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Cited by

• 1999Long-term equity anticipation securities and stock market volatility dynamics171 cited
• 2010The Econometrics of Option Pricing110 cited
• 2010Estimation and pricing under long-memory stochastic volatility109 cited
• 2005Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes92 cited
• 1999Stock market fluctuations and the business cycle92 cited
• 2009Modeling and forecasting stock return volatility using a random level shift model76 cited
• 2020Time series analysis of Cryptocurrency returns and volatilities72 cited
• 2012Modelling Stock Market Volatility Using Univariate GARCH Models: Evidence from Sudan and Egypt72 cited
• 2011MODELING STOCK MARKET VOLATILITY USING GARCH MODELS EVIDENCE FROM SUDAN67 cited
• 2002LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS61 cited
• 2014True or spurious long memory in volatility: Further evidence on the energy futures markets61 cited
• 2010Financial volatility trading using a self-organising neural-fuzzy semantic network and option straddle-based approach57 cited
• 2006A note on the importance of overnight information in risk management models56 cited
• 2005