this work references cited by second hopReferences
- 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1999Coherent Measures of Risk8,849 cited
- 2012The Econometrics of Financial Markets5,875 cited
- 1994Comparing Predictive Accuracy5,495 cited
- 1992ARCH modeling in finance4,288 cited
- 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
- 1976The pricing of commodity contracts2,859 cited
- 1998Evaluating Interval Forecasts2,689 cited
- 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
- 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
- 1987Stochastic Simulation2,240 cited
- 1994
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work