Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Adrian, T., N. Boyarchenko, and D. Giannone | 2019 | 5 | 2 | 8.0 | 0.046 | 0.874 | 100% |
| 2 | Gaglianone, W. P., L. R. Lima, O. Linton, and D. R... | 2011 | 4 | 3 | 4.5 | 0.037 | 0.843 | 75% |
| 3 | Christoffersen, P. F | 1998 | 4 | 3 | 5.5 | 0.037 | 0.843 | 75% |
| 4 | Engle, R. F. and S. Manganelli | 2004 | 3 | 3 | 3.5 | 0.028 | 0.737 | 67% |
| 5 | Manzan, S | 2015 | 3 | 2 | 5.0 | 0.028 | 0.737 | 100% |
| 6 | Gneiting, T. and R. Ranjan | 2013 | 2 | 2 | 3.0 | 0.019 | 0.644 | 100% |
| 7 | Tsyplakov, A | 2013 | 2 | 2 | 3.0 | 0.019 | 0.644 | 100% |
| 8 | Patton, A. and A. Timmermann | 2012 | 3 | 2 | 2.5 | 0.028 | 0.644 | 67% |
| 9 | Pascual, L., J. Romo, and E. Ruiz | 2006 | 2 | 2 | 3.0 | 0.019 | 0.644 | 100% |
| 10 | Corradi, V., J. Fosten, and D. Gutknecht (self) | 2023 | 2 | 2 | 3.0 | 0.019 | 0.644 | 100% |
| 11 | West, K. D | 1996 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 12 | Adams, P. A., T. Adrian, N. Boyarchenko, and D. Gi... | 2021 | 3 | 1 | 6.0 | 0.028 | 0.585 | 100% |
| 13 | Andrews, D. and G. Soares | 2010 | 8 | 2 | 5.0 | 0.074 | 0.550 | 25% |
| 14 | Fosten, J. and D. Gutknecht (self) | 2020 | 2 | 2 | 1.5 | 0.019 | 0.511 | 50% |
| 15 | Escanciano, J. C. and J. Olmo | 2010 | 3 | 2 | 2.0 | 0.028 | 0.511 | 33% |
| 16 | K\"unsch, H | 1989 | 2 | 2 | 2.5 | 0.019 | 0.511 | 50% |
| 17 | Gregory, K., S. Lahiri, and D. Nordman | 2018 | 5 | 2 | 4.0 | 0.046 | 0.511 | 20% |
| 18 | Plagborg-M\oller, M., L. Reichlin, G. Ricco, and T... | 2020 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 19 | Brownlees, C. T. and A. Souza | 2021 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 20 | Prasad, A., S. Elekdag, P. Jeasakul, R. Lafarguett... | 2019 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 21 | Antolin Diaz, J., T. Drechsel, and I. Petrella | 2021 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 22 | Ferrara, L., M. Mogliani, and J.-G. Sahuc | 2021 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 23 | Carriero, A., T. E. Clark, and M. Marcellino | 2020 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 24 | Romano, J. and A. Shaikh | 2010 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 25 | Clements, M. P | 2022 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 26 | Escanciano, J. C. and J. Olmo | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% | |
| 27 | Nolde, N. and J. F. Ziegel | 2017 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 28 | Giacomini, R. and I. Komunjer | 2005 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 29 | Quaedvlieg, R | 2021 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 30 | Granger, C. W | 1969 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 31 | Gneiting, T | 2011 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 32 | Gneiting, T., F. Balabdaoui, and A. E. Raftery | 2007 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 33 | Pohle, M.-O (self) | 2020 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 34 | Mincer, J. A. and V. Zarnowitz | 1969 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 35 | Giacomini, R. and B. Rossi | 2010 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 36 | Hansen, P. R., A. Lunde, and J. M. Nason | 2011 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 37 | Koenker, R. and Z. Xiao | 2006 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 38 | Galvao, A., G. Montes-Rojas, and J. Olmo | 2011 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 39 | Kim, T.-H. and H. White | 2003 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 40 | Koenker, R. and Z. Xiao | 2009 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 41 | Elliott, G. and A. Timmermann | 2016 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 42 | He, X. D., S. Kou, and X. Peng | 2022 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 43 | Barendse, S., E. Kole, and D. van Dijk | 2023 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 44 | Bollerslev, T | 1986 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 45 | Ghalanos, A | 2022 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 46 | Glosten, L. R., R. Jagannathan, and D. E. Runkle | 1993 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 47 | Galvao Jr., A. F., G. Montes-Rojas, and S. Y. Park | 2013 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 48 | Gneiting, T. and M. Katzfuss | 2014 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 49 | Goncalves, S. and H. White | 2004 | 4 | 1 | 2.0 | 0.037 | 0.139 | 0% |
| 50 | Doukhan, P., P. Massart, and E. Rio | 1995 | 3 | 1 | 1.5 | 0.028 | 0.126 | 0% |
| 51 | Goncalves, S. and H. White | 2002 | 3 | 1 | 1.5 | 0.028 | 0.126 | 0% |
| 52 | Giacomini, R., D. N. Politis, and H. White | 2013 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 53 | Fitzenberger, B | 1997 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 54 | White, H | 2000 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 55 | Andrews, D. and D. Pollard | 1994 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 56 | G\"otze, F. and H. K\"unsch | 1996 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 57 | Andrews, D. and P. Guggenberger | 2009 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 58 | Oodaira, H. and K. Yoshihara | 1971 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 59 | Fissler, T., J. F. Ziegel, and T. Gneiting | 2015 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 60 | Bayer, S. and T. Dimitriadis | 2022 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 61 | Kratz, M., Y. H. Lok, and A. J. McNeil | 2018 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 62 | Hassler, U. and M.-O. Pohle (self) | 2023 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |
| 63 | Ardia, D., K. Boudt, and L. Catania | 2019 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |