Standout Papers

Realized GARCH: a joint model for returns and realized measures of volatility 2011 2026 2016 2021 429
  1. Realized GARCH: a joint model for returns and realized measures of volatility (2011)
    Peter Reinhard Hansen, Zhuo Huang et al. Journal of Applied Econometrics

Immediate Impact

1 by Nobel laureates 44 standout
Sub-graph 1 of 20

Citing Papers

FinTech: a literature review of emerging financial technologies and applications
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2 intermediate papers

Works of Howard Shek being referenced

Realized GARCH: a joint model for returns and realized measures of volatility
2011 Standout

Author Peers

Author Last Decade Papers Cites
Howard Shek 449 11 140 391 7 511
Rachel Campbell 419 15 74 319 8 551
Burak Saltoğlu 294 4 127 270 23 421
Erik Kole 329 4 92 291 22 447
Tsong‐Yue Lai 331 13 53 339 18 524
Thierry Ané 463 2 78 391 15 535
Rogier Quaedvlieg 448 2 155 430 22 570
Abdelwahed Trabelsi 186 4 136 280 25 426
Lily Y. Liu 354 133 382 2 452
Andrew J. Patton 374 1 109 349 5 440
Karsten Prause 484 2 41 253 5 547

All Works

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2026