0.048 0.843 100%
3 M. B. Garman and M. J. Klass 1980 3 3 5.0 0.048 0.843 100%
4 L. C. G. Rogers and S. E. Satchell 1991 3 3 5.0 0.048 0.843 100%
5 S. Alizadeh and M. W. Brandt and F. X. Diebold 2002 3 3 5.0 0.048 0.843 100%
6 E. Ghysels and A. C. Harvey and E. Renault 1996 2 2 3.0 0.032 0.644 100%
7 F. M. Bandi and J. R. Russell 2005 2 2 3.0 0.032 0.644 100%
8 O. E. Barndorff-Nielsen and P. R. Hansen and A. Lu... 2008 2 2 3.0 0.032 0.644 100%
9 W. Feller 1951 2 2 3.0 0.032 0.644 100%
10 M. Parkinson 1980 2 2 3.0 0.032 0.644 100%
11 K. Christensen and M. Podolskij (self) 2012 2 2 3.0 0.032 0.644 100%
12 T. G. Andersen and T. Bollerslev 1997 2 2 4.0 0.032 0.644 100%
13 A. R. Gallant and C.-T. Hsu and G. E. Tauchen 1999 2 2 4.0 0.032 0.644 100%
14 O. E. Barndorff-Nielsen and S. E. Graversen and J.... (self) 2006 3 3 3.0 0.048 0.585 33%
15 T. G. Andersen and T. Bollerslev and F. X. Diebold 2010 2 1 4.0 0.032 0.511 100%
16 B. Zhou 1996 2 1 4.0 0.032 0.511 100%
17 T. G. Andersen and L. Benzoni and J. Lund 2002 2 1 4.0 0.032 0.511 100%
18 F. Black and M. Scholes 1973 1 1 1.0 0.016 0.406 100%
19 T. Bollerslev and R. F. Engle and D. B. Nelson 1994 1 1 1.0 0.016 0.406 100%
20 T. G. Andersen and T. Bollerslev and F. X. Diebold... 2001 1 1 1.0 0.016 0.406 100%
21 O. E. Barndorff-Nielsen and N. Shephard 2002 1 1 1.0 0.016 0.406 100%
22 N. Kunitomo 1992 1 1 1.0 0.016 0.406 100%
23 T. G. Andersen and T. Bollerslev 1998 1 1 1.0 0.016 0.406 100%
24 J. L. Doob 1953 1 1 2.0 0.016 0.406 100%
25 P. E. Protter 2004 1 1 2.0 0.016 0.406 100%
26 W. Wasserfallen and H. Zimmermann 1985 1 1 2.0 0.016 0.406 100%
27 R. C. A. Oomen 2005 1 1 2.0 0.016 0.406 100%
28 P. R. Hansen and A. Lunde 2005 1 1 2.0 0.016 0.406 100%
29 T. G. Andersen and T. Bollerslev and F. X. Diebold... 2001 1 1 2.0 0.016 0.406 100%
30 B. Bollen and B. Inder 2002 1 1 2.0 0.016 0.406 100%
31 M. Martens and D. van Dijk 2007 1 1 2.0 0.016 0.406 100%
32 A. R\'e 1963 1 1 2.0 0.016 0.406 100%
33 D. J. Aldous and G. K. Eagleson 1978 1 1 2.0 0.016 0.406 100%
34 J. Jacod 1997 1 1 2.0 0.016 0.406 100%
35 D. Revuz and M. Yor 1998 1 1 0.5 0.016 0.087 0%
36 I. Karatzas and S. E. Shreve 1998 1 1 0.5 0.016 0.087 0%
37 J. Jacod and A. N. Shiryaev 2003 1 1 0.5 0.016 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.