Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Bates and Granger | 1969 | 4 | 3 | 5.5 | 0.093 | 0.843 | 75% |
| 2 | Engle and Kelly | 2012 | 4 | 2 | 7.0 | 0.093 | 0.811 | 100% |
| 3 | Elliott and Liao | 2025 | 3 | 2 | 4.0 | 0.070 | 0.737 | 100% |
| 4 | Clemen | 1989 | 2 | 2 | 3.0 | 0.047 | 0.644 | 100% |
| 5 | Genre, Kenny, Meyler, and Timmermann | 2013 | 2 | 2 | 3.0 | 0.047 | 0.644 | 100% |
| 6 | Croushore and Stark | 2019 | 2 | 2 | 3.0 | 0.047 | 0.644 | 100% |
| 7 | Makridakis and Winkler | 1983 | 2 | 1 | 2.0 | 0.047 | 0.511 | 100% |
| 8 | Surowiecki | 2005 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 9 | Aliber, Kindleberger, and McCauley | 2023 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 10 | Diebold, Shin, and Zhang (self) | 2023 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 11 | Batchelor and Dua | 1995 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 12 | Timmermann | 2006 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 13 | Hsiao and Wan | 2014 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 14 | Wang, Hyndman, Li, and Kang | 2022 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 15 | Stock and Watson | 2004 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 16 | Smith and Wallis | 2009 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 17 | Claeskens, Magnus, Vasnev, and Wang | 2016 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 18 | Chan and Pauwels | 2018 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 19 | Clemen and Winkler | 1985 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 20 | Clements, Rich, and Tracy | 2022 | 1 | 1 | 1.0 | 0.023 | 0.406 | 100% |
| 21 | Stock and Watson | 2002 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |
| 22 | Chauvet and Potter | 2013 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |
| 23 | Stock and Watson | 2007 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |
| 24 | Pivetta and Reis | 2007 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |
| 25 | Arifovic, Bullard, and Kostyshyna | 2013 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |
| 26 | LeBaron and Smith | 2025 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |
| 27 | Stock and Watson | 2016 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |
| 28 | Elliott and Timmermann | 2016 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |
| 29 | Diebold and Shin (self) | 2019 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |
| 30 | Smith Jr | 1993 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |
| 31 | Gourieroux, Monfort, and Renault | 1993 | 1 | 1 | 2.0 | 0.023 | 0.406 | 100% |