Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Archakov, I. and Hansen, P. R (self) | 2024 | 7 | 4 | 12.0 | 0.101 | 1.000 | 100% |
| 2 | Tong, C., Hansen, P. R., and Archakov, I (self) | 2024 | 14 | 10 | 22.0 | 0.203 | 0.950 | 86% |
| 3 | Archakov, I. and Hansen, P. R (self) | 2021 | 7 | 5 | 11.5 | 0.101 | 0.950 | 86% |
| 4 | Hansen, P. R. and Tong, C (self) | 2024 | 3 | 3 | 5.0 | 0.043 | 0.843 | 100% |
| 5 | Hansen, P. R., Lunde, A., and Voev, V (self) | 2014 | 3 | 2 | 4.0 | 0.043 | 0.737 | 100% |
| 6 | Engle, R. and Kelly, B | 2012 | 3 | 2 | 4.0 | 0.043 | 0.737 | 100% |
| 7 | Engle, R. F | 2002 | 2 | 2 | 3.0 | 0.029 | 0.644 | 100% |
| 8 | Fan, J., Furger, A., and Xiu, D | 2016 | 2 | 2 | 3.0 | 0.029 | 0.644 | 100% |
| 9 | Ait-Sahalia, Y. and Xiu, D | 2017 | 2 | 2 | 3.0 | 0.029 | 0.644 | 100% |
| 10 | Bodilsen, S. T | 2024 | 2 | 2 | 3.0 | 0.029 | 0.644 | 100% |
| 11 | Creal, D., Koopman, S. J., and Lucas, A | 2013 | 2 | 2 | 4.0 | 0.029 | 0.644 | 100% |
| 12 | Engle, R. F | 1982 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 13 | Bollerslev, T | 1986 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 14 | Engle, R. and Kroner, K | 1995 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 15 | Oh, D. H. and Patton, A. J | 2017 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 16 | Creal, D. and Tsay, R. S | 2015 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 17 | Opschoor, A., Lucas, A., Barra, I., and van Dijk, ... | 2021 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 18 | Sheppard, K. and Xu, W | 2019 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 19 | Engle, R. F | 2016 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 20 | Darolles, S., Francq, C., and Laurent, S | 2018 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 21 | Archakov, I., Hansen, P. R., and Lunde, A (self) | 2025 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 22 | Andreou, E., Gagliardini, P., Ghysels, E., and Rub... | 2024 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 23 | Creal, D., Koopman, S. J., and Lucas, A | 2011 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 24 | Tong, C. and Hansen, P. R (self) | 2023 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 25 | Hansen, P. R. and Lunde, A (self) | 2005 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 26 | Nelson, D. B | 1991 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 27 | Patil, V. H | 1965 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 28 | Alcaraz Lopez, O. L., Garcia Fernandez, E. M., Lat... | 2023 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 29 | Carhart, M. M | 1997 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 30 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | ||
| 31 | Dai, C., Lu, K., and Xiu, D | 2019 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 32 | Harvey, A | 2013 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 33 | Linton, O. and McCrorie, J. R | 1995 | 1 | 1 | 0.5 | 0.014 | 0.087 | 0% |