this work references cited by second hopReferences
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1965The Behavior of Stock-Market Prices8,707 cited
- 1976Option pricing when underlying stock returns are discontinuous5,965 cited
- 1997The variation of certain speculative prices4,468 cited
- 2003Modeling and Forecasting Realized Volatility3,887 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
- 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
- 1976The pricing of commodity contracts2,859 cited
- 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
- 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
- 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
- 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
- 2001The distribution of realized stock return volatility2,264 cited
- 2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models2,224 cited
- 2001The Distribution of Realized Exchange Rate Volatility
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work