this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1993Measuring and Testing the Impact of News on Volatility3,692 cited
- 1986Modelling the persistence of conditional variances2,068 cited
- 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
- 1996An Analysis of the Real Interest Rate Under Regime Shifts779 cited
- 1989A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market647 cited
- 1994A Markov Model of Switching-Regime ARCH638 cited
- 2004A New Approach to Markov-Switching GARCH Models599 cited
- 1998Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models551 cited
- 2010The Determinants of Stock and Bond Return Comovements
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work