References

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• 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
• 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
• 2000Volatility spillover effects from Japan and the US to the Pacific–Basin670 cited
• 2015Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers459 cited
• 2008The Volatility of Realized Volatility421 cited
• 2011Volatility transmission in emerging European foreign exchange markets337 cited
• 2005A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data306 cited
• 2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis305 cited
• 2014Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets268 cited
• 2010Measuring Downside Risk – Realized Semivariance*231 cited
• 2018High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets219 cited