Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Diebold, Francis X. and Yilmaz, Kamil | 2009 | 9 | 3 | 16.0 | 0.176 | 1.000 | 100% |
| 2 | Diebold, Francis X and Yilmaz, Kamil | 2014 | 3 | 3 | 5.0 | 0.059 | 0.843 | 100% |
| 3 | H.Hashem Pesaran and Yongcheol Shin | 1998 | 4 | 2 | 7.0 | 0.078 | 0.811 | 100% |
| 4 | Ando, Tomohiro and Greenwood-Nimmo, Matthew and Sh... | 2022 | 2 | 2 | 3.0 | 0.039 | 0.644 | 100% |
| 5 | Gideon Schwarz | 1978 | 2 | 2 | 3.0 | 0.039 | 0.644 | 100% |
| 6 | Monica Billio and Mila Getmansky and Andrew W. Lo ... | 2012 | 2 | 1 | 2.0 | 0.039 | 0.511 | 100% |
| 7 | Demirer, Mert and Diebold, Francis X and Liu, Laur... | 2018 | 2 | 1 | 2.0 | 0.039 | 0.511 | 100% |
| 8 | Helmut L\"u | 1990 | 2 | 1 | 2.0 | 0.039 | 0.511 | 100% |
| 9 | Acemoglu, Daron and Ozdaglar, Asuman and Tahbaz-Sa... | 2015 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 10 | Robin Greenwood and Augustin Landier and David The... | 2015 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 11 | Adrian, Tobias and Brunnermeier, Markus K. | 2016 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 12 | Brownlees, Christian and Engle, Robert F. | 2016 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 13 | Acharya, Viral V. and Pedersen, Lasse H. and Phili... | 2016 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 14 | Jackson, Matthew O. and Pernoud, Agathe | 2021 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 15 | Barun\'i | 2018 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 16 | Matteo Barigozzi and Giuseppe Cavaliere and Grazia... | 2025 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 17 | Diebold, Francis X and Yilmaz, Kamil | 2012 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 18 | Matthew Greenwood-Nimmo and Jingong Huang and Viet... | 2019 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 19 | Gorkem Bostanci and Kamil Yilmaz | 2020 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 20 | Inoue, Atsushi and Kilian, Lutz | 2002 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 21 | Barigozzi, Matteo and Brownlees, Christian | 2019 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 22 | Akaike, H. | 1974 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 23 | David Gabauer and Rangan Gupta and Hardik A. Marfa... | 2024 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 24 | Korobilis, Dimitris and Yilmaz, Kamil | 2018 | 1 | 1 | 1.0 | 0.020 | 0.406 | 100% |
| 25 | Christopher A. Sims | 1980 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 26 | Koop, Gary and Pesaran, M Hashem and Potter, Simon... | 1996 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 27 | Tomohiro Ando and Jushan Bai and Lina Lu and Cindy... | 2024 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 28 | Nikolaos Antonakakis and Ioannis Chatziantoniou an... | 2019 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 29 | Francis X. Diebold and Laura Liu and Kamil Yilmaz | 2017 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 30 | Yang, Jian and Li, Zheng and Miao, Hong (self) | 2021 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 31 | Delle Chiaie, Simona and Ferrara, Laurent and Gian... | 2022 | 1 | 1 | 2.0 | 0.020 | 0.406 | 100% |
| 32 | Harville, David A. | 1997 | 2 | 1 | 1.0 | 0.039 | 0.110 | 0% |