Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Politis, Dimitris N | 2015 | 5 | 3 | 9.0 | 0.098 | 1.000 | 100% |
| 2 | Caldara, Dario and Iacoviello, Matteo | 2022 | 3 | 2 | 4.0 | 0.059 | 0.737 | 100% |
| 3 | Bollerslev, Tim | 1986 | 2 | 2 | 3.0 | 0.039 | 0.644 | 100% |
| 4 | Engle, Robert F | 1982 | 2 | 2 | 3.0 | 0.039 | 0.644 | 100% |
| 5 | Francq, Christian and others | 2019 | 2 | 2 | 3.0 | 0.039 | 0.644 | 100% |
| 6 | Politis, Dimitris Nicolas | 2003 | 2 | 2 | 3.0 | 0.039 | 0.644 | 100% |
| 7 | Chen, Jie and Politis, Dimitris N | 2019 | 2 | 2 | 3.0 | 0.039 | 0.644 | 100% |
| 8 | Wang, Yiren and Politis, Dimitris N | 2022 | 2 | 2 | 3.0 | 0.039 | 0.644 | 100% |
| 9 | Wu, Kejin and Karmakar, Sayar (self) | 2023 | 2 | 2 | 3.0 | 0.039 | 0.644 | 100% |
| 10 | Grebe, Moritz and Kandemir, Sinem and Tillmann, Pe... | 2024 | 2 | 1 | 4.0 | 0.039 | 0.511 | 100% |
| 11 | Yule, George Udny | 1927 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 12 | Box, George EP and Jenkins, Gwilym M and Reinsel, ... | 2015 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 13 | Wu, Kejin and Politis, Dimitris N | 2023 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 14 | Engle, Robert and Patton, Andrew | 2001 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 15 | Peters, Jean-Philippe | 2001 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 16 | Gonza | 2004 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 17 | Lim, Ching Mun and Sek, Siok Kun | 2013 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 18 | Herrera, Ana Maria and Hu, Liang and Pastor, Danie... | 2018 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 19 | Karmakar, Sayar and Roy, Arkaprava (self) | 2021 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 20 | Engle, Robert F and Patton, Andrew J | 2007 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 21 | Engle, Robert F and Ghysels, Eric and Sohn, Bumjea... | 2013 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 22 | Gulay, Emrah and Emec, Hamdi | 2018 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 23 | Wu, Kejin and Karmakar, Sayar (self) | 2021 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 24 | Fryzlewicz, Piotr and Sapatinas, Theofanis and Rao... | 2008 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 25 | Chudy | 2020 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 26 | Karmakar, Sayar and Chudy (self) | 2022 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 27 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% | ||
| 28 | Zhang, Yaojie and He, Jiaxin and He, Mengxi and Li... | 2023 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 29 | Balcilar Mehmet and Gupta Rangan and Pierdzioch Ch... | 2018 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 30 | Bouras Christos and Christou Christina and Gupta R... | 2019 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 31 | Bouri, Elie and Cepni, Oguzhan and Gupta, Rangan a... (self) | 2020 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 32 | Wuertz, Diethelm and RUnit, Suggests and Chalabi, ... | 2013 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 33 | Sucarrat, Genaro | 2020 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 34 | R Core Team | 2023 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 35 | Angus, John E | 1994 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 36 | Ypma, Jelmer and Borchers, Hans W and Eddelbuettel... | 2014 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 37 | Diebold, Francis X and Mariano, Robert S | 2002 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |