Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Clark, Todd E. and Ravazzolo, Francesco (self) | 2015 | 5 | 4 | 8.0 | 0.085 | 1.000 | 100% |
| 2 | Aastveit, Knut Are and ter Ellen, Saskia and Manto... | 2024 | 3 | 2 | 4.0 | 0.051 | 0.737 | 100% |
| 3 | Petrella, Lea and Raponi, Valentina | 2019 | 3 | 2 | 5.0 | 0.051 | 0.737 | 100% |
| 4 | Atchade | 2005 | 4 | 4 | 5.0 | 0.068 | 0.737 | 50% |
| 5 | Carriero, Andrea and Clark, Todd E and Marcellino,... | 2022 | 2 | 2 | 3.0 | 0.034 | 0.644 | 100% |
| 6 | Bollerslev, Tim | 1986 | 2 | 2 | 3.0 | 0.034 | 0.644 | 100% |
| 7 | Kotz, Samuel and Kozubowski, Tomasz and Podgo | 2001 | 2 | 2 | 3.0 | 0.034 | 0.644 | 100% |
| 8 | Cogley, Timothy and Sargent, Thomas J | 2005 | 5 | 3 | 3.0 | 0.085 | 0.585 | 20% |
| 9 | Cross, Jamie L and Hou, Chenghan and Koop, Gary an... | 2023 | 2 | 1 | 4.0 | 0.034 | 0.511 | 100% |
| 10 | Koenker, Roger and Bassett, Gilbert | 1978 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 11 | Adrian, Tobias and Boyarchenko, Nina and Giannone,... | 2019 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 12 | Adrian, Tobias and Grinberg, Federico and Liang, N... | 2022 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 13 | Ferrara, Laurent and Mogliani, Matteo and Sahuc, J... | 2022 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 14 | Antolin-Diaz, Juan and Drechsel, Thomas and Petrel... | 2024 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 15 | Chavleishvili, S. and Manganelli, S. | 2024 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 16 | Tomohiro Ando and Jushan Bai | 2020 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 17 | Chen, Liang and Dolado, Juan J. and Gonzalo, Jesu | 2021 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 18 | Clark, Todd E and Huber, Florian and Koop, Gary an... | 2024 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 19 | Korobilis, Dimitris and Schro | 2022 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 20 | D'Agostino, Antonello and Gambetti, Luca and Giann... | 2013 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 21 | Carriero, Andrea and Clark, Todd E. and Marcellino... | 2016 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 22 | Gianfreda, Angelica and Ravazzolo, Francesco and R... (self) | 2023 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 23 | Iacopini, Matteo and Poon, Aubrey and Rossini, Luc... (self) | 2023 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 24 | Primiceri, Giorgio E. | 2005 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 25 | Engle, Robert F. | 1982 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 26 | Kozumi, Hideo and Kobayashi, Genya | 2011 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 27 | Taylor, Stephen J | 1986 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 28 | Cox, David R and Gudmundsson, Gudmundur and Lindgr... | 1981 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 29 | Massimiliano Marcellino and Mario Porqueddu and Fa... | 2016 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 30 | Kastner, Gregor and Fru | 2014 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 31 | Giacomini, Raffaella and Komunjer, Ivana | 2005 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 32 | Diebold, F. and Mariano, R. | 1995 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 33 | Hansen, Peter R and Lunde, Asger and Nason, James ... | 2011 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 34 | Ravazzolo, Francesco and Rossini, Luca (self) | 2023 | 1 | 1 | 2.0 | 0.017 | 0.406 | 100% |
| 35 | Creal, Drew and Koopman, Siem Jan and Lucas, Andre | 2013 | 1 | 1 | 1.0 | 0.017 | 0.406 | 100% |
| 36 | Carriero, Andrea and Clark, Todd E and Marcellino,... | 2019 | 4 | 2 | 2.0 | 0.068 | 0.175 | 0% |
| 37 | Andrieu, Christophe and Thoms, Johannes | 2008 | 1 | 1 | 0.5 | 0.017 | 0.087 | 0% |