References

• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 1999Coherent Measures of Risk8,849 cited
• 1998Evaluating Interval Forecasts2,689 cited
• 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
• 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
• 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
• 2000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach1,732 cited
• 2002Regime Switches in Interest Rates854 cited
• 2004News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns561 cited
• 2006Selection of estimation window in the presence of breaks473 cited
• 19997. Regime Switching with Time-Varying Transition Probabilities450 cited
• 2014Causes of the EU ETS price drop: Recession, CDM, renewable policies or a bit of everything?—New evidence447 cited
• 2009Carbon futures and macroeconomic risk factors: A view from the EU ETS410 cited
• 2011A model of carbon price interactions with macroeconomic and energy dynamics262 cited
• 2006An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns