Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Gatheral, Jim and Jaisson, Thibault and Rosenbaum,... | 2018 | 6 | 5 | 10.0 | 0.056 | 1.000 | 100% |
| 2 | Bennedsen, Mikkel | 2020 | 6 | 4 | 9.0 | 0.056 | 1.000 | 100% |
| 3 | Corcuera, Jośe Manuel and Hedevang, Emil and Pakka... | 2013 | 15 | 7 | 21.5 | 0.139 | 0.977 | 93% |
| 4 | Viktor Todorov | 2019 | 8 | 4 | 13.0 | 0.074 | 0.957 | 88% |
| 5 | Todorov, Viktor and Tauchen, George | 2010 | 23 | 11 | 39.0 | 0.213 | 0.955 | 87% |
| 6 | Bennedsen, Mikkel and Lunde, Asger and Pakkanen, M... | 2021 | 4 | 3 | 7.0 | 0.037 | 0.928 | 100% |
| 7 | Anine E. Bolko and Kim Christensen and Mikko S. Pa... (self) | 2022 | 4 | 4 | 7.0 | 0.037 | 0.928 | 100% |
| 8 | Woerner, Jeannette | 2011 | 3 | 3 | 5.0 | 0.028 | 0.843 | 100% |
| 9 | A\"i | 2009 | 3 | 3 | 5.0 | 0.028 | 0.843 | 100% |
| 10 | M. Bennedsen and K. Christensen and P. Christensen (self) | 2023 | 3 | 3 | 5.0 | 0.028 | 0.843 | 100% |
| 11 | Livieri, Giulia and Mouti, Saad and Pallavicini, A... | 2018 | 3 | 2 | 5.0 | 0.028 | 0.737 | 100% |
| 12 | Han, Xiyue and Schied, Alexander | 2021 | 2 | 2 | 3.0 | 0.019 | 0.644 | 100% |
| 13 | Bayer, Christian and Friz, Peter and Gatheral, Jim | 2016 | 2 | 2 | 3.0 | 0.019 | 0.644 | 100% |
| 14 | Viktor Todorov | 2013 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 15 | Viktor Todorov and George Tauchen | 2011 | 2 | 2 | 4.0 | 0.019 | 0.644 | 100% |
| 16 | Duffie, Darrell and Pan, Jun and Singleton, Kennet... | 2000 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 17 | Todorov, Viktor and Tauchen, George | 2011 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 18 | Takayasu, H. | 1984 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 19 | Kolmogorov, Andrei Nikolaevich | 1991 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 20 | Kolmogorov, Andrei Nikolaevich | 1991 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 21 | Chong, Carsten H and Todorov, Viktor | 2023 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 22 | A\"i | 2009 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 23 | Xiaohu Wang and Weilin Xiao and Jun Yu | 2023 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 24 | El Euch, Omar and Gatheral, Jim and Rosenbaum, Mat... | 2019 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 25 | Peter Carr and Hélyette Geman and Dilip B. Madan a... | 2002 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 26 | Barndorff-Nielsen, Ole E. and Schmiegel, Ju | 2009 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 27 | Barndorff-Nielsen, Ole E. and Corcuera, Jose | 2013 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 28 | Corcuera, José Manuel and Nualart, David and Woern... | 2006 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 29 | M. Bennedsen and A. Lunde and M. S. Pakkanen | 2017 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 30 | Rosi\'n | 2007 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 31 | Barndorff-Nielsen, Ole Eiler and Hansen, P R and L... | 2008 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 32 | Fukasawa, Masaaki and Takabatake, Tetsuya and West... | 2019 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 33 | Medvedev, Alexey N. and Scaillet, O. | 2011 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 34 | Bjork, Tomas | 2009 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 35 | J. Jacod and A. N. Shiryaev | 2002 | 3 | 1 | 1.5 | 0.028 | 0.126 | 0% |