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On the right jump tail inferred from the VIX market

Overview of attention for article published in International Review of Financial Analysis, March 2023
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About this Attention Score

  • In the top 25% of all research outputs scored by Altmetric
  • Good Attention Score compared to outputs of the same age (76th percentile)
  • High Attention Score compared to outputs of the same age and source (85th percentile)

Mentioned by

news
1 news outlet

Citations

dimensions_citation
3 Dimensions

Readers on

mendeley
5 Mendeley
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Title
On the right jump tail inferred from the VIX market
Published in
International Review of Financial Analysis, March 2023
DOI 10.1016/j.irfa.2023.102507
Authors

Zhenxiong Li, Xingzhi Yao, Marwan Izzeldin

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 5 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 5 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 2 40%
Other 1 20%
Student > Doctoral Student 1 20%
Unknown 1 20%
Readers by discipline Count As %
Economics, Econometrics and Finance 4 80%
Unknown 1 20%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 7. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 28 February 2023.
All research outputs
#4,840,893
of 25,392,582 outputs
Outputs from International Review of Financial Analysis
#64
of 493 outputs
Outputs of similar age
#93,701
of 422,415 outputs
Outputs of similar age from International Review of Financial Analysis
#1
of 14 outputs
Altmetric has tracked 25,392,582 research outputs across all sources so far. Compared to these this one has done well and is in the 79th percentile: it's in the top 25% of all research outputs ever tracked by Altmetric.
So far Altmetric has tracked 493 research outputs from this source. They typically receive a lot more attention than average, with a mean Attention Score of 10.8. This one has done well, scoring higher than 85% of its peers.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 422,415 tracked outputs that were published within six weeks on either side of this one in any source. This one has done well, scoring higher than 76% of its contemporaries.
We're also able to compare this research output to 14 others from the same source and published within six weeks on either side of this one. This one has done well, scoring higher than 85% of its contemporaries.