References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1963The Variation of Certain Speculative Prices4,890 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities4,161 cited
• 1987Expected stock returns and volatility4,147 cited
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
• 2008Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise1,232 cited
• 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
• 1994Bayesian Analysis of Stochastic Volatility Models980 cited
• 2003Bayesian analysis of stochastic volatility models with fat-tails and correlated errors633 cited
• 2002