References

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• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 2002Dynamic Conditional Correlation7,126 cited
• 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
• 1995Multivariate Simultaneous Generalized ARCH4,510 cited
• 2003Modeling and Forecasting Realized Volatility3,887 cited
• 1993Measuring and Testing the Impact of News on Volatility3,692 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
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• 2001Extreme Correlation of International Equity Markets2,608 cited
• 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
• 2006Analysis of Financial Time Series2,348 cited
• 2001The distribution of realized stock return volatility2,264 cited
• 1986Modelling the persistence of conditional variances