References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 2002Dynamic Conditional Correlation7,126 cited
• 1995Multivariate Simultaneous Generalized ARCH4,510 cited
• 2003Modeling and Forecasting Realized Volatility3,887 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
• 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
• 2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models2,224 cited
• 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
• 1998Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data1,817 cited
• 1991Long-Term Memory in Stock Market Prices1,743 cited
• 1989Long-term Memory in Stock Market Prices1,433 cited
• 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,108 cited
• 1989