this work references cited by second hopReferences
- 2016Measuring Economic Policy Uncertainty*12,311 cited
- 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
- 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
- 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
- 2004Power and Bipower Variation with Stochastic Volatility and Jumps2,033 cited
- 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
- 2015The Asset-Pricing Implications of Government Economic Policy Uncertainty1,352 cited
- 2010Volatility forecast comparison using imperfect volatility proxies1,281 cited
- 2008Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise1,232 cited
- 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators1,001 cited
- 2014The VIX, the variance premium and stock market volatility812 cited
- 2018Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models786 cited
- 2009Realized kernels in practice: trades and quotes642 cited
- 2012Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes629 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work