Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Taleb, Nassim Nicholas | 2007 | 1 | 1 | 2.0 | 0.167 | 0.406 | 100% |
| 2 | Embrechts, Paul, Klüppelberg, Claudia, & Mikosch, ... | 1997 | 1 | 1 | 2.0 | 0.167 | 0.406 | 100% |
| 3 | Coles, Stuart | 2001 | 1 | 1 | 2.0 | 0.167 | 0.406 | 100% |
| 4 | Bollerslev, Tim | 1986 | 1 | 1 | 2.0 | 0.167 | 0.406 | 100% |
| 5 | Gatheral, Jim, Jaisson, Thibault, & Rosenbaum, Mat... | 2018 | 1 | 1 | 2.0 | 0.167 | 0.406 | 100% |
| 6 | Baumol, William J. & Benhabib, Jess | 1989 | 1 | 1 | 2.0 | 0.167 | 0.406 | 100% |