References

• 1986Generalized autoregressive conditional heteroskedasticity22,836 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,695 cited
• 2020COVID-19 and the march 2020 stock market crash. Evidence from S&P1500726 cited
• 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm706 cited
• 2003Bayesian analysis of stochastic volatility models with fat-tails and correlated errors633 cited
• 2007A new approach for crude oil price analysis based on Empirical Mode Decomposition447 cited
• 2012Out-of-Sample Forecast Tests Robust to the Choice of Window Size419 cited
• 2000A case study on using neural networks to perform technical forecasting of forex399 cited
• 2008The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality351 cited
• 2008Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy288 cited
• 2016Forecasting the volatility of crude oil futures using HAR-type models with structural breaks269 cited
• 2018Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index268 cited
• 2018Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine257 cited