this work references cited by second hopReferences
- 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 2001Empirical properties of asset returns: stylized facts and statistical issues3,508 cited
- 1998Evaluating Interval Forecasts2,689 cited
- 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
- 1994Threshold heteroskedastic models2,294 cited
- 1999Oil price shocks and stock market activity1,798 cited
- 2019The Performance of LSTM and BiLSTM in Forecasting Time Series1,735 cited
- 1993How Markets Process Information: News Releases and Volatility970 cited
- 2018Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models786 cited
- 2015RiskMetrics Technical Document661 cited
- 2020A CNN-BiLSTM-AM method for stock price prediction633 cited
- 2008Realized Volatility: A Review517 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work