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Market Models: A Guide to Financial Data Analysis
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  • 2006Modeling and forecasting petroleum futures volatility479 cited
  • 2006Chapter 15 Volatility and Correlation Forecasting330 cited
  • 2013Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries250 cited
  • 2016STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK219 cited
  • 2006Normal mixture GARCH(1,1): applications to exchange rate modelling205 cited
  • 2009Practical Issues in the Analysis of Univariate GARCH Models198 cited
  • 2021Climate sentiments, transition risk, and financial stability in a stock-flow consistent model198 cited
  • 2005Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?194 cited
  • 2008Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices174 cited
  • 2008Glossary to ARCH (GARCH)172 cited
  • 2007Robust Performance Hypothesis Testing with the Sharpe Ratio119 cited
  • 2005Volatility Forecasting118 cited
  • 2004International portfolio diversification to Central European stock markets114 cited
  • 2017Investor implications of divesting from fossil fuels110 cited

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  • 2013Financial Risk Measurement for Financial Risk Management105 cited
  • 2006Democratic Processes and Financial Markets: Pricing Politics94 cited