this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1993Measuring and Testing the Impact of News on Volatility3,692 cited
- 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
- 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
- 1994Implied Binomial Trees1,749 cited
- 1990Alternative models for conditional stock volatility1,272 cited
- 1998Implied Volatility Functions: Empirical Tests1,248 cited
- 1995THE GARCH OPTION PRICING MODEL1,131 cited
- 2000A Closed-Form GARCH Option Valuation Model972 cited
- 1985Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978646 cited
- 1998Empirical Martingale Simulation for Asset Prices205 cited
- 1994Analysis of the Term Structure of Implied Volatilities184 cited
- 1994Volatility Prediction94 cited
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