Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Ledoit, Olivier and Wolf, Michael | 2004 | 12 | 3 | 23.0 | 0.375 | 1.000 | 100% |
| 2 | Jasiak, Joann and Neyazi, Aryan M (self) | 2023 | 4 | 3 | 4.5 | 0.125 | 0.843 | 75% |
| 3 | Gourieroux, Christian and Jasiak, Joann (self) | 2023 | 4 | 2 | 6.0 | 0.125 | 0.811 | 100% |
| 4 | Giancaterini, Francesco and Hecq, Alain and Jasiak... (self) | 2025 | 4 | 2 | 6.0 | 0.125 | 0.811 | 100% |
| 5 | Pourahmadi, Mohsen | 2013 | 2 | 1 | 4.0 | 0.062 | 0.511 | 100% |
| 6 | Chitturi, Ratnam V | 1976 | 2 | 1 | 4.0 | 0.062 | 0.511 | 100% |
| 7 | Chan, Kung-Sik and Ho, Lop-Hing and Tong, Howell | 2006 | 1 | 1 | 1.0 | 0.031 | 0.406 | 100% |
| 8 | Escanciano, J Carlos and Lobato, Ignacio N | 2009 | 1 | 1 | 1.0 | 0.031 | 0.406 | 100% |
| 9 | Gourieroux, Christian and Jasiak, Joann (self) | 2017 | 1 | 1 | 1.0 | 0.031 | 0.406 | 100% |
| 10 | Gourieroux, Christian and Monfort, Alain | 1995 | 1 | 1 | 2.0 | 0.031 | 0.406 | 100% |