Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Subba Rao, Suhasini | 2006 | 6 | 4 | 10.0 | 0.060 | 1.000 | 100% |
| 2 | Christian Francq and Jean-Michel Zakoïan | 2004 | 9 | 6 | 17.0 | 0.090 | 1.000 | 100% |
| 3 | Rainer Dahlhaus and Suhasini Subba Rao | 2006 | 4 | 3 | 7.0 | 0.040 | 0.928 | 100% |
| 4 | Cristina Amado and Timo Tera | 2013 | 5 | 2 | 9.0 | 0.050 | 0.874 | 100% |
| 5 | Chen, Bin and Hong, Yongmiao | 2016 | 3 | 2 | 4.0 | 0.030 | 0.737 | 100% |
| 6 | Stephen J. Taylor | 1986 | 2 | 2 | 3.0 | 0.020 | 0.644 | 100% |
| 7 | Kristensen, Dennis and Lee, Young Jun | 2019 | 2 | 2 | 3.0 | 0.020 | 0.644 | 100% |
| 8 | Lionel Truquet | 2017 | 2 | 2 | 3.0 | 0.020 | 0.644 | 100% |
| 9 | Engle, Robert F and Siriwardane, Emil N | 2018 | 2 | 2 | 3.0 | 0.020 | 0.644 | 100% |
| 10 | Dahlhaus, Rainer | 1997 | 2 | 2 | 4.0 | 0.020 | 0.644 | 100% |
| 11 | McAleer, Michael and Ling, Shiqing | 2002 | 2 | 2 | 4.0 | 0.020 | 0.644 | 100% |
| 12 | Mikosch, Thomas and St\ua | 2004 | 2 | 1 | 2.0 | 0.020 | 0.511 | 100% |
| 13 | 2 | 1 | 2.0 | 0.020 | 0.511 | 100% | ||
| 14 | Hillebrand, Eric | 2005 | 2 | 1 | 2.0 | 0.020 | 0.511 | 100% |
| 15 | Baillie, Richard T and Morana, Claudio | 2009 | 2 | 1 | 2.0 | 0.020 | 0.511 | 100% |
| 16 | Chen, Cathy W. S. and Richard Gerlach and Edward M... | 2014 | 2 | 1 | 2.0 | 0.020 | 0.511 | 100% |
| 17 | He, Changli and Tera | 1999 | 2 | 1 | 4.0 | 0.020 | 0.511 | 100% |
| 18 | Mikosch, Thomas and St\ua | 2004 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 19 | St\ua | 2005 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 20 | Robert F. Engle | 1982 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 21 | Tim Bollerslev | 1986 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 22 | Neelabh Rohan | 2013 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 23 | Karmakar, Sayar and Richter, Stefan and Wu, Wei | 2022 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 24 | Dahlhaus, Rainer and Richter, Stefan and Wu, Wei B... | 2019 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 25 | Yanhua Feng | 2004 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 26 | Se | 2004 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 27 | Feng, Yuanhua and McNeil, Alexander J | 2008 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 28 | Christian T. Brownlees and Giampiero M. Gallo | 2010 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 29 | Santosh Mishra and Liangjun Su and Aman Ullah | 2010 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 30 | Mazur, Błazej and Pipién, Mateusz | 2012 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 31 | Koo, Bonsoo and Linton, Oliver | 2015 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 32 | Sebastien van Bellegem | 2012 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 33 | Timo Tera | 2012 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 34 | Francis X. Diebold | 1986 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 35 | Robert F. Engle and Tim Bollerslev | 1986 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 36 | Lamoureux, Christopher. G. and Lastrapes, William ... | 1990 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 37 | Baillie, Richard T and Bollerslev, Tim and Mikkels... | 1996 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 38 | Chu, James Chia-Shang | 1995 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 39 | Smith, Daniel R | 2008 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 40 | István Berkes and Lajos Horváth and Piotr Kokoszka | 2003 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 41 | Lee, Sang-Won and Hansen, Bruce E | 1994 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 42 | Robin L. Lumsdaine | 1996 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 43 | Han, Heejoon and Park, Joon Y. | 2012 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 44 | Heejoon Han and Dennis Kristensen | 2014 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 45 | Marcelo C. Medeiros and Alvaro Veiga | 2009 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 46 | Ambro\vz | 2008 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 47 | Peter X.- K. Song and Yanqin Fan and John D. Kalbf... | 2005 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 48 | Ritva Luukkonen and Pentti Saikkonen and Timo Tera | 1988 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 49 | Ahlgren, Niklas and Back, Alexander and Teräsvirta... (self) | 2024 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 50 | R. B. Davies | 1977 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 51 | Hornik, Kurt and Stinchcombe, Maxwell and White, H... | 1989 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 52 | L. Glosten and R. Jagannathan and D. Runkle | 1993 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 53 | Dahlhaus, Rainer | 2000 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 54 | Gut, Allan | 2005 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 55 | Yinyu Ye | 1987 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 56 | Alexios Ghalanos and Stefan Theussl | 2015 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 57 | Line Elvstrøm Ekner and Emil Nejstgaard | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% | |
| 58 | Wooldridge, Jeffrey M | 1990 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 59 | Philippe Bougerol and Nico Picard | 1992 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 60 | Boussama, Farid | 2000 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 61 | Amemiya, Takeshi | 1985 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 62 | Andrews, Donald WK | 1992 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 63 | F. Comte and O. Lieberman | 2003 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 64 | I. V. Basawa and P. D. Feigin and C. C. Heyde | 1976 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 65 | Wu, Wei Biao | 2011 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 66 | Wu, Wei Biao and Min, Wanli | 2005 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |