Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Yu, Cheng and Li, Dong and Jiang, Feiyu and Zhu, K... (self) | 2024 | 6 | 5 | 11.0 | 0.094 | 1.000 | 100% |
| 2 | Engle, Robert F | 2002 | 7 | 5 | 13.0 | 0.109 | 1.000 | 100% |
| 3 | Engle, Robert F and Ledoit, Olivier and Wolf, Mich... | 2019 | 9 | 6 | 18.0 | 0.141 | 1.000 | 100% |
| 4 | Bollerslev, Tim | 1986 | 4 | 3 | 7.0 | 0.062 | 0.928 | 100% |
| 5 | Li, Zebang and Xiao, Han | 2021 | 3 | 3 | 5.0 | 0.047 | 0.843 | 100% |
| 6 | Wang, Di and Zheng, Yao and Li, Guodong | 2024 | 2 | 2 | 3.0 | 0.031 | 0.644 | 100% |
| 7 | Engle, Robert F and Kroner, Kenneth F | 1995 | 2 | 2 | 3.0 | 0.031 | 0.644 | 100% |
| 8 | Ledoit, Olivier and Wolf, Michael | 2004 | 2 | 2 | 4.0 | 0.031 | 0.644 | 100% |
| 9 | Ledoit, Olivier and Wolf, Michael | 2012 | 2 | 2 | 4.0 | 0.031 | 0.644 | 100% |
| 10 | Dalio, Ray | 2017 | 2 | 1 | 2.0 | 0.031 | 0.511 | 100% |
| 11 | Nicholas Barberis and Andrei Shleifer | 2003 | 2 | 1 | 2.0 | 0.031 | 0.511 | 100% |
| 12 | Fama, Eugene F and French, Kenneth R | 2015 | 2 | 1 | 2.0 | 0.031 | 0.511 | 100% |
| 13 | Harry Markowitz | 1952 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 14 | Das, Sanjiv Ranjan and Uppal, Raman | 2004 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 15 | Kroencke, Tim A and Schindler, Felix and Schrimpf,... | 2014 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 16 | Froot, Kenneth and Teo, Melvyn | 2008 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 17 | Sunil Wahal and M. Deniz Yavuz | 2013 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 18 | Mullainathan, Sendhil | 2002 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 19 | Engle, Robert F | 1982 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 20 | Bauwens, Luc and Laurent, Se | 2006 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 21 | Francq, Christian and Zako\"i | 2019 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 22 | Chen, Rong and Yang, Dan and Zhang, Cun-Hui | 2022 | 1 | 1 | 2.0 | 0.016 | 0.406 | 100% |
| 23 | Han, Yuefeng and Chen, Rong and Zhang, Cun-Hui | 2022 | 1 | 1 | 2.0 | 0.016 | 0.406 | 100% |
| 24 | Barigozzi, Matteo and He, Yong and Li, Lingxiao an... | 2023 | 1 | 1 | 2.0 | 0.016 | 0.406 | 100% |
| 25 | Chen, Elynn Y and Xia, Dong and Cai, Chencheng and... | 2024 | 1 | 1 | 2.0 | 0.016 | 0.406 | 100% |
| 26 | Chen, Weilin and Lam, Clifford | 2024 | 1 | 1 | 2.0 | 0.016 | 0.406 | 100% |
| 27 | Han, Yuefeng and Chen, Rong and Yang, Dan and Zhan... | 2024 | 1 | 1 | 2.0 | 0.016 | 0.406 | 100% |
| 28 | Han, Yuefeng and Yang, Dan and Zhang, Cun-Hui and ... | 2024 | 1 | 1 | 2.0 | 0.016 | 0.406 | 100% |
| 29 | Aielli, Gian Piero | 2013 | 1 | 1 | 2.0 | 0.016 | 0.406 | 100% |
| 30 | Lam, Clifford | 2020 | 1 | 1 | 2.0 | 0.016 | 0.406 | 100% |
| 31 | Hafner, Christian M and Franses, Philip Hans | 2009 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 32 | Engle, Robert F and Kelly, Bryan | 2012 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |
| 33 | Hafner, Christian M and Wang, Linqi | 2024 | 1 | 1 | 1.0 | 0.016 | 0.406 | 100% |