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Cited by

• 2012The Term Structure of VIX68 cited
• 2013Model-Free Volatility Indexes in the Financial Literature: A Review67 cited
• 2002Predicting Financial Volatility: High-Frequency Time-Series Forecasts Vis-a-Vis Implied Volatility56 cited
• 2015Does VIX or volume improve GARCH volatility forecasts?49 cited
• 2010Option-based forecasts of volatility: an empirical study in the DAX-index options market46 cited
• 2018Generative Bayesian neural network model for risk-neutral pricing of American index options44 cited
• 2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches42 cited
• 2017Volatility measures and Value-at-Risk41 cited
• 2013Some experiments on modeling stock market behavior using investor sentiment analysis and posting volume from Twitter40 cited
• 2004The information frown in option prices40 cited
• 2009Information content of volatility spreads35 cited
• 2012Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts31 cited
• 1999Volatility of volatility of financial markets30 cited
• 2008