Standout Papers

Measuring and Testing the Impact of News on Volatility 1993 2026 2004 2015 571
  1. Measuring and Testing the Impact of News on Volatility (1993)
    Robert Engle, Victor Ng The Journal of Finance
  2. Dynamic Equicorrelation (2012)
    Robert Engle, Bryan Kelly Journal of Business and Economic Statistics

Immediate Impact

11 by Nobel laureates 1 from Science/Nature 91 standout
Sub-graph 1 of 18

Citing Papers

Is There a Replication Crisis in Finance?
2023 Standout
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
2016 Standout
13 intermediate papers

Works of Robert Engle being referenced

Dynamic Equicorrelation
2012 Standout
Measuring and Testing the Impact of News on Volatility
1993 Standout
and 3 more

Author Peers

Author Last Decade Papers Cites
Robert Engle 1288 1193 499 13 1.6k
Russell P. Robins 1382 1274 727 20 1.9k
Yiu‐Kuen Tse 997 1038 404 32 1.3k
Mico Loretan 1084 1164 776 28 1.6k
Xin Huang 1694 1166 334 16 1.9k
Kevin Sheppard 1518 1515 560 23 1.9k
Heather M. Anderson 659 1001 880 36 1.3k
Albert K. Tsui 1011 1065 488 45 1.3k
Craig Hiemstra 707 1134 439 9 1.4k
Jeremy Berkowitz 1201 1140 767 30 1.7k
John M. Maheu 1084 959 409 48 1.4k

All Works

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2026