Citation Analysis – On covariation estimation for multivariate continuous It\^o semimartingales with noise in non-synchronous observation schemes

Citation Analysis

On covariation estimation for multivariate continuous It\^o semimartingales with noise in non-synchronous observation schemes
Kim Christensen, Mark Podolskij, Mathias Vetter
https://arxiv.org/abs/2602.19658

Citation mentions

Cited references

Sections

7,611

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	Jacod, J., Y. Li, P. Mykland, M. Podolskij and M. ... (self)	2009	6	5	11.0	0.136	1.000	100%
2	Christensen, K., S. Kinnebrock and M. Podolskij (self)	2010	8	5	15.0	0.182	1.000	100%
3	Barndorff-Nielsen, O.E., S.E. Graversen, J. Jacod,... (self)	2006	2	2	3.0	0.045	0.644	100%
4	Podolskij, M. and M. Vetter (self)	2009	2	2	3.0	0.045	0.644	100%
5	Jacod, J., M. Podolskij and M. Vetter (self)	2010	2	2	3.0	0.045	0.644	100%
6	Podolskij, M. and M. Vetter (self)	2009	2	2	3.0	0.045	0.644	100%
7	Barndorff-Nielsen, O. E., P. R. Hansen, A. Lunde, ...	2010	2	2	3.0	0.045	0.644	100%
8	Bibinger, M	2011	2	2	3.0	0.045	0.644	100%
9	Jacod, J. and A.N. Shiryaev	2003	2	2	4.0	0.045	0.644	100%
10	Hayashi, T., and N. Yoshida	2005	2	1	2.0	0.045	0.511	100%
11	Gloter, A. and J. Jacod	2001	2	1	4.0	0.045	0.511	100%
12	Delbaen, F., and W. Schachermayer	1994	1	1	1.0	0.023	0.406	100%
13	Jacod, J	2008	1	1	1.0	0.023	0.406	100%
14	Zhang, L., P. A. Mykland, and Y. Ait-Sahalia	2005	1	1	1.0	0.023	0.406	100%
15	Zhang, L	2006	1	1	1.0	0.023	0.406	100%
16	Barndorff-Nielsen, O. E., P. R. Hansen, A. Lunde, ...	2008	1	1	1.0	0.023	0.406	100%
17	Palandri, A	2006	1	1	1.0	0.023	0.406	100%
18	Aldous, D.J., and Eagleson, G.K	1978	1	1	2.0	0.023	0.406	100%
19	Renyi, A	1963	1	1	2.0	0.023	0.406	100%
20	Mykland, P	2010	1	1	2.0	0.023	0.406	100%
21	Glassermann, P	2004	1	1	2.0	0.023	0.406	100%
22	Bandi, F. M., and J. R. Russell	2006	1	1	2.0	0.023	0.406	100%
23	Christensen, K., R. Oomen and M. Podolskij (self)	2010	1	1	2.0	0.023	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Jacod, J., Y. Li, P. Mykland, M. Podolskij and M. ... (self)

2009

11.0

0.136

1.000

100%

Christensen, K., S. Kinnebrock and M. Podolskij (self)

2010

15.0

0.182

1.000

100%

Barndorff-Nielsen, O.E., S.E. Graversen, J. Jacod,... (self)

2006

3.0

0.045

0.644

100%

Podolskij, M. and M. Vetter (self)

2009

3.0

0.045

0.644

100%

Jacod, J., M. Podolskij and M. Vetter (self)

2010

3.0

0.045

0.644

100%

Podolskij, M. and M. Vetter (self)

2009

3.0

0.045

0.644

100%

Barndorff-Nielsen, O. E., P. R. Hansen, A. Lunde, ...

2010

3.0

0.045

0.644

100%

Bibinger, M

2011

3.0

0.045

0.644

100%

Jacod, J. and A.N. Shiryaev

2003

4.0

0.045

0.644

100%

Hayashi, T., and N. Yoshida

2005

2.0

0.045

0.511

100%

Gloter, A. and J. Jacod

2001

4.0

0.045

0.511

100%

Delbaen, F., and W. Schachermayer

1994

1.0

0.023

0.406

100%

Jacod, J

2008

1.0

0.023

0.406

100%

Zhang, L., P. A. Mykland, and Y. Ait-Sahalia

2005

1.0

0.023

0.406

100%

Zhang, L

2006

1.0

0.023

0.406

100%

Barndorff-Nielsen, O. E., P. R. Hansen, A. Lunde, ...

2008

1.0

0.023

0.406

100%

Palandri, A

2006

1.0

0.023

0.406

100%

Aldous, D.J., and Eagleson, G.K

1978

2.0

0.023

0.406

100%

Renyi, A

1963

2.0

0.023

0.406

100%

Mykland, P

2010

2.0

0.023

0.406

100%

Glassermann, P

2004

2.0

0.023

0.406

100%

Bandi, F. M., and J. R. Russell

2006

2.0

0.023

0.406

100%

Christensen, K., R. Oomen and M. Podolskij (self)

2010

2.0

0.023

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.