References

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• 1995Comparing Predictive Accuracy5,214 cited
• 2003Modeling and Forecasting Realized Volatility3,887 cited
• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
• 1996Fractionally integrated generalized autoregressive conditional heteroskedasticity2,290 cited
• 1990Alternative models for conditional stock volatility1,272 cited
• 1996Modeling and pricing long memory in stock market volatility1,208 cited
• 1989Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts856 cited
• 1996Modeling volatility persistence of speculative returns: A new approach818 cited
• 2003Forecasting Volatility in Financial Markets: A Review800 cited
• 1995Predicting Volatility in the Foreign Exchange Market723 cited
• 1996An evaluation of volatility forecasting techniques479 cited
• 1995The predictive ability of several models of exchange rate volatility371 cited
• 1999Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon335 cited
• 1997Forecasting Volatility283 cited