Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Li, Jia and Todorov, Viktor and Tauchen, George an... | 2017 | 7 | 4 | 12.0 | 0.101 | 1.000 | 100% |
| 2 | Barndorff-Nielsen, Ole E and Hansen, P Reinhard an... | 2009 | 5 | 3 | 8.0 | 0.072 | 1.000 | 100% |
| 3 | Barndorff-Nielsen, Ole E and Hansen, Peter Reinhar... | 2011 | 5 | 3 | 9.0 | 0.072 | 1.000 | 100% |
| 4 | Bollerslev, Tim and Law, Tzuo Hann and Tauchen, Ge... | 2008 | 4 | 4 | 7.0 | 0.058 | 0.928 | 100% |
| 5 | Li, Jia and Todorov, Viktor and Tauchen, George an... | 2019 | 3 | 3 | 5.0 | 0.043 | 0.843 | 100% |
| 6 | Boudt, Kris and Laurent, Se (self) | 2017 | 3 | 3 | 5.0 | 0.043 | 0.843 | 100% |
| 7 | Epps, Thomas W | 1979 | 3 | 3 | 5.0 | 0.043 | 0.843 | 100% |
| 8 | Lee, Suzanne S and Mykland, Per A | 2008 | 3 | 3 | 6.0 | 0.043 | 0.843 | 100% |
| 9 | Christensen, Kim and Oomen, Roel CA and Podolskij,... | 2014 | 3 | 3 | 3.5 | 0.043 | 0.737 | 67% |
| 10 | Puccetti, Giovanni and Ru | 2012 | 3 | 3 | 3.5 | 0.043 | 0.737 | 67% |
| 11 | Embrechts, Paul and Puccetti, Giovanni and Ru | 2013 | 3 | 3 | 3.5 | 0.043 | 0.737 | 67% |
| 12 | Lahaye, Je | 2011 | 2 | 2 | 3.0 | 0.029 | 0.644 | 100% |
| 13 | A\"i | 2004 | 2 | 2 | 3.0 | 0.029 | 0.644 | 100% |
| 14 | Lee, Suzanne S and Mykland, Per A | 2012 | 2 | 2 | 3.0 | 0.029 | 0.644 | 100% |
| 15 | Boudt, Kris and Jakobsons, Edgars and Vanduffel, S... (self) | 2018 | 2 | 2 | 3.0 | 0.029 | 0.644 | 100% |
| 16 | Ardia, David and Boudt, Kris (self) | 2015 | 2 | 1 | 4.0 | 0.029 | 0.511 | 100% |
| 17 | Andersen, Torben G and Bollerslev, Tim and Diebold... | 2007 | 2 | 1 | 4.0 | 0.029 | 0.511 | 100% |
| 18 | Bollerslev, Tim and Li, Jia and Patton, Andrew J a... | 2020 | 2 | 1 | 4.0 | 0.029 | 0.511 | 100% |
| 19 | Bollerslev, Tim and Patton, Andrew J and Quaedvlie... | 2022 | 2 | 1 | 4.0 | 0.029 | 0.511 | 100% |
| 20 | Bandi, Federico M and Pirino, Davide and Reno, Rob... | 2017 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 21 | A\"\i | 2014 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 22 | Li, Z Merrick and Linton, Oliver | 2022 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 23 | Jondeau, Eric and Poon, Ser-Huang and Rockinger, M... | 2007 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 24 | Boudt, Kris and Croux, Christophe and Laurent, Se (self) | 2011 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 25 | Barndorff-Nielsen, Ole E and Shephard, Neil | 2004 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 26 | Markowitz, Harry | 1952 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 27 | Boudt, Kris and Croux, Christophe and Laurent, Se (self) | 2011 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 28 | Li, Jia and Todorov, Viktor and Tauchen, George | 2017 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 29 | Bernard, Carole and Bondarenko, Oleg and Vanduffel... | 2018 | 1 | 1 | 0.5 | 0.014 | 0.087 | 0% |
| 30 | Bernard, Carole and Ru | 2017 | 1 | 1 | 0.5 | 0.014 | 0.087 | 0% |