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Cited by

• 2014On the Modeling of Financial Time Series403 cited
• 2017GARCH Modelling of Cryptocurrencies386 cited
• 2014Time Series Models with an EGB2 Conditional Distribution130 cited
• 2020Fractal analysis of market (in)efficiency during the COVID-1949 cited
• 2009Dynamic Conditional Correlation: On Properties and Estimation47 cited
• 2021Volatility Modeling: An Overview of Equity Markets in the Euro Area during COVID-19 Pandemic39 cited
• 2017Non-affine GARCH Option Pricing Models, Variance-Dependent Kernels, and Diffusion Limits*34 cited
• 2021A new GJR‐GARCH model for ℤ‐valued time series33 cited
• 2017GARCH Modeling of Cryptocurrencies31 cited
• 2024Comparing Statistical and Machine Learning Methods for Time Series Forecasting in Data-Driven Logistics—A Simulation Study27 cited
• 2023From Constant to Rough: A Survey of Continuous Volatility Modeling24 cited
• 2021Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach20 cited
• 2022Comparison of Value at Risk (VaR) Multivariate Forecast Models19 cited
• 2020Risk Estimation with a Time-Varying Probability of Zero Returns18 cited