References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1992ARCH modeling in finance4,288 cited
• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
• 1976The pricing of commodity contracts2,859 cited
• 1997Testing the equality of prediction mean squared errors2,103 cited
• 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
• 2000Forecasting Economic Time Series1,768 cited
• 1998The relation between implied and realized volatility1,114 cited
• 1996Value at risk: the new benchmark for controlling market risk1,018 cited
• 1998Forecasting Economic Time Series863 cited
• 1998Tests for Forecast Encompassing786 cited
• 1993The Informational Content of Implied Volatility761 cited
• 1995Predicting Volatility in the Foreign Exchange Market723 cited
• 1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities529 cited
• 1987Forecasting Efficiency: Concepts and Applications374 cited
• 1981Standard deviations implied in option prices as predictors of future stock price variability