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Cited by

• 1996Long memory continuous time models248 cited
• 1997Gaussian Estimation of Single-Factor Continuous Time Models of The Term Structure of Interest Rates230 cited
• 2003Temporal aggregation of volatility models215 cited
• 1997Conditional Exchange-Rate Volatility and the Volume of Foreign Trade: Evidence from Seven Industrialized Countries114 cited
• 2001Modelling the geography of economic activities on a continuous space94 cited
• 2004Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals93 cited
• 2021Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process80 cited
• 2012Bias in the estimation of the mean reversion parameter in continuous time models79 cited
• 2014Recent results in the theory and applications of CARMA processes72 cited
• 2001A Gaussian approach for continuous time models of the short-term interest rate63 cited
• 1996Noncausality in Continuous Time Models50 cited
• 2011How much should we pay for interconnecting electricity markets? A real options approach50 cited
• 2007Dynamics of fiscal and current account deficits in Thailand: an empirical investigation47 cited
• 2009Lévy–Driven Continuous–Time ARMA Processes