References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 2005Theory of rational option pricing7,161 cited
• 2005Stochastic Integration and Differential Equations4,594 cited
• 1987Expected stock returns and volatility4,147 cited
• 2003Modeling and Forecasting Realized Volatility3,887 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
• 1980On estimating the expected return on the market2,818 cited
• 2003Limit Theorems for Stochastic Processes2,529 cited
• 2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models2,224 cited