Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Patil, V. H. | 1965 | 3 | 2 | 5.0 | 0.042 | 0.737 | 100% |
| 2 | Nadarajah, S. and Dey, D. K. | 2005 | 3 | 1 | 6.0 | 0.042 | 0.585 | 100% |
| 3 | Hurst, S | 1995 | 2 | 1 | 4.0 | 0.028 | 0.511 | 100% |
| 4 | Kawata, Tatsuo | 1972 | 2 | 2 | 2.5 | 0.028 | 0.511 | 50% |
| 5 | Nason, Guy P. | 2006 | 2 | 1 | 4.0 | 0.028 | 0.511 | 100% |
| 6 | Kendall, D. G. | 1938 | 2 | 1 | 4.0 | 0.028 | 0.511 | 100% |
| 7 | Embrechts, P. and C. Kl\"u | 1997 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 8 | Andrew Harvey | 2013 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 9 | Ibragimov, Marat and Rustam Ibragimov and Johan Wa... | 2015 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 10 | Chapman, Douglas G | 1950 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 11 | Ghosh, Bhasker K | 1975 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 12 | Prudnikov, A. P. and Brychkov, Yu Aleksandrovich a... | 1986 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 13 | Ruben, Harold | 1960 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 14 | Rahman, M. and Saleh, A. K. Md Ehsanes | 1974 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 15 | Dayal, Hari H. | 1976 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 16 | Berg, Christian and Vignat, Christophe | 2010 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 17 | Andrew Patton | 2012 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 18 | Andrew Patton | 2014 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 19 | Fang, Hong-Bin and Fang, Kai-Tai and Kotz, Samuel | 2002 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 20 | Demarta, Stefano and McNeil, Alexander J. | 2007 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 21 | Oh, Dong Hwan and Patton, Andrew J. | 2017 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 22 | Opschoor, Anne and Lucas, Andre | 2021 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 23 | Drew Creal and Ruey S. Tsay | 2015 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 24 | Eltoft, Torbj\o | 2006 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 25 | Finegold, Michael and Drton, Mathias | 2011 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 26 | Forbes, Florence and Wraith, Darren | 2014 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 27 | Gurland, John | 1948 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 28 | Gil-Pelaez, J | 1951 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 29 | Imhof, Jean-Pierre | 1961 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 30 | Bohman, Harald | 1970 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 31 | Davies, Robert B | 1973 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 32 | Neil Shephard | 1991 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 33 | Waller, Lance A and Turnbull, Bruce W and Hardin, ... | 1995 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 34 | Heston, Steven L | 1993 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 35 | S. L. Heston and S. Nandi | 2000 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 36 | Bakshi, Gurdip and Madan, Dilip | 2000 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 37 | Joarder, A. H. | 1995 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 38 | Robert E. Gaunt | 2021 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 39 | Forchini, Giovanni | 2008 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 40 | N. H. Bingham | 1996 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 41 | Heckman, James | 1979 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 42 | Fisher, R. A. and Healy, M. J. R. | 1956 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 43 | Walker, Glenn A and Saw, John G | 1978 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 44 | Fan, Tsai-Hung and Berger, James O. | 1990 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 45 | Bian, Guorui and Dickey, James M | 1991 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 46 | Stone, James V | 2004 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 47 | Ilya Archakov and Peter Reinhard Hansen (self) | 2023 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 48 | Dongming Zhua and John W. Galbraith | 2010 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 49 | Fulvio Corsi | 2009 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 50 | Torben G. Andersen and Tim Bollerslev and Francis ... | 2007 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 51 | Fulvio Corsi and Nicola Fusari and Davide La Vecch... | 2013 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 52 | Bollerslev, Tim and Patton, Andrew J. and Quaedvli... | 2016 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 53 | Ole E. Barndorff-Nielsen and Peter Reinhard Hansen... (self) | 2008 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 54 | Ole E. Barndorff-Nielsen and Peter Reinhard Hansen... (self) | 2009 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 55 | Drew Creal and Siem Jan Koopman and Andre | 2011 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 56 | Whitney K. Newey and Daniel McFadden | 1994 | 3 | 1 | 1.5 | 0.042 | 0.126 | 0% |
| 57 | Gradshteyn, Izrail Solomonovich and Ryzhik, Iosif ... | 2007 | 2 | 1 | 1.0 | 0.028 | 0.110 | 0% |
| 58 | Drew Creal and Siem Jan Koopman and Andre | 2012 | 1 | 1 | 0.5 | 0.014 | 0.087 | 0% |
| 59 | Seber, George AF and Lee, Alan J | 2003 | 1 | 1 | 0.5 | 0.014 | 0.087 | 0% |
| 60 | Mitchell, Ann ES | 1989 | 1 | 1 | 0.5 | 0.014 | 0.087 | 0% |
| 61 | 1 | 1 | 0.5 | 0.014 | 0.087 | 0% |