References

No references inside the corpus for this window.

Cited by

• 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
• 1994Multivariate Stochastic Variance Models1,367 cited
• 2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
• 2010A Long Memory Property of Stock Market Returns and a New Model981 cited
• 2005The Relative Contribution of Jumps to Total Price Variance890 cited
• 1996The econometrics of financial markets886 cited
• 1989Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts856 cited
• 2001Modeling and Forecasting Realized Volatility824 cited
• 1996Statistical aspects of ARCH and stochastic volatility749 cited
• 2002New frontiers for arch models739 cited
• 1995All in the family Nesting symmetric and asymmetric GARCH models723 cited
• 2008Modeling the price dynamics of CO2 emission allowances695 cited
• 1998The detection and estimation of long memory in stochastic volatility618 cited
• 1993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market609 cited
• 2007WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?