References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1990Alternative models for conditional stock volatility1,272 cited
• 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy1,047 cited
• 1976Studies of stock market volatility changes885 cited
• 1993Testing for a Unit Root872 cited
• 1988The advantage of tying one's hands852 cited
• 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market840 cited
• 2002The Message in Daily Exchange Rates791 cited
• 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market786 cited
• 1995Asymmetric volatility transmission in international stock markets728 cited
• 1989The Message in Daily Exchange Rates: A Conditional-Variance Tale647 cited
• 1997International Business Cycles and the ERM: Is There a European Business Cycle?