Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Robert F Engle and Simone Manganelli | 2004 | 17 | 8 | 34.0 | 0.193 | 1.000 | 100% |
| 2 | Taylor, James W | 2020 | 7 | 3 | 14.0 | 0.080 | 1.000 | 100% |
| 3 | Andrew J. Patton and Johanna F. Ziegel and Rui Che... | 2019 | 17 | 8 | 34.0 | 0.193 | 1.000 | 100% |
| 4 | Bayer, Sebastian and Dimitriadis, Timo | 2022 | 9 | 5 | 18.0 | 0.102 | 1.000 | 100% |
| 5 | Diego Amaya and Peter Christoffersen and Kris Jaco... | 2015 | 4 | 2 | 7.0 | 0.045 | 0.811 | 100% |
| 6 | Neuberger, Anthony | 2012 | 2 | 2 | 3.0 | 0.023 | 0.644 | 100% |
| 7 | Neuberger, Anthony and Payne, Richard | 2021 | 2 | 2 | 3.0 | 0.023 | 0.644 | 100% |
| 8 | Fissler | 2 | 2 | 4.0 | 0.023 | 0.644 | 100% | |
| 9 | Zhijie Xiao and Roger Koenker | 2009 | 2 | 1 | 4.0 | 0.023 | 0.511 | 100% |
| 10 | Andersen, Torben G and Dobrev, Dobrislav and Schau... | 2012 | 2 | 1 | 4.0 | 0.023 | 0.511 | 100% |
| 11 | 2 | 1 | 4.0 | 0.023 | 0.511 | 100% | ||
| 12 | Jorion, P. | 1997 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 13 | Artzner, Philippe and Delbaen, Freddy and Eber, Je... | 1999 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 14 | Bae, Kwangil and Lee, Soonhee | 2021 | 1 | 1 | 1.0 | 0.011 | 0.406 | 100% |
| 15 | Fissler, Tobias and Ziegel, Johanna F and Gneiting... | 2015 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 16 | Taylor, James W | 2019 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 17 | Creal, Drew and Koopman, Siem Jan and Lucas, Andre | 2013 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 18 | Diebold, Francis X and Mariano, Robert S | 2002 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 19 | Torben G Andersen and Tim Bollerslev and Francis X... | 2001 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 20 | G. W. Hill and A. W. Davis | 1968 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 21 | Wang, Chao and Gerlach, Richard and Chen, Qian | 2023 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 22 | Heston, Steven L | 1993 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 23 | Bates, David S | 1996 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 24 | Andersen, Torben G and Bollerslev, Tim and Diebold... | 2010 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 25 | Andersen, T.G. and Bollerslev, T. | 1998 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 26 | Barndorff-Nielsen, Ole E and Shephard, Neil | 2004 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 27 | Ole E. Barndorff-Nielsen and Silja Kinnebrock and ... | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% | |
| 28 | Bollerslev, Tim and Li, Jia and Patton, Andrew J. ... | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% | |
| 29 | Dexiang Mei and Jing Liu and Feng Ma and Wang Chen | 2017 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 30 | Liu, Zhi and Wang, Kent and Liu, Junwei | 2014 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 31 | Dumitrescu, E. and Hurlin, C. and Pham, V. | 2012 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 32 | Mincer, Jacob and Zarnowitz, Victor | 1969 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |
| 33 | Sebastian Bayer and Timo Dimitriadis | 2020 | 1 | 1 | 2.0 | 0.011 | 0.406 | 100% |