Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Bollerslev, Tim | 1986 | 5 | 3 | 7.0 | 0.045 | 1.000 | 100% |
| 2 | Breiman, Leo and Friedman, Jerome and Stone, Charl... | 1984 | 5 | 4 | 7.0 | 0.045 | 1.000 | 100% |
| 3 | Breiman, Leo | 2001 | 5 | 4 | 7.0 | 0.045 | 1.000 | 100% |
| 4 | Creal, Drew and Koopman, Siem Jan and Lucas, Andre | 2013 | 12 | 10 | 18.5 | 0.109 | 0.941 | 83% |
| 5 | Harvey, Andrew C | 2013 | 5 | 4 | 6.0 | 0.045 | 0.928 | 80% |
| 6 | Hastie, Trevor and Tibshirani, Robert and Friedman... | 2009 | 4 | 4 | 7.0 | 0.036 | 0.928 | 100% |
| 7 | Audrino, Francesco and Bu | 2001 | 4 | 4 | 7.0 | 0.036 | 0.928 | 100% |
| 8 | Breiman, Leo and Friedman, Jerome H and Olshen, Ri... | 2017 | 3 | 3 | 4.0 | 0.027 | 0.843 | 100% |
| 9 | Janus, Pawe\l | 2014 | 3 | 3 | 5.0 | 0.027 | 0.843 | 100% |
| 10 | Engle, Robert F and Russell, Jeffrey R | 1998 | 3 | 3 | 5.0 | 0.027 | 0.843 | 100% |
| 11 | Schlosser, Lisa and Hothorn, Torsten and Stauffer,... | 2019 | 3 | 3 | 5.0 | 0.027 | 0.843 | 100% |
| 12 | Creal, Drew and Koopman, Siem Jan and Lucas, Andre | 2011 | 5 | 4 | 4.5 | 0.045 | 0.737 | 40% |
| 13 | Karpoff, J. M. | 1987 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 14 | Goulet Coulombe, Philippe | 2020 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 15 | Corsi, Fulvio | 2009 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 16 | Athey, Susan and Tibshirani, Julie and Wager, Stef... | 2019 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 17 | Oh, Dong Hwan and Patton, Andrew J (self) | 2021 | 2 | 2 | 3.0 | 0.018 | 0.644 | 100% |
| 18 | Baele, Lieven and Bekaert, Geert and Inghelbrecht,... | 2010 | 2 | 2 | 4.0 | 0.018 | 0.644 | 100% |
| 19 | Amihud, Yakov | 2002 | 2 | 2 | 4.0 | 0.018 | 0.644 | 100% |
| 20 | Baker, Scott R and Bloom, Nicholas and Davis, Stev... | 2016 | 3 | 1 | 6.0 | 0.027 | 0.585 | 100% |
| 21 | Box, GEORGE E P and Jenkins, Gwilym M | 1970 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 22 | Engle, Robert F | 1982 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 23 | Artemova, Mariia and Blasques, Francisco and van B... | 2022 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 24 | Artemova, Mariia and Blasques, Francisco and van B... | 2022 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 25 | Harvey, Andrew C | 2022 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 26 | Varian, Hal R | 2014 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 27 | Athey, Susan and Imbens, Guido W | 2019 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 28 | Medeiros, Marcelo C and Vasconcelos, Gabriel FR an... | 2021 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 29 | Huber, Florian and Koop, Gary and Onorante, Luca a... | 2020 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 30 | Gu, Shihao and Kelly, Bryan and Xiu, Dacheng | 2020 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 31 | Bianchi, Daniele and Bu | 2021 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 32 | Christensen, Kim and Siggaard, Mathias and Veliyev... | 2022 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 33 | Nguyen, Trong-Nghia and Tran, Minh-Ngoc and Gunawa... | 2022 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 34 | Nguyen, Trong-Nghia and Tran, Minh-Ngoc and Kohn, ... | 2022 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 35 | Reisenhofer, Rafael and Bayer, Xandro and Hautsch,... | 2022 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 36 | Tetereva, Anastasija and Kleen, Onno | 2022 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 37 | Tibshirani, Robert and Hastie, Trevor | 1987 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 38 | Fan, Jianqing and Farmen, Mark and Gijbels, Irene | 1998 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 39 | Fan, Jianqing and Wu, Yichao and Feng, Yang | 2009 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 40 | Politis, Dimitris N and Romano, Joseph P and Wolf,... | 1999 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 41 | Guidolin, Massimo and Timmermann, Allan | 2006 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 42 | Andrew J. Patton (self) | 2011 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 43 | Tilmann Gneiting and Adrian E. Raftery | 2007 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 44 | Francis X Diebold and Robert S Mariano | 1995 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 45 | Newey, Whitney K and West, Kenneth D | 1987 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 46 | Coulombe, Philippe Goulet and Leroux, Maxime and S... | 2020 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 47 | David A. Dickey and Wayne A. Fuller | 1979 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 48 | Liu, Yan and Wu, Jing Cynthia | 2021 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 49 | Hansen, Peter R and Lunde, Asger | 2005 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 50 | Black, F | 1976 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 51 | Carr, Peter and Wu, Liuren | 2008 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 52 | Bollerslev, Tim and Tauchen, George and Zhou, Hao | 2009 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 53 | Patton, A. J. (self) | 2013 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 54 | Patton, A. J. and K. Sheppard (self) | 2015 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 55 | Bauwens, L. and Hautsch, N. | 2009 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 56 | Israel, R. and Kelly, B. and Moskowitz, T. | 2020 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |