References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 1965The Behavior of Stock-Market Prices8,707 cited
• 1963The Variation of Certain Speculative Prices4,851 cited
• 1997The variation of certain speculative prices4,468 cited
• 2003Modeling and Forecasting Realized Volatility3,887 cited
• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
• 1994Implied Binomial Trees1,749 cited
• 2007Modelling Financial Time Series1,415 cited
• 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
• 1990Alternative models for conditional stock volatility1,272 cited
• 2001Long memory and regime switching1,162 cited
• 1998The relation between implied and realized volatility1,114 cited
• 2004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns784 cited
• 1996Stock market volatility and the business cycle779 cited
• 1999Volatility in Emerging Stock Markets