References

• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
• 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?3,193 cited
• 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
• 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
• 2001The distribution of realized stock return volatility2,264 cited
• 2000What is an Oil Shock?2,194 cited
• 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
• 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
• 2007Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility1,448 cited
• 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns1,129 cited
• 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators1,001 cited
• 1981Performance Hypothesis Testing with the Sharpe and Treynor Measures860 cited
• 2014The VIX, the variance premium and stock market volatility812 cited
• 2015Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility772 cited