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Stock returns volatility in the Tokyo stock exchange

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1996An evaluation of volatility forecasting techniques479 cited
2016Modelling and Estimation of Volatility Using ARCH/GARCH Models in Jordan’s Stock Market

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72 cited

2015Forecasting stock market volatility using Realized GARCH model: International evidence57 cited

2004Daily volatility forecasts: reassessing the performance of GARCH models57 cited

2005Forecasting volatility51 cited

1997An examination of the effects of major political change on stock market volatility: the South African experience49 cited

2006Forecasting stock market volatility: Further international evidence44 cited

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1998Forecasting index volatility: sampling interval and non-trading effects39 cited

2010Empirical Analysis of Conditional Heteroskedasticity in Time Series of Stock Returns and Asymmetric Effect on Volatility34 cited

2017Macroeconomic Determinants of Volatility for the Gold Price in Ethiopia: The Application of GARCH and EWMA Volatility Models27 cited

2007Modeling Time Varying Volatility and Asymmetry of Karachi Stock Exchange (KSE)25 cited

2002Forecasting Stock Market Volatility: Evidence from Fourteen Countries24 cited

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2007Volatility modelling and forecasting in finance21 cited

2012The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt19 cited