this work references cited by second hopReferences
- 1985Continuous Auctions and Insider Trading9,626 cited
- 2003Modeling and Forecasting Realized Volatility3,887 cited
- 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
- 2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models2,224 cited
- 2001The Distribution of Realized Exchange Rate Volatility2,108 cited
- 2004Power and Bipower Variation with Stochastic Volatility and Jumps2,033 cited
- 2007Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility1,448 cited
- 2003A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data1,373 cited
- 2005Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation1,346 cited
- 2005A Tale of Two Time Scales1,312 cited
- 1995Market microstructure theory1,305 cited
- 1992Stock Prices and Volume1,295 cited
- 1996Market Microstructure Theory.1,152 cited
- 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
- 1994Transactions, Volume, and Volatility870 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work