Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Hecq, A., M. Ternes, and I. Wilms (self) | 2022 | 6 | 3 | 9.0 | 0.067 | 1.000 | 100% |
| 2 | Foroni, C., P. Guerin, and M. Marcellino | 2018 | 7 | 3 | 12.0 | 0.079 | 1.000 | 100% |
| 3 | Fang, T., T.-H. Lee, and Z. Su | 2020 | 4 | 3 | 4.0 | 0.045 | 0.928 | 100% |
| 4 | Gotz, T. B., A. Hecq, and S. Smeekes (self) | 2016 | 3 | 3 | 3.5 | 0.034 | 0.843 | 100% |
| 5 | Ghysels, E | 2016 | 4 | 2 | 5.0 | 0.045 | 0.811 | 100% |
| 6 | Conrad, C. and K. Loch | 2015 | 4 | 2 | 2.5 | 0.045 | 0.811 | 100% |
| 7 | Babii, A., E. Ghysels, and J. Striaukas | 2022 | 3 | 2 | 4.0 | 0.034 | 0.737 | 100% |
| 8 | Engle, R. F., E. Ghysels, and B. Sohn | 2013 | 3 | 2 | 2.0 | 0.034 | 0.737 | 100% |
| 9 | McCracken, M., M. Owyang, and T. Sekhposyan | 2021 | 2 | 2 | 3.0 | 0.022 | 0.644 | 100% |
| 10 | Asgharian, H., A. J. Hou, and F. Javed | 2013 | 2 | 2 | 1.5 | 0.022 | 0.644 | 100% |
| 11 | Conrad, C. and O. Kleen | 2020 | 2 | 2 | 1.5 | 0.022 | 0.644 | 100% |
| 12 | Corsi, F | 2009 | 2 | 2 | 1.5 | 0.022 | 0.644 | 100% |
| 13 | Audrino, F. and S. D. Knaus | 2016 | 2 | 2 | 2.5 | 0.022 | 0.644 | 100% |
| 14 | Audrino, F., L. Camponovo, and C. Roth | 2017 | 2 | 2 | 2.5 | 0.022 | 0.644 | 100% |
| 15 | Wilms, I., J. Rombouts, and C. Croux (self) | 2021 | 2 | 2 | 2.5 | 0.022 | 0.644 | 100% |
| 16 | Foroni, C., F. Ravazzolo, and L. Rossini | 2023 | 3 | 1 | 3.0 | 0.034 | 0.585 | 100% |
| 17 | Mariano, R. S. and Y. Murasawa | 2003 | 2 | 1 | 2.0 | 0.022 | 0.511 | 100% |
| 18 | Schorfheide, F. and D. Song | 2015 | 2 | 1 | 2.0 | 0.022 | 0.511 | 100% |
| 19 | Ghysels, E., P. Santa-Clara, and R. Valkanov | 2004 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 20 | Foroni, C., M. Marcellino, and C. Schumacher | 2015 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 21 | Koelbl, L. and M. Deistler | 2020 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 22 | Han, Y. and R. S. Tsay | 2020 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 23 | Mogliani, M. and A. Simoni | 2021 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 24 | Marcellino, M. and C. Schumacher | 2010 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 25 | Foroni, C. and M. Marcellino | 2014 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 26 | Andreou, E., P. Gagliardini, E. Ghysels, and M. Ru... | 2019 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 27 | Cimadomo, J., D. Giannone, M. Lenza, F. Monti, and... | 2022 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 28 | Paccagnini, A. and F. Parla | 2021 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 29 | Babii, A., R. T. Ball, E. Ghysels, and J. Striauka... | 2023 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 30 | Dal Bianco, M., M. Camacho, and G. P. Quiros | 2012 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 31 | Bouri, E., R. Gupta, and L. Rossini | 2022 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 32 | Hastie, T., R. Tibshirani, and M. Wainwright | 2015 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 33 | Nicholson, W. B., I. Wilms, J. Bien, and D. S. Mat... (self) | 2020 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 34 | Tibshirani, R | 1996 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 35 | Zhao, P., G. Rocha, and B. Yu | 2009 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 36 | Tsay, R. S | 2005 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 37 | Bauwens, L., C. M. Hafner, and S. Laurent | 2012 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 38 | Andersen, T. G., T. Bollerslev, F. X. Diebold, and... | 2001 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 39 | Barndorff-Nielsen, O. E. and N. Shephard | 2002 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 40 | Hua, J. and S. Manzan | 2013 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 41 | Haugom, E., H. Langeland, P. Molnar, and S. Westga... | 2014 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 42 | Ding, Y., D. Kambouroudis, and D. G. McMillan | 2021 | 1 | 1 | 0.5 | 0.011 | 0.406 | 100% |
| 43 | Baker, S. R., N. Bloom, and S. J. Davis | 2016 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 44 | Marcellino, M., J. H. Stock, and M. W. Watson | 2006 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 45 | Diebold, F. X. and R. S. Mariano | 1995 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 46 | Hansen, P. R., A. Lunde, and J. M. Nason | 2011 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 47 | Audrino, F. and J. Chassot | 2024 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 48 | Hu, Y. J., J. Rombouts, and I. Wilms (self) | 2024 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 49 | Rombouts, J., M. Ternes, and I. Wilms (self) | 2024 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 50 | Hyndman, R., G. Athanasopoulos, C. Bergmeir, G. Ca... | 2024 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 51 | Hyndman, R. J. and Y. Khandakar | 2008 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 52 | R Core Team | 2024 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |