Citation Analysis – Detecting Network Instability via Multiscale Detrended Cross-Correlations and MST Topology

Detecting Network Instability via Multiscale Detrended Cross-Correlations and MST Topology
Jose De Leon Miranda, Marina Dolfin, George Kapetanios, Leone Leonida
https://arxiv.org/abs/2602.10174

Citation mentions

Cited references

Sections

4,983

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	Mantegna, R. N.	1999	4	2	8.0	0.105	0.811	100%
2	Podobnik, B. and Stanley, H.	2008	3	2	5.0	0.079	0.737	100%
3	Diebold, F. X. and Yilmaz, K. and Barunik, J. and ...	2014	3	2	5.0	0.079	0.737	100%
4			2	2	3.0	0.053	0.644	100%
5	Wei-Xing Zhou and Didier Sornette	2003	2	2	3.0	0.053	0.644	100%
6	Liang Wang and Yong Zhang	2015	2	2	3.0	0.053	0.644	100%
7	Tumminello, Michele and Aste, Tomaso and Di Matteo...	2005	2	1	4.0	0.053	0.511	100%
8	Diebold, F. X. and Yilmaz	2023	2	1	4.0	0.053	0.511	100%
9	Zeyu Zheng and Boris Podobnik and Ling Feng and Ba...	2012	1	1	1.0	0.026	0.406	100%
10			1	1	1.0	0.026	0.406	100%
11			1	1	1.0	0.026	0.406	100%
12	Peters, E.	1994	1	1	1.0	0.026	0.406	100%
13	Adrian, T. and Brunnermeier, M. K.	2016	1	1	1.0	0.026	0.406	100%
14	Diebold, F. X. and Yilmaz, K. and Kocenda, E.	2012	1	1	1.0	0.026	0.406	100%
15	Forbes, K. J. and Rigobon, R.	2002	1	1	1.0	0.026	0.406	100%
16	Kritzman, M. and Page, S.	2003	1	1	1.0	0.026	0.406	100%
17	Bauwens, L. and Rombouts, J. V. K.	2009	1	1	1.0	0.026	0.406	100%
18	Armin Bunde and S. Havlin and J. F. S. M. da Silva...	2005	1	1	1.0	0.026	0.406	100%
19	Liping Yang and Chih-Tsung Hsu	2012	1	1	1.0	0.026	0.406	100%
20	Peng, C. K. and Buldyrev, S. V. and Havlin, S. and...	1994	1	1	2.0	0.026	0.406	100%
21	Onnela, J. P. and Chakraborti, A. and Kaski, K. an...	2003	1	1	2.0	0.026	0.406	100%
22	Giovanni Bonanno and Fabrizio Lillo and Rosario N....	2003	1	1	2.0	0.026	0.406	100%
23	Kruskal, Joseph B.	1956	1	1	2.0	0.026	0.406	100%
24	Koop, Gary and Pesaran, M Hashem and Potter, Simon...	1996	1	1	2.0	0.026	0.406	100%
25	Pesaran, H Hashem and Shin, Yongcheol	1998	1	1	2.0	0.026	0.406	100%
26	Sarkar, Camellia and Jalan, Sarika	2011	1	1	2.0	0.026	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Mantegna, R. N.

1999

8.0

0.105

0.811

100%

Podobnik, B. and Stanley, H.

2008

5.0

0.079

0.737

100%

Diebold, F. X. and Yilmaz, K. and Barunik, J. and ...

2014

5.0

0.079

0.737

100%

3.0

0.053

0.644

100%

Wei-Xing Zhou and Didier Sornette

2003

3.0

0.053

0.644

100%

Liang Wang and Yong Zhang

2015

3.0

0.053

0.644

100%

Tumminello, Michele and Aste, Tomaso and Di Matteo...

2005

4.0

0.053

0.511

100%

Diebold, F. X. and Yilmaz

2023

4.0

0.053

0.511

100%

Zeyu Zheng and Boris Podobnik and Ling Feng and Ba...

2012

1.0

0.026

0.406

100%

1.0

0.026

0.406

100%

1.0

0.026

0.406

100%

Peters, E.

1994

1.0

0.026

0.406

100%

Adrian, T. and Brunnermeier, M. K.

2016

1.0

0.026

0.406

100%

Diebold, F. X. and Yilmaz, K. and Kocenda, E.

2012

1.0

0.026

0.406

100%

Forbes, K. J. and Rigobon, R.

2002

1.0

0.026

0.406

100%

Kritzman, M. and Page, S.

2003

1.0

0.026

0.406

100%

Bauwens, L. and Rombouts, J. V. K.

2009

1.0

0.026

0.406

100%

Armin Bunde and S. Havlin and J. F. S. M. da Silva...

2005

1.0

0.026

0.406

100%

Liping Yang and Chih-Tsung Hsu

2012

1.0

0.026

0.406

100%

Peng, C. K. and Buldyrev, S. V. and Havlin, S. and...

1994

2.0

0.026

0.406

100%

Onnela, J. P. and Chakraborti, A. and Kaski, K. an...

2003

2.0

0.026

0.406

100%

Giovanni Bonanno and Fabrizio Lillo and Rosario N....

2003

2.0

0.026

0.406

100%

Kruskal, Joseph B.

1956

2.0

0.026

0.406

100%

Koop, Gary and Pesaran, M Hashem and Potter, Simon...

1996

2.0

0.026

0.406

100%

Pesaran, H Hashem and Shin, Yongcheol

1998

2.0

0.026

0.406

100%

Sarkar, Camellia and Jalan, Sarika

2011

2.0

0.026

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.