References

• 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
• 1993Measuring and Testing the Impact of News on Volatility3,692 cited
• 1993A long memory property of stock market returns and a new model3,282 cited
• 1986Modelling the persistence of conditional variances2,083 cited
• 2001GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics1,279 cited
• 2006Oil price risk and emerging stock markets932 cited
• 2003Forecasting Volatility in Financial Markets: A Review800 cited
• 2006Modeling and forecasting petroleum futures volatility481 cited
• 1996Forecasting stock market volatility using (non-linear) Garch models394 cited
• 2010Forecasting crude oil market volatility: Further evidence using GARCH-class models382 cited
• 2008Forecasting volatility of crude oil markets370 cited
• 2011Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries