Environmental Science and Pollution Research · 2021 · 124 citations · 93 references
BusinessEconomicsCrisis ManagementFinancial EconomicsQuantitative FinanceCapital MarketsFinancial CrisesFinancial RiskMarket RiskPandemic ResponseVolatility ModelingBayesian Garch ModelsCountry-specific RiskEmerging Market RiskMarket Volatility EffectsPandemic RiskPandemic ShockVolatilityVolatility Index Modeling
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Modeling and Forecasting Realized Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold et al. · Econometrica · 2003 · 4K citations
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Veterinary Medicine, Infectious Diseases, Biological Systems Modeling +16
Education and the COVID-19 pandemic
Sir John Daniel · Prospects · 2020 · 2.4K citations · Full text
The distribution of realized stock return volatility
Torben G. Andersen · Journal of Financial Economics · 2001 · 2.4K citations