The distribution of realized stock return volatilityTorben G. Andersen2001-07-01articleJournal of Financial Economics2,264 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 2,264 citations exist upstream.References1991Conditional Heteroskedasticity in Asset Returns: A New Approach1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks1965The Behavior of Stock-Market Prices2005Stochastic Integration and Differential Equations1997The variation of certain speculative prices1992ARCH modeling in finance1987Expected stock returns and volatility1987The Pricing of Options on Assets with Stochastic VolatilitiesCited by2008A Simple Approximate Long-Memory Model of Realized Volatility2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models2009Expected Stock Returns and Variance Risk Premia2002The jump-risk premia implicit in options: evidence from an integrated time-series study2003The Impact of Jumps in Volatility and Returns2007Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility2014The Sum of All FEARS Investor Sentiment and Asset Prices