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
- 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 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
- 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
- 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets7,600 cited
- 1973An Intertemporal Capital Asset Pricing Model6,557 cited
- 2012The Econometrics of Financial Markets5,875 cited
- 1966Equilibrium in a Capital Asset Market4,896 cited
- 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
- 1987Expected stock returns and volatility4,147 cited
- 2003Modeling and Forecasting Realized Volatility3,887 cited
- 1980On estimating the expected return on the market2,818 cited
- 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work