Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Audrino, Francesco and Sigrist, Fabio and Ballinar... (self) | 2020 | 10 | 8 | 14.5 | 0.093 | 1.000 | 100% |
| 2 | Bollerslev, Tim and Hood, Benjamin and Huss, John ... | 2018 | 9 | 3 | 18.0 | 0.083 | 1.000 | 100% |
| 3 | Zhang, Chao and Zhang, Yihuang and Cucuringu, Miha... | 2023 | 19 | 13 | 34.0 | 0.176 | 0.982 | 95% |
| 4 | Christensen, Kim and Siggaard, Mathias and Veliyev... | 2023 | 17 | 11 | 28.5 | 0.157 | 0.980 | 94% |
| 5 | Hastie, Trevor and Tibshirani, Robert and Friedman... | 2009 | 4 | 4 | 8.0 | 0.037 | 0.928 | 100% |
| 6 | Audrino, Francesco and Knaus, Simon D. (self) | 2016 | 3 | 3 | 3.5 | 0.028 | 0.843 | 100% |
| 7 | Buncic, Daniel and Gisler, Katja I.M. | 2016 | 3 | 3 | 4.5 | 0.028 | 0.843 | 100% |
| 8 | Zhang, Yaojie and Ma, Feng and Liao, Yin | 2020 | 3 | 3 | 4.5 | 0.028 | 0.843 | 100% |
| 9 | Clements, Adam and Preve, Daniel P.A. | 2021 | 3 | 3 | 6.0 | 0.028 | 0.843 | 100% |
| 10 | Bauwens, Luc and Hafner, Christian and Laurent, S\... | 2012 | 2 | 2 | 1.5 | 0.019 | 0.644 | 100% |
| 11 | Corsi, Fulvio | 2009 | 2 | 2 | 3.0 | 0.019 | 0.644 | 100% |
| 12 | Gunnarsson, Elias S\o | 2024 | 2 | 2 | 1.5 | 0.019 | 0.644 | 100% |
| 13 | Qiu, Yue | 2021 | 2 | 2 | 2.5 | 0.019 | 0.644 | 100% |
| 14 | Andersen, Torben G. and Bollerslev, Tim and Diebol... | 2003 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 15 | Breiman, Leo | 2001 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 16 | Friedman, Jerome H. | 2001 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 17 | Hansen, By Peter R and Lunde, Asger and Nason, Jam... | 2011 | 2 | 1 | 4.0 | 0.019 | 0.511 | 100% |
| 18 | Takahashi, Makoto and Omori, Yasuhiro and Watanabe... | 2023 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 19 | Bucci, Andrea | 2020 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 20 | Zhu, Haibin and Bai, Lu and He, Lidan and Liu, Zhi | 2023 | 1 | 1 | 1.0 | 0.009 | 0.406 | 100% |
| 21 | Liu, Fei and Pantelous, Athanasios A. and von Mett... | 2018 | 1 | 1 | 0.5 | 0.009 | 0.406 | 100% |
| 22 | Andersen, Torben G. and Bollerslev, Tim and Diebol... | 2001 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 23 | Barndorff-Nielsen, Ole E. and Shephard, Neil | 2002 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 24 | Barndorff-Nielsen, Ole E. and Shephard, Neil | 2002 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 25 | Taylor, Nick | 2017 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 26 | Liu, Lily Y. and Patton, Andrew J. and Sheppard, K... | 2015 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 27 | Barndorff-Nielsen, O. E. and Hansen, P. Reinhard a... | 2009 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 28 | Corsi, Fulvio and Audrino, Francesco and Ren\`o (self) | 2012 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 29 | Patton, Andrew J. and Sheppard, Kevin | 2015 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 30 | Tibshirani, Robert | 1996 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 31 | Hastie, Trevor and Tibshirani, Robert and Wainwrig... | 2015 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 32 | Breiman, Leo | 1996 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 33 | Luong, Chuong and Dokuchaev, Nikolai | 2018 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 34 | Hornik, Kurt | 1991 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 35 | Goodfellow, Ian and Bengio, Yoshua and Courville, ... | 2016 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 36 | Patton, Andrew J. | 2011 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 37 | Cipollini, Fabrizio and Gallo, Giampiero M. and Ot... | 2021 | 1 | 1 | 2.0 | 0.009 | 0.406 | 100% |
| 38 | Hoerl, Arthur E and Kennard, Robert W | 1970 | 1 | 1 | 0.5 | 0.009 | 0.087 | 0% |