this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1973Theory of Rational Option Pricing8,060 cited
- 2005Theory of rational option pricing7,161 cited
- 1987Expected stock returns and volatility4,147 cited
- 2003Modeling and Forecasting Realized Volatility3,887 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
- 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
- 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
- 1976The pricing of commodity contracts2,859 cited
- 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
- 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
- 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
- 2001The distribution of realized stock return volatility2,264 cited
- 2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models2,224 cited
- 2004Power and Bipower Variation with Stochastic Volatility and Jumps2,033 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work