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Citation Analysis

Pre-averaging estimators of the ex-post covariance matrix\\[-0.50cm] in noisy diffusion models with non-synchronous data
Kim Christensen, Silja Kinnebrock, Mark Podolskij
https://arxiv.org/abs/2602.19645
108
Citation mentions
59
Cited references
10
Sections
7,524
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 Hayashi and Yoshida 2005 6 4 10.0 0.056 1.000 100%
2 Barndorff-Nielsen, Hansen, Lunde, and Shephard 2008 12 9 22.0 0.111 1.000 100%
3 Jacod, Li, Mykland, Podolskij, and Vetter (self) 2009 12 7 16.0 0.111 0.874 67%
4 Griffin and Oomen 2006 3 3 5.0 0.028 0.843 100%
5 Bandi and Russell 2006 3 3 6.0 0.028 0.843 100%
6 Podolskij and Vetter (self) 2009 7 4 7.5 0.065 0.830 57%
7 A\"it-Sahalia, Mykland, and Zhang 2005 2 2 3.0 0.019 0.644 100%
8 Hansen and Lunde 2006 2 2 3.0 0.019 0.644 100%
9 Barndorff-Nielsen, Hansen, Lunde, and Shephard 2008 2 2 3.0 0.019 0.644 100%
10 Fisher 1966 2 2 3.0 0.019 0.644 100%
11 Epps 1979 2 2 3.0 0.019 0.644 100%
12 Zhang 2008 2 2 3.0 0.019 0.644 100%
13 Martens 2003 2 2 3.0 0.019 0.644 100%
14 Voev and Lunde 2007 2 2 3.0 0.019 0.644 100%
15 Christensen, Oomen, and Podolskij (self) 2010 2 2 4.0 0.019 0.644 100%
16 Christensen, Podolskij, and Vetter (self) 2010 2 2 4.0 0.019 0.644 100%
17 Jacod and Shiryaev 2003 2 2 2.5 0.019 0.511 50%
18 Oomen 2006 2 1 4.0 0.019 0.511 100%
19 Andersen, Bollerslev, Diebold, and Labys 2003 1 1 1.0 0.009 0.406 100%
20 Barndorff-Nielsen and Shephard 2004 1 1 1.0 0.009 0.406 100%
21 Andersen, Bollerslev, Diebold, and Labys 2001 1 1 1.0 0.009 0.406 100%
22 Barndorff-Nielsen and Shephard 2002 1 1 1.0 0.009 0.406 100%
23 Mykland and Zhang 2006 1 1 1.0 0.009 0.406 100%
24 Mykland and Zhang 2009 1 1 1.0 0.009 0.406 100%
25 Zhou 1996 1 1 1.0 0.009 0.406 100%
26 Zhang, Mykland, and A\"it-Sahalia 2005 1 1 1.0 0.009 0.406 100%
27 Zhang 2006 1 1 1.0 0.009 0.406 100%
28 Malliavin and Mancino 2002 1 1 1.0 0.009 0.406 100%
29 Ren\`o 2003 1 1 1.0 0.009 0.406 100%
30 Bandi and Russell 2005 1 1 1.0 0.009 0.406 100%
31 Large 2007 1 1 1.0 0.009 0.406 100%
32 Boudt, Croux, and Laurent 2008 1 1 1.0 0.009 0.406 100%
33 Gloter and Jacod 2001 1 1 1.0 0.009 0.406 100%
34 Gloter and Jacod 2001 1 1 1.0 0.009 0.406 100%
35 Back 1991 1 1 2.0 0.009 0.406 100%
36 Delbaen and Schachermayer 1994 1 1 2.0 0.009 0.406 100%
37 Ghysels, Harvey, and Renault 1996 1 1 2.0 0.009 0.406 100%
38 Barndorff-Nielsen and Shephard 2007 1 1 2.0 0.009 0.406 100%
39 Andersen, Bollerslev, and Diebold 2009 1 1 2.0 0.009 0.406 100%
40 Diebold and Strasser 2008 1 1 2.0 0.009 0.406 100%
41 Bandi and Russell 2008 1 1 2.0 0.009 0.406 100%
42 R\'enyi 1963 1 1 2.0 0.009 0.406 100%
43 Aldous and Eagleson 1978 1 1 2.0 0.009 0.406 100%
44 Lo and MacKinlay 1990 1 1 2.0 0.009 0.406 100%
45 Scholes and Williams 1977 1 1 2.0 0.009 0.406 100%
46 Dimson 1979 1 1 2.0 0.009 0.406 100%
47 Hayashi and Yoshida 2008 1 1 2.0 0.009 0.406 100%
48 de Jong and Nijman 1997 1 1 2.0 0.009 0.406 100%
49 Palandri 2006 1 1 2.0 0.009 0.406 100%
50 Corsi and Audrino 2007 1 1 2.0 0.009 0.406 100%
51 Fan, Zhang, and Yu 2009 1 1 2.0 0.009 0.406 100%
52 Kinnebrock and Podolskij (self) 2008 1 1 2.0 0.009 0.406 100%
53 Glassermann 2004 1 1 2.0 0.009 0.406 100%
54 Jagannathan and Wang 1996 1 1 2.0 0.009 0.406 100%
55 Lettau and Ludvigson 2001 1 1 2.0 0.009 0.406 100%
56 Andersen, Bollerslev, Diebold, and Wu 2006 1 1 2.0 0.009 0.406 100%
57 Fleming, Kirby, and Ostdiek 2001 1 1 2.0 0.009 0.406 100%
58 Fleming, Kirby, and Ostdiek 2002 1 1 2.0 0.009 0.406 100%
59 Barndorff-Nielsen, Graversen, Jacod, Podolskij, an... (self) 2006 1 1 0.5 0.009 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.