Citation Analysis

Break robust testing for \rd Granger causality \bk in copulas
Alexander Mayer, Tatsushi Oka, Dominik Wied
https://arxiv.org/abs/2603.01721
128
Citation mentions
65
Cited references
11
Sections
6,399
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 Patton, Andrew J 2006 5 3 7.0 0.039 1.000 100%
2 Bu 2016 6 3 11.0 0.047 1.000 100%
3 Neumeyer, Natalie and Omelka, Marek and Hudecova 2019 5 4 10.0 0.039 1.000 100%
4 Alexander Mayer and Dominik Wied and Victor Troste... (self) 2025 4 4 7.0 0.031 0.928 100%
5 Alexander Mayer and Dominik Wied (self) 2023 4 4 7.0 0.031 0.928 100%
6 Oh, Dong Hwan and Patton, Andrew J 2013 4 3 7.0 0.031 0.928 100%
7 Oh, Dong Hwan and Patton, Andrew J 2017 4 3 7.0 0.031 0.928 100%
8 Mohr, Maria 2020 4 3 7.0 0.031 0.928 100%
9 Sowell, Fallaw 1996 3 3 5.0 0.023 0.843 100%
10 Rossi, Barbara 2005 3 3 5.0 0.023 0.843 100%
11 Andrews, Donald WK and Pollard, David 1994 3 3 5.0 0.023 0.843 100%
12 Nasri, Bouchra R and Re 2022 3 3 5.0 0.023 0.843 100%
13 Gon\cc 2023 3 3 5.0 0.023 0.843 100%
14 Patton, Andrew 2013 4 2 5.0 0.031 0.811 100%
15 Han, Heejoon and Linton, Oliver and Oka, Tatsushi ... (self) 2016 3 2 4.0 0.023 0.737 100%
16 Scholze, Florian Alexander and Steland, Ansgar 2024 3 2 5.0 0.023 0.737 100%
17 Bu 2013 3 2 6.0 0.023 0.737 100%
18 Adrian, T. and Brunnermeier, M.K. 2016 2 2 3.0 0.016 0.644 100%
19 Longin, Francois and Solnik, Bruno 2001 2 2 3.0 0.016 0.644 100%
20 Ang, Andrew and Chen, Joseph 2002 2 2 3.0 0.016 0.644 100%
21 Wied, Dominik and Kra (self) 2012 2 2 3.0 0.016 0.644 100%
22 Borsch, Marvin and Mayer, Alexander and Wied, Domi... (self) 2024 2 2 3.0 0.016 0.644 100%
23 Chernozhukov, Victor and Ferna 2024 2 2 3.0 0.016 0.644 100%
24 Patton, Andrew J. 2012 2 2 3.0 0.016 0.644 100%
25 Donald W. K. Andrews and Werner Ploberger 1994 2 2 4.0 0.016 0.644 100%
26 Segers, Johan 2012 2 2 4.0 0.016 0.644 100%
27 Alexios Galanos 2025 2 2 4.0 0.016 0.644 100%
28 Andrews, Donald WK 1991 2 2 4.0 0.016 0.644 100%
29 Whitney K. Newey and Daniel McFadden 1994 2 2 4.0 0.016 0.644 100%
30 Bücher, A. and Kojadinovic, I. and Rohmer, T. and ... 2014 2 1 2.0 0.016 0.511 100%
31 Acar, Elif F. and Craiu, Radu V. and Yao, Fang 2013 2 1 2.0 0.016 0.511 100%
32 Irène Gijbels and Marek Omelka and Michal Pešta an... 2017 2 1 2.0 0.016 0.511 100%
33 Irène Gijbels and Marek Omelka and Noël Veraverbek... 2021 2 1 2.0 0.016 0.511 100%
34 Diebold, Francis X. and Yilmaz, Kamil 2014 1 1 1.0 0.008 0.406 100%
35 Brownlees, Christian T. and Engle, Robert F. 2017 1 1 1.0 0.008 0.406 100%
36 Cappiello, Lorenzo and Engle, Robert F and Sheppar... 2006 1 1 1.0 0.008 0.406 100%
37 Forbes, Kristin J and Rigobon, Roberto 2002 1 1 1.0 0.008 0.406 100%
38 Stark, F and Otto, S 2022 1 1 1.0 0.008 0.406 100%
39 Victor Troster 2018 1 1 1.0 0.008 0.406 100%
40 Song, Xiaojun and Taamouti, Abderrahim 2021 1 1 1.0 0.008 0.406 100%
41 Taoufik Bouezmarni and Jeroen V.K. Rombouts and Ab... 2012 1 1 1.0 0.008 0.406 100%
42 Roberto Fuentes-Martínez and Irene Crimaldi and Ar... 2025 1 1 1.0 0.008 0.406 100%
43 Tae-Hwy Lee and Weiping Yang 2014 1 1 1.0 0.008 0.406 100%
44 Hyuna Jang and Jong-Min Kim and Hohsuk Noh 2024 1 1 1.0 0.008 0.406 100%
45 David Jobst and Annette Möller and Jürgen Groß 2024 1 1 1.0 0.008 0.406 100%
46 Foresi, S. and Peracchi, F. 1995 1 1 1.0 0.008 0.406 100%
47 Chernozhukov, Victor and Ferna 2013 1 1 1.0 0.008 0.406 100%
48 Christoph Rothe and Dominik Wied (self) 2013 1 1 1.0 0.008 0.406 100%
49 Wang, Y. and Oka, T. and Zhu, D. (self) 2023 1 1 1.0 0.008 0.406 100%
50 D. Wied (self) 2024 1 1 1.0 0.008 0.406 100%
51 Spady, R.H. and Stouli, S. 2025 1 1 1.0 0.008 0.406 100%
52 Chen, Xiaohong and Fan, Yanqin 2006 1 1 2.0 0.008 0.406 100%
53 Chen, Xiaohong and Fan, Yanqin 2006 1 1 2.0 0.008 0.406 100%
54 Kolev, Nikolai and Anjos, Ulisses dos and Mendes, ... 2006 1 1 2.0 0.008 0.406 100%
55 Doukhan, Paul and Massart, Pascal and Rio, Emmanue... 1995 1 1 2.0 0.008 0.406 100%
56 Fermanian, Jean-David and Radulovic, Dragan and We... 2004 1 1 2.0 0.008 0.406 100%
57 Gijbels, Irene and Omelka, Marek and Veraverbeke, ... 2015 1 1 2.0 0.008 0.406 100%
58 Re 2017 1 1 2.0 0.008 0.406 100%
59 Fabrizio Durante and Susanne Saminger-Platz and Pe... 2009 1 1 2.0 0.008 0.406 100%
60 Glosten, Lawrence R and Jagannathan, Ravi and Runk... 1993 1 1 2.0 0.008 0.406 100%
61 Galeano, Pedro and Wied, Dominik (self) 2017 1 1 2.0 0.008 0.406 100%
62 Runge, Jakob and Bathiany, Sebastian and Bollt, Er... 2019 1 1 2.0 0.008 0.406 100%
63 Chen, Xiaohong and Huang, Zhuo and Yi, Yanping 2021 1 1 2.0 0.008 0.406 100%
64 Rio, Emmanuel 2017 1 1 2.0 0.008 0.406 100%
65 van der Vaart, Aad 1994 1 1 2.0 0.008 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.