Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | ---\hspace-.1pt---\hspace-.1pt--- | 2025 | 6 | 4 | 9.0 | 0.162 | 1.000 | 100% |
| 2 | Breitung, J. | 2002 | 6 | 4 | 9.0 | 0.162 | 1.000 | 100% |
| 3 | Mavroeidis, S. | 2021 | 4 | 2 | 7.0 | 0.108 | 0.811 | 100% |
| 4 | Duffy, J. A., S. Mavroeidis, and S. Wycherley (self) | 2023 | 5 | 3 | 5.5 | 0.135 | 0.737 | 40% |
| 5 | Aruoba, S. B., M. Mlikota, F. Schorfheide, and S. ... | 2022 | 2 | 2 | 3.0 | 0.054 | 0.644 | 100% |
| 6 | Granger, C. W. J. | 1986 | 1 | 1 | 1.0 | 0.027 | 0.406 | 100% |
| 7 | Engle, R. F. and C. W. J. Granger | 1987 | 1 | 1 | 1.0 | 0.027 | 0.406 | 100% |
| 8 | Johansen, S. | 1991 | 1 | 1 | 1.0 | 0.027 | 0.406 | 100% |
| 9 | ---\hspace-.1pt---\hspace-.1pt--- | 1995 | 1 | 1 | 1.0 | 0.027 | 0.406 | 100% |
| 10 | Tj\ostheim, D. | 2020 | 1 | 1 | 1.0 | 0.027 | 0.406 | 100% |
| 11 | Tong, H. | 1990 | 1 | 1 | 1.0 | 0.027 | 0.406 | 100% |
| 12 | Terasvirta, T., D. Tj\ostheim, and C. W. J. Grange... | 2010 | 1 | 1 | 1.0 | 0.027 | 0.406 | 100% |
| 13 | Kristensen, D. and A. Rahbek | 2010 | 1 | 1 | 1.0 | 0.027 | 0.406 | 100% |
| 14 | Ikeda, D., S. Li, S. Mavroeidis, and F. Zanetti | 2024 | 1 | 1 | 1.0 | 0.027 | 0.406 | 100% |
| 15 | Duffy, J. A. and S. Mavroeidis (self) | 2024 | 1 | 1 | 1.0 | 0.027 | 0.406 | 100% |
| 16 | Revuz, D. and M. Yor | 1999 | 2 | 1 | 1.0 | 0.054 | 0.110 | 0% |
| 17 | Berkes, I. and L. Horvath | 2006 | 1 | 1 | 0.5 | 0.027 | 0.087 | 0% |
| 18 | Hall, P. and C. C. Heyde | 1980 | 1 | 1 | 0.5 | 0.027 | 0.087 | 0% |