References

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• 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
• 1993A long memory property of stock market returns and a new model3,257 cited
• 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
• 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
• 1989Combining forecasts: A review and annotated bibliography2,170 cited
• 2001The Distribution of Realized Exchange Rate Volatility2,108 cited
• 1993Differences of Opinion Make a Horse Race1,650 cited
• 1990Combining forecasts: A review and annotated bibliography1,465 cited
• 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
• 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
• 1990Persistence in Variance, Structural Change, and the GARCH Model1,188 cited
• 2001Long memory and regime switching1,162 cited
• 1990Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects