Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | J.W. Taylor | 2019 | 5 | 5 | 9.0 | 0.068 | 1.000 | 100% |
| 2 | A.J. Patton and J.F. Ziegel and R. Chen | 2019 | 6 | 4 | 11.0 | 0.081 | 1.000 | 100% |
| 3 | James W. Taylor | 2005 | 4 | 3 | 7.0 | 0.054 | 0.928 | 100% |
| 4 | T. Fissler and J.F. Ziegel | 4 | 2 | 5.0 | 0.054 | 0.811 | 100% | |
| 5 | Carlo Acerbi and Dirk Tasche | 2002 | 3 | 2 | 4.0 | 0.041 | 0.737 | 100% |
| 6 | Daniel B. Nelson | 1991 | 3 | 2 | 6.0 | 0.041 | 0.737 | 100% |
| 7 | Kuester, Keith and Mittnik, Stefan and Paolella, M... | 2006 | 2 | 2 | 3.0 | 0.027 | 0.644 | 100% |
| 8 | Creal, Drew and Koopman, Siem Jan and Lucas, André | 2013 | 2 | 2 | 3.0 | 0.027 | 0.644 | 100% |
| 9 | Peter J. Huber and Elvezio Ronchetti | 2009 | 2 | 2 | 4.0 | 0.027 | 0.644 | 100% |
| 10 | E. Pearson and J. Tukey | 2 | 2 | 4.0 | 0.027 | 0.644 | 100% | |
| 11 | 2 | 2 | 4.0 | 0.027 | 0.644 | 100% | ||
| 12 | G. William Schwert | 1990 | 2 | 2 | 4.0 | 0.027 | 0.644 | 100% |
| 13 | Xiao, Z. and Koenker, R. | 2009 | 2 | 2 | 4.0 | 0.027 | 0.644 | 100% |
| 14 | Lawrence R. Glosten and Ravi Jagannathan and David... | 1993 | 2 | 2 | 4.0 | 0.027 | 0.644 | 100% |
| 15 | B.E. Hansen | 2 | 2 | 4.0 | 0.027 | 0.644 | 100% | |
| 16 | Zhuanxin Ding and Clive W. J. Granger and Robert F... | 1993 | 2 | 1 | 4.0 | 0.027 | 0.511 | 100% |
| 17 | Hansen, Peter R. and Lunde, Asger and Nason, James... | 2011 | 2 | 1 | 4.0 | 0.027 | 0.511 | 100% |
| 18 | Embrechts, Paul and McNeil, Alexander J. and Strau... | 2002 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 19 | Artzner, Philippe and Delbaen, Freddy and Eber, Je... | 1999 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 20 | Basel Committee on Banking Supervision | 2019 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 21 | Robert F Engle and Simone Manganelli | 2004 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 22 | Emrah \cS | 2012 | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% |
| 23 | P. Christoffersen | 1 | 1 | 1.0 | 0.014 | 0.406 | 100% | |
| 24 | Tae-Hwan Kim and Halbert White | 2004 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 25 | White, Halbert and Kim, Tae-Hwan and Manganelli, S... | 2010 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 26 | Eric Ghysels | 2014 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 27 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | ||
| 28 | Koenker, R. and Xiao, Z. | 2006 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 29 | Michael Parkinson | 1980 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 30 | Mark B. Garman and Michael J. Klass | 1980 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 31 | Alizadeh, Sassan and Brandt, Michael W. and Diebol... | 2002 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 32 | Zako\"i | 1994 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 33 | Engle, Robert F. and Ng, Victor K. | 1993 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 34 | R. Koenker and G. Bassett | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 35 | Frederick Mosteller | 1946 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 36 | Black, Fischer | 1976 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 37 | Christie, Andrew A. | 1982 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 38 | French, Kenneth R. and Schwert, G. William and Sta... | 1987 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 39 | E. Jondeau and M. Rockinger | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 40 | S.A. Broda and M.S. Paolella | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% | |
| 41 | Dobrev, Dobrislav and Nesmith, Travis D. and Oh, D... | 2017 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 42 | Bernardi, Mauro and Catania, Leopoldo | 2018 | 1 | 1 | 2.0 | 0.014 | 0.406 | 100% |
| 43 | 2 | 1 | 1.0 | 0.027 | 0.110 | 0% |