Standout Papers

Modeling and Forecasting Realized Volatility 2001 2026 2009 2017 2.5k
  1. Modeling and Forecasting Realized Volatility (2003)
    Torben G. Andersen, Tim Bollerslev et al. Econometrica
  2. The Distribution of Realized Exchange Rate Volatility (2001)
    Torben G. Andersen, Tim Bollerslev et al. Journal of the American Statistical Association

Immediate Impact

28 by Nobel laureates 194 standout
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Citing Papers

Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets
2024 Standout
The Time Variation in Risk Appetite and Uncertainty
2021 Standout
100 intermediate papers

Works of Paul Labys being referenced

Modeling and Forecasting Realized Volatility
2003 Standout
The Distribution of Realized Exchange Rate Volatility
2001 Standout
and 4 more

Author Peers

Author Last Decade Papers Cites
Paul Labys 4549 3836 1408 6 5.1k
Ray Yeutien Chou 3397 3026 1274 29 4.0k
Zhuanxin Ding 2677 2592 788 15 3.1k
Asger Lunde 4422 3689 1428 63 5.2k
Kenneth F. Kroner 6660 7241 3363 18 8.8k
Fulvio Corsi 3033 2898 896 58 3.6k
Victor Ng 4514 4402 1881 63 6.2k
Roselyne Joyeux 1592 2415 721 33 3.2k
Jeffrey R. Russell 2482 1880 742 27 2.9k
Robert B. Litterman 3415 3233 2884 41 6.0k
Jean‐Michel Zakoïan 2943 2399 1351 67 3.5k

All Works

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2026