Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Kojevnikov, Denis and Marmer, Vadim and Song, Kyun... | 2021 | 9 | 3 | 18.0 | 0.052 | 1.000 | 100% |
| 2 | Lee, Ji Hyung and Song, Kyungchul | 2019 | 6 | 4 | 12.0 | 0.035 | 1.000 | 100% |
| 3 | Phillips, Peter C.B. | 1987 | 4 | 4 | 8.0 | 0.023 | 0.928 | 100% |
| 4 | Magdalinos, Tassos and Phillips, Peter C.B. | 2009 | 4 | 3 | 8.0 | 0.023 | 0.928 | 100% |
| 5 | Katsouris, Christis (self) | 2023 | 3 | 3 | 6.0 | 0.017 | 0.843 | 100% |
| 6 | Jansson, Michael and Moreira, Marcelo J | 2006 | 3 | 3 | 6.0 | 0.017 | 0.843 | 100% |
| 7 | Phillips, Peter C.B. and Magdalinos, Tassos | 2007 | 3 | 3 | 6.0 | 0.017 | 0.843 | 100% |
| 8 | Andrews, Donald WK | 1993 | 4 | 2 | 8.0 | 0.023 | 0.811 | 100% |
| 9 | Gr\o | 2019 | 4 | 1 | 8.0 | 0.023 | 0.644 | 100% |
| 10 | Grama, IG and Haeusler, Erich | 2006 | 2 | 2 | 4.0 | 0.012 | 0.644 | 100% |
| 11 | Saikkonen, Pentti and Lu | 2006 | 2 | 2 | 4.0 | 0.012 | 0.644 | 100% |
| 12 | Shin, Yongcheol | 1994 | 2 | 2 | 4.0 | 0.012 | 0.644 | 100% |
| 13 | Phillips, Peter CB and Durlauf, Steven N | 1986 | 2 | 2 | 4.0 | 0.012 | 0.644 | 100% |
| 14 | Katsouris, Christis (self) | 2023 | 2 | 2 | 4.0 | 0.012 | 0.644 | 100% |
| 15 | Stock, James H | 1991 | 3 | 2 | 4.5 | 0.017 | 0.644 | 67% |
| 16 | Politis, Dimitris N and Romano, Joseph P | 1994 | 2 | 2 | 4.0 | 0.012 | 0.644 | 100% |
| 17 | Paparoditis, Efstathios and Politis, Dimitris N | 2003 | 2 | 2 | 4.0 | 0.012 | 0.644 | 100% |
| 18 | Phillips, Peter CB and Solo, Victor | 1992 | 3 | 1 | 6.0 | 0.017 | 0.585 | 100% |
| 19 | Seo, Byeongseon | 1998 | 3 | 1 | 6.0 | 0.017 | 0.585 | 100% |
| 20 | Phillips, Peter CB | 1987 | 3 | 3 | 3.0 | 0.017 | 0.585 | 33% |
| 21 | Mark, Nelson C and Ogaki, Masao and Sul, Donggyu | 2005 | 2 | 1 | 4.0 | 0.012 | 0.511 | 100% |
| 22 | Banerjee, Anindya and Dolado, Juan J and Galbraith... | 1993 | 2 | 1 | 4.0 | 0.012 | 0.511 | 100% |
| 23 | Cavanagh, Christopher L and Elliott, Graham and St... | 1995 | 2 | 1 | 4.0 | 0.012 | 0.511 | 100% |
| 24 | Phillips, Peter CB and Magdalinos, Tassos | 2005 | 2 | 1 | 4.0 | 0.012 | 0.511 | 100% |
| 25 | Cavaliere, Giuseppe and Georgiev, Iliyan | 2020 | 2 | 1 | 4.0 | 0.012 | 0.511 | 100% |
| 26 | Granger, Clive WJ and Andersen, Allan | 1978 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 27 | Lee, Tae-Hwy and White, Halbert and Granger, Clive... | 1993 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 28 | Newey, Whitney K and West, Kenneth D | 1986 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 29 | Andrews, Donald WK | 1991 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 30 | Andrews, Donald WK and Monahan, J Christopher | 1992 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 31 | Kiefer, Nicholas M and Vogelsang, Timothy J and Bu... | 2000 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 32 | Kiefer, Nicholas M and Vogelsang, Timothy J | 2002 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 33 | Hong, Yongmiao and Linton, Oliver B and McCabe, Br... | 2023 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 34 | Sun, Jiajing and Hong, Yongmiao and Linton, Oliver... | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 35 | Csorgo, Miklos and Horvath, Lajos | 1997 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 36 | Yu, Miao and Si, Shen | 2009 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 37 | Worms, Julien | 2001 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 38 | Ericsson, Neil R and Hendry, David F and Mizon, Gr... | 1998 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 39 | White, Halbert and Pettenuzzo, Davide | 2014 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 40 | White, Halbert | 1996 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 41 | Damon, Julien and Guillas, Serge | 2005 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 42 | Seo, Won-Ki and Beare, Brendan K | 2019 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 43 | Bollerslev, Tim | 1986 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 44 | Chamberlain, Gary | 1982 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 45 | Debaly, Zinsou Max and Truquet, Lionel | 2021 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 46 | Berkes, Istvan and Horvath, Lajos and Kokoszka, Pi... | 2003 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 47 | Niu, Xu-Feng | 1997 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 48 | Katsouris, Christis (self) | 2021 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 49 | Katsouris, Christis (self) | 2023 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 50 | Zhang, Bo and Gao, Jiti and Pan, Guangming | 2020 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 51 | Zhang, Bo and Pan, Guangming and Gao, Jiti | 2018 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 52 | Bai, ZD and Silverstein, Jack W | 1999 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 53 | Jiang, Hui and Wang, Shaochen and Zhou, Wang | 2021 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 54 | Chen, Xiaohui and Xu, Mengyu and Wu, Wei Biao | 2013 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 55 | Giraitis, Liudas and Phillips, Peter CB | 2006 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 56 | Choudhury, Askar H and Hubata, Robert and St. Loui... | 1999 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 57 | Engle, Robert F and Granger, Clive WJ | 1987 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 58 | Paparoditis, Efstathios and Politis, Dimitris N | 2018 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 59 | Galvao J, Antonio F and Montes-Rojas, Gabriel and ... | 2013 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 60 | Cho, Jin Seo and Kim, Tae-hwan and Shin, Yongcheol | 2015 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 61 | Hamilton, James D | 2020 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 62 | Katsouris, Christis (self) | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 63 | Xiao, Zhijie | 2001 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 64 | Kejriwal, Mohitosh and Yu, Xuewen and Perron, Pier... | 2020 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 65 | Arai, Yoichi and Kurozumi, Eiji | 2007 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 66 | Campos, Julia and Ericsson, Neil R and Hendry, Dav... | 1996 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 67 | Johansen, S\o | 2000 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 68 | Kasparis, Ioannis and Phillips, Peter CB | 2012 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 69 | Wagner, Martin | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 70 | Vogelsang, Timothy J and Wagner, Martin | 2013 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 71 | Vogelsang, Timothy J and Wagner, Martin | 2014 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 72 | Phillips, Peter CB and Hansen, Bruce E | 1990 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 73 | Phillips, Peter CB and Ouliaris, Sam | 1990 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 74 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% | ||
| 75 | Saikkonen, Pentti | 1993 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 76 | Phillips, Peter CB and Moon, Hyungsik R | 1999 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 77 | Chen, Ye and Li, Jian and Li, Qiyuan | 2023 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 78 | Magdalinos, Tassos | 2020 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 79 | Phillips, Peter CB and Park, Joon Y | 1988 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 80 | Katsouris, Christis (self) | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 81 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% | ||
| 82 | Yang, Bingduo and Long, Wei and Peng, Liang and Ca... | 2020 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 83 | Phillips, Peter CB | 1988 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 84 | Wooldridge, Jeffrey M and White, Halbert | 1988 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 85 | Georgiev, Iliyan and Harvey, David I and Leybourne... | 2018 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 86 | Nyblom, Jukka | 1989 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 87 | Katsouris, Christis (self) | 2023 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 88 | Phillips, Peter CB and Chen, Ye | 2014 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 89 | Hansen, Peter Reinhard and Timmermann, Allan | 2015 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 90 | Chu, Chia-Shang James and Stinchcombe, Maxwell and... | 1996 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 91 | Busetti, Fabio and Taylor, AM Robert | 2004 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 92 | Horva | 2020 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 93 | Paparoditis, Efstathios and Politis, Dimitris N | 2001 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 94 | Ha | 2003 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 95 | Beran, Rudolf | 1988 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 96 | Andrews, Donald WK | 2004 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 97 | Paparoditis, Efstathios | 1996 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 98 | Paparoditis, Efstathios | 2018 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 99 | Bandi, Federico M and Phillips, Peter CB | 2007 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 100 | Barbour, Andrew D | 1990 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 101 | Parker, Cameron and Paparoditis, Efstathios and Po... | 2006 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 102 | Cavaliere, Giuseppe and Nielsen, Heino Bohn and Ra... | 2015 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 103 | Katsouris, Christis (self) | 2023 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 104 | Reichold, Karsten and Jentsch, Carsten | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 105 | Schennach, Susanne M | 2013 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 106 | Glasserman, Paul and Young, H Peyton | 2015 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 107 | Diebold, Francis X and Y\i | 2014 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 108 | Lanne, Markku and Nyberg, Henri | 2016 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 109 | Diebold, Francis X and Yilmaz, Kamil | 2012 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 110 | Billio, Monica and Getmansky, Mila and Lo, Andrew ... | 2012 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 111 | Granger, Clive WJ | 1969 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 112 | Granger, Clive WJ | 1980 | 1 | 1 | 0.5 | 0.006 | 0.406 | 100% |
| 113 | Schennach, Susanne M | 2018 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 114 | Bykhovskaya, Anna | 2022 | 1 | 1 | 2.0 | 0.006 | 0.406 | 100% |
| 115 | Hatanaka, Michio | 1996 | 2 | 1 | 1.0 | 0.012 | 0.110 | 0% |
| 116 | Gao, Fuqing and Zhao, Xingqiu | 2011 | 1 | 1 | 0.5 | 0.006 | 0.087 | 0% |
| 117 | Mikusheva, Anna | 2007 | 1 | 1 | 0.5 | 0.006 | 0.087 | 0% |
| 118 | Phillips, Peter CB | 2014 | 1 | 1 | 0.5 | 0.006 | 0.087 | 0% |
| 119 | Chan, Ngai H and Wei, Ching-Zong | 1987 | 1 | 1 | 0.5 | 0.006 | 0.087 | 0% |
| 120 | 1 | 1 | 0.5 | 0.006 | 0.087 | 0% |