Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Yu, Long and He, Yong and Kong, Xinbing and Zhang,... | 2022 | 5 | 4 | 9.0 | 0.091 | 1.000 | 100% |
| 2 | Wang, Dong and Liu, Xialu and Chen, Rong | 2019 | 3 | 2 | 5.0 | 0.055 | 0.737 | 100% |
| 3 | Bollerslev, Tim | 1986 | 3 | 2 | 5.0 | 0.055 | 0.737 | 100% |
| 4 | Engle, Robert F and Kroner, Kenneth F | 1995 | 3 | 2 | 5.0 | 0.055 | 0.737 | 100% |
| 5 | Chen, Elynn Y and Fan, Jianqing | 2021 | 2 | 2 | 3.0 | 0.036 | 0.644 | 100% |
| 6 | Engle, Robert F | 2002 | 2 | 2 | 3.0 | 0.036 | 0.644 | 100% |
| 7 | Chen, Rong and Yang, Dan and Zhang, Cun-Hui | 2022 | 2 | 2 | 4.0 | 0.036 | 0.644 | 100% |
| 8 | Chen, Rong and Xiao, Han and Yang, Dan | 2021 | 2 | 1 | 2.0 | 0.036 | 0.511 | 100% |
| 9 | Engle, Robert F | 1982 | 2 | 1 | 2.0 | 0.036 | 0.511 | 100% |
| 10 | Hafner, Christian M and Preminger, Arie | 2009 | 2 | 1 | 4.0 | 0.036 | 0.511 | 100% |
| 11 | Ling, Shiqing and Li, Wai Keung | 1997 | 2 | 1 | 4.0 | 0.036 | 0.511 | 100% |
| 12 | Engle, Robert F and Ledoit, Olivier and Wolf, Mich... | 2019 | 2 | 1 | 4.0 | 0.036 | 0.511 | 100% |
| 13 | Elynn Y. Chen and Rong Chen | 2022 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 14 | Chen, Xin and Yang, Dan and Xu, Yan and Xia, Yin a... | 2023 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 15 | Xiao, Han and Han, Yuefeng and Chen, Rong and Liu,... | 2022 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 16 | Chen, Elynn Y and Tsay, Ruey S and Chen, Rong | 2020 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 17 | Zhang, Xu and Pang, Zhen and Guo, Jianhua and Wels... | 2022 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 18 | Chang, Jinyuan and He, Jing and Yang, Lin and Yao,... | 2023 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 19 | Bollerslev, Tim | 1990 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 20 | Bauwens, Luc and Laurent, Se | 2006 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 21 | Francq, Christian and Zako\"i | 2019 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 22 | Gupta, Arjun K and Nagar, Daya K | 1999 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 23 | Ling, Shiqing and McAleer, Michael | 2003 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 24 | Boussama, Farid and Fuchs, Florian and Stelzer, Ro... | 2011 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 25 | Comte, Fabienne and Lieberman, Offer | 2003 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 26 | Zhou, Jiayuan and Jiang, Feiyu and Zhu, Ke and Li,... (self) | 2022 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 27 | Tse, Yiu Kuen | 2002 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 28 | Escanciano, Juan Carlos and Lobato, Ignacio N and ... (self) | 2013 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 29 | Tsay, Ruey S | 2008 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 30 | Kaiser, Henry F | 1958 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 31 | Rasmus Pedersen and Anders Rahbek | 2014 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 32 | Diebold, Francis X and Mariano, Robert S | 2002 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 33 | Van der Weide, Roy | 2002 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 34 | Zumbach, Gilles O | 2007 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 35 | Ledoit, Olivier and Wolf, Michael | 2004 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 36 | Ledoit, Olivier and Wolf, Michael | 2012 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |
| 37 | Wang, Di and Zheng, Yao and Li, Guodong | 2021 | 1 | 1 | 2.0 | 0.018 | 0.406 | 100% |