Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Andersen, Torben G. and Bollerslev, Tim | 6 | 3 | 11.0 | 0.081 | 1.000 | 100% | |
| 2 | Hansen, Peter Reinhard and Huang, Zhuo and Shek, H... | 4 | 3 | 7.0 | 0.054 | 0.928 | 100% | |
| 3 | Barndorff-Nielsen, Ole E. and Hansen, Peter Reinha... | 3 | 3 | 5.0 | 0.041 | 0.843 | 100% | |
| 4 | Shephard, Neil and Sheppard, Kevin | 3 | 3 | 6.0 | 0.041 | 0.843 | 100% | |
| 5 | Nelson, Daniel B. | 2 | 2 | 3.0 | 0.027 | 0.644 | 100% | |
| 6 | Glosten, Lawrence R. and Jagannathan, Ravi and Run... | 2 | 2 | 3.0 | 0.027 | 0.644 | 100% | |
| 7 | Barndorff-Nielsen, Ole E. and Shephard, Neil | 2 | 2 | 3.0 | 0.027 | 0.644 | 100% | |
| 8 | Engle, Robert | 2 | 2 | 3.0 | 0.027 | 0.644 | 100% | |
| 9 | Hansen, Peter Reinhard and Huang, Zhuo | 2 | 2 | 2.0 | 0.027 | 0.644 | 100% | |
| 10 | Hochreiter, Sepp and Schmidhuber, Jürgen | 2 | 2 | 3.0 | 0.027 | 0.644 | 100% | |
| 11 | Gerlach, Richard and Wang, Chao (self) | 2 | 2 | 4.0 | 0.027 | 0.644 | 100% | |
| 12 | Nguyen, Trong-Nghia and Tran, Minh-Ngoc and Kohn, ... (self) | 3 | 1 | 3.0 | 0.041 | 0.585 | 100% | |
| 13 | Fissler, Tobias and Ziegel, Johanna F. | 3 | 1 | 6.0 | 0.041 | 0.585 | 100% | |
| 14 | Hansen, Peter R. and Lunde, Asger and Nason, James... | 3 | 1 | 6.0 | 0.041 | 0.585 | 100% | |
| 15 | Del Moral, Pierre and Doucet, Arnaud and Jasra, Aj... | 2 | 1 | 4.0 | 0.027 | 0.511 | 100% | |
| 16 | Engle, Robert F. | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 17 | Bollerslev, Tim | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 18 | Jiang, Wei and Ruan, Qingsong and Li, Jianfeng and... | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 19 | Xie, Haibin and Yu, Chengtan | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 20 | Li, Dan and Clements, Adam and Drovandi, Christoph... | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 21 | Baillie, Richard T and Bollerslev, Tim and Mikkels... | 1996 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 22 | Liu, Yang (self) | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 23 | Bucci, Andrea | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 24 | Hyup Roh, Tae | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 25 | Kim, Ha Young and Won, Chang Hyun | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 26 | Bollerslev, Tim | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 27 | Forsberg, Lars and Bollerslev, Tim | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 28 | Engle, Robert F. and Gallo, Giampiero M. | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 29 | Corsi, Fulvio | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 30 | Liu, Lily Y. and Patton, Andrew J. and Sheppard, K... (self) | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 31 | Goodfellow, Ian and Bengio, Yoshua and Courville, ... | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 32 | Benoit Mandelbrot | 1967 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 33 | Zhuanxin Ding and Clive W.J. Granger and Robert F.... | 1993 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 34 | Bent Jesper Christensen and Morten Ørregaard Niels... | 2007 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 35 | Neal, Radford M. | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 36 | Chopin, Nicolas | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 37 | Gunawan, David and Kohn, Robert and Tran, Minh Ngo... (self) | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 38 | Kass, Robert E. and Carlin, Bradley P. and Gelman,... | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 39 | Andersen, Torben G. and Bollerslev, Tim and Diebol... | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 40 | Hansen, Peter R. and Lunde, Asger | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 41 | Kass, Robert E. and Raftery, Adrian E. | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 42 | Jeffreys, Harold | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 43 | Koenker, Roger and Bassett, Gilbert | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 44 | Taylor, James W. | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 45 | Engle, Robert F. and Hong, Che-Hsiung and Kane, Al... | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 46 | Atkins, Adam and Niranjan, Mahesan and Gerding, En... | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 47 | Xing, Frank Z. and Cambria, Erik and Zhang, Yue | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 48 | Rahimikia, Eghbal and Zohren, Stefan and Poon, Ser... | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |