Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Huang, Zhiwu and Van Gool, Luc | 2017 | 7 | 4 | 12.0 | 0.106 | 1.000 | 100% |
| 2 | Corsi, Fulvio | 2009 | 5 | 3 | 7.0 | 0.076 | 1.000 | 100% |
| 3 | Andersen, Torben G. and Bollerslev, Tim and Diebol... | 2003 | 3 | 2 | 4.0 | 0.045 | 0.737 | 100% |
| 4 | Halbleib-Chiriac, Roxana and Voev, Valeri | 2011 | 2 | 2 | 3.0 | 0.030 | 0.644 | 100% |
| 5 | Bucci, Andrea and Ippoliti, Luigi and Valentini, P... (self) | 2022 | 2 | 2 | 3.0 | 0.030 | 0.644 | 100% |
| 6 | Reiss, Markus and Winkelmann, Lars | 2021 | 2 | 2 | 4.0 | 0.030 | 0.644 | 100% |
| 7 | Dryden, Ian L. and Koloydenko, Alexey and Zhou, Di... | 2009 | 3 | 1 | 6.0 | 0.045 | 0.585 | 100% |
| 8 | Zhang, Chao and Pu, Xingyue and Cucuringu, Mihai a... (self) | 2024 | 2 | 1 | 4.0 | 0.030 | 0.511 | 100% |
| 9 | Markowitz, Harry | 1952 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 10 | Engle, Robert F. and Kroner, Kenneth Ff | 1995 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 11 | Engle, Robert F. | 2002 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 12 | Lanne , Markku and Saikkonen , Pentti | 2007 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 13 | Vrontos, I. D. and Dellaportas, P. and Politis, D.... | 2003 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 14 | Andersen, Torben G. and Bollerslev, Tim and Diebol... | 2001 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 15 | Andersen, Torben G. and Bollerslev, Tim and Diebol... | 2001 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 16 | Bauer, Gregory H. and Vorkink, Keith | 2011 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 17 | Asai, Manabu and Chang, Chia-Lin and McAleer, Mich... | 2022 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 18 | Jin, Xin and Maheu, John M. | 2016 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 19 | Yu, Philip L. H. and Li, W. K. and Ng, F. C. | 2017 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 20 | Noureldin, Diaa and Shephard, Neil and Sheppard, K... | 2011 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 21 | Callot, Laurent A. F. and Kock, Anders B. and Mede... | 2017 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 22 | Asai, Manabu and McAleer, Michael | 2015 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 23 | Gribisch, Bastian and Hartkopf, Jan Patrick and Li... | 2020 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 24 | Opschoor, Anne and Lucas, Andre | 2024 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 25 | Marron, J.S. and Dryden, I.L. | 2022 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 26 | Harandi, Mehrtash T and Salzmann, Mathieu and Hart... | 2014 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 27 | Tuzel, Oncel and Porikli, Fatih and Meer, Peter | 2008 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 28 | Zhao, Chunli and Dong, Enzeng and Tong, Jigang and... | 2023 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 29 | Li, Yili and Wong, Kon Max and de Bruin, Hubert | 2012 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 30 | Han, Chulwoo and Park, Frank C. | 2022 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 31 | Lee, Hsiang-Tai | 2024 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 32 | Chakraborty, Rudrasis and Yang, Chun-Hao and Zhen,... | 2018 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 33 | Brooks, Daniel and Schwander, Olivier and Barbares... | 2019 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 34 | Wang, Rui and Wu, Xiao-Jun and Chen, Ziheng and Xu... | 2022 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 35 | Baillie, Richard T. and Bollerslev, Tim and Mikkel... | 1996 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 36 | Hurvich, Clifford M. and Moulines, Eric and Soulie... | 2005 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 37 | Gatheral , Jim and Jaisson , Thibault and Rosenbau... | 2018 | 1 | 1 | 1.0 | 0.015 | 0.406 | 100% |
| 38 | Barndorff-Nielsen, Ole E. and Shephard, Neil | 2002 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 39 | Schwert, William G. | 1989 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 40 | Arsigny, Vincent and Fillard, Pierre and Pennec, X... | 2007 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 41 | Higham, Nicholas J. | 1988 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 42 | Gower, J.C. | 1975 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 43 | van der Weide, Roy | 2002 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 44 | Laurent, Se | 2013 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 45 | Hansen, Peter R. and Lunde, Asger and Nason, James... | 2011 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 46 | Pascalau, Razvan and Poirier, Ryan | 2023 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 47 | Bollerslev, Tim and Patton, Andrew J. and Quaedvli... | 2018 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |
| 48 | DeMiguel, Victor and Garlappi, Lorenzo and Uppal, ... | 2009 | 1 | 1 | 2.0 | 0.015 | 0.406 | 100% |