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Citation Analysis

The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Kim Christensen, Martin Thyrsgaard, Bezirgen Veliyev
https://arxiv.org/abs/2601.20469
146
Citation mentions
73
Cited references
9
Sections
7,386
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 S. L. Heston 1993 7 4 13.0 0.048 1.000 100%
2 V. Todorov and G. Tauchen and I. Grynkiv 2011 6 4 10.0 0.041 1.000 100%
3 J. Li and V. Todorov and G. Tauchen 2016 6 5 9.0 0.041 1.000 100%
4 J. Jacod and Y. Li and P. A. Mykland and M. Podols... 2009 6 3 10.0 0.041 1.000 100%
5 J. Li and V. Todorov and G. Tauchen 2013 11 7 17.5 0.075 0.969 91%
6 M. Podolskij and M. Vetter 2009 5 5 7.5 0.034 0.928 80%
7 O. E. Barndorff-Nielsen and N. Shephard 2001 4 3 7.0 0.027 0.928 100%
8 V. Corradi and W. Distaso 2006 3 3 4.0 0.021 0.843 100%
9 V. Todorov and G. Tauchen 2012 3 3 5.0 0.021 0.843 100%
10 P. R. Hansen and A. Lunde 2006 3 3 5.0 0.021 0.843 100%
11 A. W. van der Vaart 1998 4 4 6.5 0.027 0.843 75%
12 O. E. Barndorff-Nielsen and N. Shephard 2002 2 2 3.0 0.014 0.644 100%
13 F. Comte and E. Renault 1998 2 2 3.0 0.014 0.644 100%
14 J. Gatheral and T. Jaisson and M. Rosenbaum 2018 2 2 3.0 0.014 0.644 100%
15 Y. A\"i 1996 2 2 3.0 0.014 0.644 100%
16 D. Geman and J. Horowitz 1980 2 2 3.0 0.014 0.644 100%
17 D. P. Foster and D. B. Nelson 1996 2 2 3.0 0.014 0.644 100%
18 O. E. Barndorff-Nielsen and P. R. Hansen and A. Lu... 2008 2 2 3.0 0.014 0.644 100%
19 L. Zhang and P. A. Mykland and Y. A\"i 2005 2 2 3.0 0.014 0.644 100%
20 M. Podolskij and M. Vetter 2009 2 2 3.0 0.014 0.644 100%
21 R. C. A. Oomen 2006 2 2 4.0 0.014 0.644 100%
22 K. Christensen and R. C. A. Oomen and M. Podolskij (self) 2014 2 2 4.0 0.014 0.644 100%
23 D. Dehay 2005 7 4 5.0 0.048 0.523 14%
24 A. D. Bull 2017 2 1 2.0 0.014 0.511 100%
25 Y. A\"i 2012 2 1 4.0 0.014 0.511 100%
26 J. Jacod and P. E. Protter 2012 8 5 5.5 0.055 0.500 12%
27 T. G. Andersen and L. Benzoni and J. Lund 2002 1 1 1.0 0.007 0.406 100%
28 M. Chernov and A. R. Gallant and E. Ghysels and G.... 2003 1 1 1.0 0.007 0.406 100%
29 P. F. Christoffersen and K. Jacobs and K. Mimouni 2010 1 1 1.0 0.007 0.406 100%
30 J. Hull and A. White 1987 1 1 1.0 0.007 0.406 100%
31 A. R. Gallant and D. A. Hsieh and G. E. Tauchen 1997 1 1 1.0 0.007 0.406 100%
32 T. G. Andersen and B. E. S\o 1996 1 1 1.0 0.007 0.406 100%
33 T. Bollerslev and H. Zhou 2002 1 1 1.0 0.007 0.406 100%
34 H. Dette and M. Podolskij 2008 1 1 1.0 0.007 0.406 100%
35 H. Dette and M. Podolskij and M. Vetter 2006 1 1 1.0 0.007 0.406 100%
36 V. Todorov 2009 1 1 1.0 0.007 0.406 100%
37 M. Vetter and H. Dette 2012 1 1 1.0 0.007 0.406 100%
38 Y. Zu 2015 1 1 1.0 0.007 0.406 100%
39 L.-C. Lin and S. Lee and M. Guo 2013 1 1 1.0 0.007 0.406 100%
40 L.-C. Lin and S. Lee and M. Guo 2016 1 1 1.0 0.007 0.406 100%
41 Y. Zu and H. P. Boswijk 2014 1 1 1.0 0.007 0.406 100%
42 A. W. van der Vaart and J. A. Wellner 2007 1 1 1.0 0.007 0.406 100%
43 F. Delbaen and W. Schachermayer 1994 1 1 2.0 0.007 0.406 100%
44 O. E. Barndorff-Nielsen and S. E. Graversen and J.... 2006 1 1 2.0 0.007 0.406 100%
45 J. Jacod and M. Rosenbaum 2013 1 1 2.0 0.007 0.406 100%
46 R. C. Merton 1980 1 1 2.0 0.007 0.406 100%
47 J. Li and V. Todorov and G. Tauchen 2017 1 1 2.0 0.007 0.406 100%
48 M. Bibinger and L. Winkelmann 2018 1 1 2.0 0.007 0.406 100%
49 F. X. Diebold and G. H. Strasser 2013 1 1 2.0 0.007 0.406 100%
50 F. M. Bandi and J. R. Russell 2006 1 1 2.0 0.007 0.406 100%
51 J. Gatheral and R. C. A. Oomen 2010 1 1 2.0 0.007 0.406 100%
52 T. G. Andersen and M. Thyrsgaard and V. Todorov (self) 2019 1 1 2.0 0.007 0.406 100%
53 Y. A. Veretennikov 1988 1 1 2.0 0.007 0.406 100%
54 G. Jongbloed and F. H. van der Meulen and A. W. va... 2005 1 1 2.0 0.007 0.406 100%
55 M. Magdziarz and A. Weron 2011 1 1 2.0 0.007 0.406 100%
56 Y. A\"i 2014 1 1 2.0 0.007 0.406 100%
57 W. K. Newey and K. D. West 1994 1 1 2.0 0.007 0.406 100%
58 B. M. Bibby and I. M. Skovgaard and M. S\o 2005 1 1 2.0 0.007 0.406 100%
59 H. W. Lilliefors 1967 1 1 2.0 0.007 0.406 100%
60 H. W. Lilliefors 1969 1 1 2.0 0.007 0.406 100%
61 F. N. David and N. L. Johnson 1948 1 1 2.0 0.007 0.406 100%
62 P. J. Bickel and C. A. J. Klaassen and Y. Ritov an... 1998 1 1 2.0 0.007 0.406 100%
63 Y. A\"i 2007 1 1 2.0 0.007 0.406 100%
64 J. C. Cox and J. E. Ingersoll and S. A. Ross 1985 1 1 2.0 0.007 0.406 100%
65 J. Rosi\'n 2007 1 1 2.0 0.007 0.406 100%
66 Y. A\"i 2016 1 1 2.0 0.007 0.406 100%
67 V. Todorov and G. Tauchen and I. Grynkiv 2014 1 1 2.0 0.007 0.406 100%
68 B. Baeumer and M. M. Meerschaert 2010 1 1 2.0 0.007 0.406 100%
69 N. Meddahi 2003 1 1 2.0 0.007 0.406 100%
70 S. I. Resnick 1998 1 1 0.5 0.007 0.087 0%
71 H.-H. Kuo 1975 1 1 0.5 0.007 0.087 0%
72 D. Bosq 2000 1 1 0.5 0.007 0.087 0%
73 G. J. Sz\'e 2003 1 1 0.5 0.007 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.