Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Ledoit, O. and Wolf, M. | 2022 | 8 | 5 | 14.0 | 0.081 | 1.000 | 100% |
| 2 | Ledoit, O. and Wolf, M. | 2022 | 4 | 3 | 6.0 | 0.040 | 0.928 | 100% |
| 3 | Hetland, Simon and Pedersen, Rasmus S\o | 2023 | 4 | 3 | 6.0 | 0.040 | 0.928 | 100% |
| 4 | Oh, D. H. and Patton, A. J. | 2018 | 4 | 3 | 8.0 | 0.040 | 0.928 | 100% |
| 5 | Opschoor, A. and Lucas, A. and Barra, I. and Van D... (self) | 2021 | 9 | 6 | 14.0 | 0.091 | 0.920 | 78% |
| 6 | Oh, D. H. and Patton, A.J. | 2023 | 26 | 10 | 38.5 | 0.263 | 0.901 | 73% |
| 7 | Oh, D. H. and Patton, A. J. | 2017 | 3 | 3 | 5.0 | 0.030 | 0.843 | 100% |
| 8 | Creal, D. D. and Koopman, S. and Lucas, A. (self) | 2013 | 4 | 2 | 7.0 | 0.040 | 0.811 | 100% |
| 9 | Harvey, A. | 2013 | 3 | 2 | 5.0 | 0.030 | 0.737 | 100% |
| 10 | Olivier Ledoit and Michael Wolf | 2012 | 2 | 2 | 3.0 | 0.020 | 0.644 | 100% |
| 11 | Engle, R.F. and Ledoit, O. and Wolf, M. | 2019 | 2 | 2 | 3.0 | 0.020 | 0.644 | 100% |
| 12 | Lucas, Andre and Schwaab, Bernd and Zhang, Xin (self) | 2017 | 2 | 1 | 2.0 | 0.020 | 0.511 | 100% |
| 13 | Creal, Drew and Koopman, Siem Jan and Lucas, André (self) | 2011 | 2 | 1 | 4.0 | 0.020 | 0.511 | 100% |
| 14 | Buccheri, Giuseppe and Bormetti, Giacomo and Corsi... | 2021 | 2 | 1 | 4.0 | 0.020 | 0.511 | 100% |
| 15 | Archakov, Ilya and Hansen, Peter Reinhard | 2 | 1 | 4.0 | 0.020 | 0.511 | 100% | |
| 16 | Hafner, Christian M. and Wang, Linqi | 2023 | 2 | 1 | 4.0 | 0.020 | 0.511 | 100% |
| 17 | Johnstone, Iain M | 2001 | 2 | 1 | 4.0 | 0.020 | 0.511 | 100% |
| 18 | McNeil, A.J. and Frey, R. and Embrechts, P. | 2005 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 19 | Joe, H. | 2006 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 20 | Olivier Ledoit and Michael Wolf | 2004 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 21 | Engle, Robert and Kelly, Bryan | 2012 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 22 | Engle, R.F. | 2002 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 23 | Creal, D. D. and Tsay,R. S. | 2015 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 24 | Ledoit, O. and Wolf, M. | 2004 | 1 | 1 | 1.0 | 0.010 | 0.406 | 100% |
| 25 | Patton, Andrew J | 2006 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 26 | Demarta, S. and McNeil, A.J. | 2005 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 27 | Lucas, A. and Schwaab, B. and Zhang, X. (self) | 2014 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 28 | Jaeckel, Peter and Rebonato, Riccardo | 2000 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 29 | Mar\vc | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% | |
| 30 | Fan, Jianqing and Liao, Yuan and Mincheva, Martina | 2013 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 31 | Donoho, David L and Gavish, Matan and Johnstone, I... | 2018 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 32 | Fama, Eugene F. and French, Kenneth R. | 1993 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 33 | Fama, Eugene F. and French, Kenneth R. | 1998 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 34 | Beutner, Eric A and Lin, Yicong and Lucas, Andre (self) | 2023 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |
| 35 | Gubbels, K.B. and Ypma, Y. and Oosterlee, C.W. (self) | 2025 | 1 | 1 | 2.0 | 0.010 | 0.406 | 100% |