Economic policy uncertainty and the Chinese stock market volatility: Novel evidence

Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text

Social Sciences, Economics, Finance +9

A Simple Approximate Long-Memory Model of Realized Volatility

Fulvio Corsi · Journal of Financial Econometrics · 2008 · 2.5K citations

Business, Economics, Finance +17

Power and Bipower Variation with Stochastic Volatility and Jumps

Ole E. Barndorff–Nielsen · Journal of Financial Econometrics · 2004 · 2.1K citations

Business, Finance, Probability Theory +15

The Model Confidence Set

Econometrica · 2011 · 2K citations

Computing, Economics, Mathematics +17

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

David E. Rapach, Jack Strauss, Guofu Zhou · Review of Financial Studies · 2009 · 1.7K citations

Business, Economics, Finance +17