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Citation Analysis

Asymptotic theory of range-based multipower variation
Kim Christensen, Mark Podolskij
https://arxiv.org/abs/2602.19287
166
Citation mentions
79
Cited references
12
Sections
7,593
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 Y. A\"i 2009 5 4 8.0 0.030 1.000 100%
2 Y. A\"i 2009 5 4 8.0 0.030 1.000 100%
3 O. E. Barndorff-Nielsen and N. Shephard and M. Win... 2006 5 4 9.0 0.030 1.000 100%
4 K. Christensen and R. C. A. Oomen and M. Podolskij (self) 2010 5 4 8.0 0.030 1.000 100%
5 L. Zhang and P. A. Mykland and Y. A\"i 2005 5 3 8.0 0.030 1.000 100%
6 F. Corsi and D. E. Pirino and R. Ren\`o 2010 4 3 6.0 0.024 0.928 100%
7 X. Huang and G. Tauchen 2005 4 4 7.0 0.024 0.928 100%
8 M. Martens and D. van Dijk 2007 4 4 6.0 0.024 0.928 100%
9 K. Christensen and M. Podolskij and M. Vetter (self) 2009 4 4 7.0 0.024 0.928 100%
10 K. Christensen and M. Podolskij (self) 2007 9 7 11.5 0.054 0.874 67%
11 T. G. Andersen and T. Bollerslev and F. X. Diebold... 2003 3 3 5.0 0.018 0.843 100%
12 T. G. Andersen and T. Bollerslev and F. X. Diebold 2007 3 3 4.0 0.018 0.843 100%
13 O. E. Barndorff-Nielsen and N. Shephard 2004 3 3 5.0 0.018 0.843 100%
14 O. E. Barndorff-Nielsen and N. Shephard 2006 3 3 5.0 0.018 0.843 100%
15 F. Corsi and R. Ren\`o 2012 3 3 5.0 0.018 0.843 100%
16 G. E. Tauchen and H. Zhou 2011 3 3 5.0 0.018 0.843 100%
17 O. E. Barndorff-Nielsen and P. R. Hansen and A. Lu... 2008 3 3 5.0 0.018 0.843 100%
18 M. Chernov and A. R. Gallant and E. Ghysels and G.... 2003 3 2 5.0 0.018 0.737 100%
19 C. Mancini 2004 3 2 4.0 0.018 0.737 100%
20 C. Mancini 2009 3 2 4.0 0.018 0.737 100%
21 T. G. Andersen and D. Dobrev and E. Schaumburg 2008 3 2 4.0 0.018 0.737 100%
22 M. Parkinson 1980 3 2 5.0 0.018 0.737 100%
23 O. E. Barndorff-Nielsen and S. E. Graversen and J.... (self) 2006 11 7 10.0 0.066 0.648 27%
24 K. Back 1991 2 2 3.0 0.012 0.644 100%
25 F. Delbaen and W. Schachermayer 1994 2 2 3.0 0.012 0.644 100%
26 Y. A\"i 2011 2 2 3.0 0.012 0.644 100%
27 V. Todorov 2009 2 2 3.0 0.012 0.644 100%
28 T. Bollerslev and V. Todorov 2011 2 2 3.0 0.012 0.644 100%
29 J. Jacod and Y. Li and P. A. Mykland and M. Podols... (self) 2009 2 2 3.0 0.012 0.644 100%
30 M. Podolskij and M. Vetter (self) 2009 2 2 3.0 0.012 0.644 100%
31 S. S. Lee and P. A. Mykland 2008 2 2 3.0 0.012 0.644 100%
32 P. A. Mykland and N. Shephard and K. Sheppard 2012 2 2 3.0 0.012 0.644 100%
33 B. Zhou 1996 2 2 3.0 0.012 0.644 100%
34 K. Christensen and R. C. A. Oomen and M. Podolskij (self) 2014 2 2 3.0 0.012 0.644 100%
35 P. R. Hansen and A. Lunde 2006 2 1 4.0 0.012 0.511 100%
36 S. Alizadeh and M. W. Brandt and F. X. Diebold 2002 1 1 1.0 0.006 0.406 100%
37 T. G. Andersen and L. Benzoni and J. Lund 2002 1 1 1.0 0.006 0.406 100%
38 D. S. Bates 1996 1 1 1.0 0.006 0.406 100%
39 D. S. Bates 2012 1 1 1.0 0.006 0.406 100%
40 S. L. Heston 1993 1 1 1.0 0.006 0.406 100%
41 J. Hull and A. White 1987 1 1 1.0 0.006 0.406 100%
42 A. R. Gallant and C.-T. Hsu and G. E. Tauchen 1999 1 1 1.0 0.006 0.406 100%
43 D. Dobrev and P. Szerszen 2010 1 1 1.0 0.006 0.406 100%
44 J. Fan and Y. Wang 2007 1 1 1.0 0.006 0.406 100%
45 J. Large 2010 1 1 1.0 0.006 0.406 100%
46 S. S. Lee and P. A. Mykland 2012 1 1 1.0 0.006 0.406 100%
47 D. Dobrev 2007 1 1 1.0 0.006 0.406 100%
48 V. Todorov and G. Tauchen 2010 1 1 2.0 0.006 0.406 100%
49 J. H. C. Woerner 2005 1 1 2.0 0.006 0.406 100%
50 J. H. C. Woerner 2006 1 1 2.0 0.006 0.406 100%
51 P. E. Protter 2004 1 1 2.0 0.006 0.406 100%
52 T. G. Andersen and T. Bollerslev and F. X. Diebold 2010 1 1 2.0 0.006 0.406 100%
53 O. E. Barndorff-Nielsen and N. Shephard 2007 1 1 2.0 0.006 0.406 100%
54 A. A. Christie 1982 1 1 2.0 0.006 0.406 100%
55 B. Eraker and M. Johannes and N. Polson 2003 1 1 2.0 0.006 0.406 100%
56 V. Todorov 2010 1 1 2.0 0.006 0.406 100%
57 T. G. Andersen and T. Bollerslev 1997 1 1 2.0 0.006 0.406 100%
58 W. Wasserfallen and H. Zimmermann 1985 1 1 2.0 0.006 0.406 100%
59 P. A. Mykland 2010 1 1 2.0 0.006 0.406 100%
60 M. Podolskij and M. Vetter (self) 2009 1 1 2.0 0.006 0.406 100%
61 L. Zhang 2006 1 1 2.0 0.006 0.406 100%
62 T. G. Andersen and T. Bollerslev 1998 1 1 2.0 0.006 0.406 100%
63 O. E. Barndorff-Nielsen and N. Shephard 2002 1 1 2.0 0.006 0.406 100%
64 A. R\'e 1963 1 1 2.0 0.006 0.406 100%
65 G. J. Jiang and R. C. A. Oomen 2008 1 1 2.0 0.006 0.406 100%
66 J. Li 2011 1 1 2.0 0.006 0.406 100%
67 T. G. Andersen and T. Bollerslev and X. Huang 2011 1 1 2.0 0.006 0.406 100%
68 T. Bollerslev and T. H. Law and G. Tauchen 2008 1 1 2.0 0.006 0.406 100%
69 R. C. A. Oomen 2006 1 1 2.0 0.006 0.406 100%
70 O. E. Barndorff-Nielsen and P. R. Hansen and A. Lu... 2009 1 1 2.0 0.006 0.406 100%
71 E. Rossi and F. Spazzini 2009 1 1 2.0 0.006 0.406 100%
72 M. W. Brandt and F. X. Diebold 2006 1 1 1.0 0.006 0.406 100%
73 K. Bannouh and D. van Dijk and M. Martens 2009 1 1 1.0 0.006 0.406 100%
74 Y. A\"i 2011 1 1 1.0 0.006 0.406 100%
75 S. Gon\cc 2009 1 1 1.0 0.006 0.406 100%
76 S. Gon\cc 2011 1 1 1.0 0.006 0.406 100%
77 A. J. Patton and K. Sheppard 2009 1 1 1.0 0.006 0.406 100%
78 J. Jacod and A. N. Shiryaev 2003 2 2 1.0 0.012 0.139 0%
79 I. Karatzas and S. E. Shreve 1991 1 1 0.5 0.006 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.