Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Patton, A. J. and Ziegel, J. F. and Chen, R. | 2019 | 7 | 3 | 14.0 | 0.032 | 1.000 | 100% |
| 2 | Barendse, S. | 2023 | 13 | 4 | 25.0 | 0.060 | 1.000 | 100% |
| 3 | Adrian, T. and Boyarchenko, N. and Giannone, D. | 2019 | 14 | 3 | 26.0 | 0.065 | 1.000 | 100% |
| 4 | Shao, X. | 5 | 3 | 10.0 | 0.023 | 1.000 | 100% | |
| 5 | Galvao, A. F. and Yoon, J. | 2024 | 17 | 8 | 33.0 | 0.078 | 1.000 | 100% |
| 6 | Kato, K. | 2012 | 5 | 3 | 10.0 | 0.023 | 1.000 | 100% |
| 7 | Gregory, K. B. and Lahiri, S. N. and Nordman, D. J... | 2018 | 15 | 7 | 29.0 | 0.069 | 1.000 | 100% |
| 8 | Fitzenberger, B. | 1997 | 5 | 3 | 10.0 | 0.023 | 1.000 | 100% |
| 9 | Goyal, Amit and Welch, Ivo | 2008 | 6 | 3 | 11.0 | 0.028 | 1.000 | 100% |
| 10 | Cenesizoglu, T. and Timmermann, A. | 2008 | 4 | 3 | 7.0 | 0.018 | 0.928 | 100% |
| 11 | Dimitriadis, T. and Bayer, S. | 2019 | 5 | 2 | 10.0 | 0.023 | 0.874 | 100% |
| 12 | Andrews, D. W. K. | 1991 | 3 | 3 | 6.0 | 0.014 | 0.843 | 100% |
| 13 | Shao, X. | 3 | 3 | 6.0 | 0.014 | 0.843 | 100% | |
| 14 | Goyal, Amit and Welch, Ivo and Zafirov, Athanasse | 2024 | 3 | 3 | 5.0 | 0.014 | 0.843 | 100% |
| 15 | Kiefer, N. M. and Vogelsang, T. J. | 2005 | 3 | 3 | 6.0 | 0.014 | 0.843 | 100% |
| 16 | Zhou, Z. and Shao, X. | 2013 | 4 | 3 | 6.5 | 0.018 | 0.843 | 75% |
| 17 | Engle, R. F. and Manganelli, S. | 2004 | 4 | 2 | 8.0 | 0.018 | 0.811 | 100% |
| 18 | Lee, J. H. | 2016 | 3 | 2 | 6.0 | 0.014 | 0.737 | 100% |
| 19 | Artzner, P. and Delbaen, F. and Eber, J.-M. and He... | 1999 | 2 | 2 | 4.0 | 0.009 | 0.644 | 100% |
| 20 | Plagborg-M\o | 2020 | 2 | 2 | 4.0 | 0.009 | 0.644 | 100% |
| 21 | Adams, P. A. and Adrian, T. and Boyarchenko, N. an... | 2021 | 2 | 2 | 4.0 | 0.009 | 0.644 | 100% |
| 22 | Delle Monache, D. and De Polis, A. and Petrella, I... | 2024 | 2 | 2 | 4.0 | 0.009 | 0.644 | 100% |
| 23 | Whitney K. Newey and Kenneth D. West | 1987 | 2 | 2 | 4.0 | 0.009 | 0.644 | 100% |
| 24 | De Jong, R. M. and Davidson, J. | 2000 | 2 | 2 | 4.0 | 0.009 | 0.644 | 100% |
| 25 | Powell, J. L. | 1991 | 2 | 2 | 4.0 | 0.009 | 0.644 | 100% |
| 26 | Fan, R. and Lee, J. H. | 2019 | 2 | 2 | 4.0 | 0.009 | 0.644 | 100% |
| 27 | Fissler, T. and Ziegel, J. F. | 2016 | 4 | 1 | 8.0 | 0.018 | 0.644 | 100% |
| 28 | Billingsley, P. | 4 | 3 | 3.5 | 0.018 | 0.585 | 25% | |
| 29 | Oka, T. and Qu, Z. | 2011 | 3 | 1 | 6.0 | 0.014 | 0.585 | 100% |
| 30 | Kato, K. | 2009 | 7 | 2 | 6.5 | 0.032 | 0.575 | 29% |
| 31 | L\'o | 2024 | 2 | 1 | 4.0 | 0.009 | 0.511 | 100% |
| 32 | James Davidson | 15 | 5 | 10.5 | 0.069 | 0.511 | 13% | |
| 33 | Fissler, T. and Hoga, Y. (self) | 2024 | 2 | 1 | 4.0 | 0.009 | 0.511 | 100% |
| 34 | Liu, Xiaohui and Long, Wei and Peng, Liang and Yan... | 2024 | 2 | 1 | 4.0 | 0.009 | 0.511 | 100% |
| 35 | Wei, B. and Tan, K. M. and He, X. | 2024 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 36 | Chen, Le-Yu and Yen, Yu-Min | 2025 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 37 | Huang, W. and Li, S. and Peng, L. | 2025+ | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 38 | He, X. and Tan, K. M. and Zhou, W.-X. | 2023 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 39 | Zhang, S. and He, X. and Tan, K. M. and Zhou, W.-X... | 2025+ | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 40 | Bayer, S. and Dimitriadis, T. | 2022 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 41 | Yin, J. and Gentine, P. and Zhou, S. and Sullivan,... | 2018 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 42 | Maxwell, J. T. and Bregy, J. C. and Robeson, S. M.... | 2021 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 43 | Adrian, T. and Brunnermeier, M. K. | 2016 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 44 | Ando, T. and Greenwood-Nimmo, M. and Shin, Y. | 2022 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 45 | Gaglianone, W. P. and Lima, L. R. and Linton, O. a... | 2011 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 46 | Wang, R. and Shao, X. | 2020 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 47 | Hong, Y. and Linton, O. and McCabe, B. and Sun, J.... | 2024 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 48 | Koenker, R. and Xiao, Z. | 2004 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 49 | Xiao, Z. | 2009 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 50 | Knight, K. | 1989 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 51 | Huber, P. J. | 1967 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 52 | Weiss, A. A. | 1991 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 53 | Qu, Z. | 2008 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 54 | Su, L. and Xiao, Z. | 2008 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 55 | Fissler, T. | 2017 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 56 | Kiefer, N. M. and Vogelsang, T. J. | 2002 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 57 | Phillips, Peter CB | 2015 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 58 | Cai, Zongwu and Chen, Haiqiang and Liao, Xiaosai | 2023 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 59 | Maynard, A. and Shimotsu, K. and Kuriyama, N. | 2024 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 60 | Fan, R. and Lee, J. H. and Shin, Y. | 2023 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 61 | Azzalini, A. | 2013 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 62 | Carriero, Andrea and Clark, Todd E and Marcellino,... | 2024 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 63 | Brownlees, Christian and Souza, Andre BM | 2021 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 64 | Basel Committee on Banking Supervision | 2016 | 1 | 1 | 2.0 | 0.005 | 0.406 | 100% |
| 65 | Hansen, B. E. | 1992 | 3 | 3 | 1.5 | 0.014 | 0.182 | 0% |
| 66 | Andrews, D. W. K. | 1988 | 2 | 2 | 1.0 | 0.009 | 0.139 | 0% |
| 67 | Bu | 2015 | 2 | 2 | 1.0 | 0.009 | 0.139 | 0% |
| 68 | L\"u | 2007 | 2 | 1 | 1.0 | 0.009 | 0.110 | 0% |
| 69 | Athreya, K. B. and Lahiri, S. N. | 2 | 1 | 1.0 | 0.009 | 0.110 | 0% | |
| 70 | Phillips, P. C. B. and Durlauf, S. N. | 1986 | 1 | 1 | 0.5 | 0.005 | 0.087 | 0% |
| 71 | Jacod, J. and Shiryaev, A. N. | 1987 | 1 | 1 | 0.5 | 0.005 | 0.087 | 0% |