Concepedia

On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?

Wasim Ahmad, Ravi Prakash, Gazi Salah Uddin, Rishman Jot Kaur Chahal, Md. Lutfur Rahman, Anupam Dutta

Energy Economics · 2020 · 33 citations · 60 references

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60

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

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Oil and the Macroeconomy since World War II

James D. Hamilton · Journal of Political Economy · 1983 · 3.8K citations

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Power and Bipower Variation with Stochastic Volatility and Jumps

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

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Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics

Suzanne S. Lee, Per A. Mykland · Review of Financial Studies · 2007 · 907 citations

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The econometrics of ultra-high frequency data /

Robert F. Engle · The Journal of the Abraham Lincoln Association · 800 citations · Full text

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