Citation Analysis – An operator-level ARCH Model

An operator-level ARCH Model
Alexander Aue, Sebastian Kühnert, Gregory Rice, Jeremy VanderDoes
https://arxiv.org/abs/2603.10272

Citation mentions

Cited references

Sections

4,978

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	Francq, C. and J.-M. Zako\"ian	2019	8	7	14.0	0.118	1.000	100%
2	Cerovecki, C., C. Francq, S. Hormann, and J.-M. Za...	2019	6	5	8.5	0.088	0.941	83%
3	Liggett, T	1985	4	3	5.0	0.059	0.737	50%
4	Hsing, T. and R. Eubank	2015	2	2	3.0	0.029	0.644	100%
5	Hormann, S., L. Horvath, and R. Reeder	2013	2	2	3.0	0.029	0.644	100%
6	Kuhnert, S	2020	2	2	3.0	0.029	0.644	100%
7	Hall, P. and A. Meister	2007	2	2	3.0	0.029	0.644	100%
8	Kingman, J. F. C	1973	2	2	4.0	0.029	0.644	100%
9	Hormann, S. and P. Kokoszka	2010	3	2	4.5	0.044	0.644	67%
10	Kuhnert, S., G. Rice, and A. Aue (self)	2026	2	2	2.5	0.029	0.511	50%
11	Kokoszka, P., G. Rice, and H. L. Shang (self)	2017	2	1	4.0	0.029	0.511	100%
12	Engle, R	1982	1	1	1.0	0.015	0.406	100%
13	Bollerslev, T	1986	1	1	1.0	0.015	0.406	100%
14	Andersen, T., R. Davis, J.-P. Kreiss, and T. Mikos...	2009	1	1	1.0	0.015	0.406	100%
15	Asai, M., M. McAleer, and J. Yu	2006	1	1	1.0	0.015	0.406	100%
16	Bauwens, L., S. Laurent, and J. V. K. Rombouts	2006	1	1	1.0	0.015	0.406	100%
17	Gourieroux, C	1997	1	1	1.0	0.015	0.406	100%
18	Horvath, L. and P. Kokoszka	2012	1	1	1.0	0.015	0.406	100%
19	Bosq, D	2000	1	1	1.0	0.015	0.406	100%
20	Bosq, D. and D. Blanke	2007	1	1	1.0	0.015	0.406	100%
21	Aue, A., L. Horvath, and D. Pellatt (self)	2017	1	1	1.0	0.015	0.406	100%
22	Andersen, T. G., T. Su, V. Todorov, and Z. Zhang	2024	1	1	1.0	0.015	0.406	100%
23	Kearney, F., H. L. Shang, and Y. Zhao	2023	1	1	1.0	0.015	0.406	100%
24	Kuhnert, S	2019	1	1	1.0	0.015	0.406	100%
25	Laksaci, A., F. Alshahrani, I. M. Almanjahie, and ...	2025	1	1	1.0	0.015	0.406	100%
26	Li, Z., H. Sun, and J. Liu	2025	1	1	1.0	0.015	0.406	100%
27	Rice, G., T. Wirjanto, and Y. Zhao (self)	2023	1	1	1.0	0.015	0.406	100%
28	Sun, H. and B. Yu	2020	1	1	1.0	0.015	0.406	100%
29	Wu, W. and X. Shao	2004	1	1	2.0	0.015	0.406	100%
30	Mas, A	2007	1	1	2.0	0.015	0.406	100%
31	Kutta, T., G. Dierickx, and H. Dette	2022	1	1	2.0	0.015	0.406	100%
32	R Core Team	2020	1	1	2.0	0.015	0.406	100%
33	Moore, E. H	1920	1	1	2.0	0.015	0.406	100%
34	Penrose, R	1955	1	1	2.0	0.015	0.406	100%
35	Yeh, C.-K., G. Rice, and J. A. Dubin (self)	2023	1	1	2.0	0.015	0.406	100%
36	Kim, M., P. Kokoszka, and G. Rice (self)	2023	1	1	2.0	0.015	0.406	100%
37	Ruiz-Medina, M. and J. Alvarez-Liebana	2019	1	1	2.0	0.015	0.406	100%
38	Dette, H., K. Kokot, and A. Aue (self)	2020	1	1	2.0	0.015	0.406	100%
39	Kuhnert, S	2024	3	1	1.5	0.044	0.126	0%
40	Weidmann, J	1980	1	1	0.5	0.015	0.087	0%
41	Billingsley, P	1995	1	1	0.5	0.015	0.087	0%
42	Reimherr, M	2015	1	1	0.5	0.015	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Francq, C. and J.-M. Zako\"ian

2019

14.0

0.118

1.000

100%

Cerovecki, C., C. Francq, S. Hormann, and J.-M. Za...

2019

8.5

0.088

0.941

83%

Liggett, T

1985

5.0

0.059

0.737

50%

Hsing, T. and R. Eubank

2015

3.0

0.029

0.644

100%

Hormann, S., L. Horvath, and R. Reeder

2013

3.0

0.029

0.644

100%

Kuhnert, S

2020

3.0

0.029

0.644

100%

Hall, P. and A. Meister

2007

3.0

0.029

0.644

100%

Kingman, J. F. C

1973

4.0

0.029

0.644

100%

Hormann, S. and P. Kokoszka

2010

4.5

0.044

0.644

67%

Kuhnert, S., G. Rice, and A. Aue (self)

2026

2.5

0.029

0.511

50%

Kokoszka, P., G. Rice, and H. L. Shang (self)

2017

4.0

0.029

0.511

100%

Engle, R

1982

1.0

0.015

0.406

100%

Bollerslev, T

1986

1.0

0.015

0.406

100%

Andersen, T., R. Davis, J.-P. Kreiss, and T. Mikos...

2009

1.0

0.015

0.406

100%

Asai, M., M. McAleer, and J. Yu

2006

1.0

0.015

0.406

100%

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

2006

1.0

0.015

0.406

100%

Gourieroux, C

1997

1.0

0.015

0.406

100%

Horvath, L. and P. Kokoszka

2012

1.0

0.015

0.406

100%

Bosq, D

2000

1.0

0.015

0.406

100%

Bosq, D. and D. Blanke

2007

1.0

0.015

0.406

100%

Aue, A., L. Horvath, and D. Pellatt (self)

2017

1.0

0.015

0.406

100%

Andersen, T. G., T. Su, V. Todorov, and Z. Zhang

2024

1.0

0.015

0.406

100%

Kearney, F., H. L. Shang, and Y. Zhao

2023

1.0

0.015

0.406

100%

Kuhnert, S

2019

1.0

0.015

0.406

100%

Laksaci, A., F. Alshahrani, I. M. Almanjahie, and ...

2025

1.0

0.015

0.406

100%

Li, Z., H. Sun, and J. Liu

2025

1.0

0.015

0.406

100%

Rice, G., T. Wirjanto, and Y. Zhao (self)

2023

1.0

0.015

0.406

100%

Sun, H. and B. Yu

2020

1.0

0.015

0.406

100%

Wu, W. and X. Shao

2004

2.0

0.015

0.406

100%

Mas, A

2007

2.0

0.015

0.406

100%

Kutta, T., G. Dierickx, and H. Dette

2022

2.0

0.015

0.406

100%

R Core Team

2020

2.0

0.015

0.406

100%

Moore, E. H

1920

2.0

0.015

0.406

100%

Penrose, R

1955

2.0

0.015

0.406

100%

Yeh, C.-K., G. Rice, and J. A. Dubin (self)

2023

2.0

0.015

0.406

100%

Kim, M., P. Kokoszka, and G. Rice (self)

2023

2.0

0.015

0.406

100%

Ruiz-Medina, M. and J. Alvarez-Liebana

2019

2.0

0.015

0.406

100%

Dette, H., K. Kokot, and A. Aue (self)

2020

2.0

0.015

0.406

100%

Kuhnert, S

2024

1.5

0.044

0.126

Weidmann, J

1980

0.5

0.015

0.087

Billingsley, P

1995

0.5

0.015

0.087

Reimherr, M

2015

0.5

0.015

0.087

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.