this work references cited by second hopReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
- 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1980Macroeconomics and Reality12,826 cited
- 2011Introduction to Stochastic Programming6,490 cited
- 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,759 cited
- 1988Dividend yields and expected stock returns3,574 cited
- 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
- 2010Stochastic Programming2,245 cited
- 1999Unit Roots, Cointegration, and Structural Change1,846 cited
- 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
- 2002The Equity Premium1,386 cited
- 2017From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’516 cited
- 1986Modern Investment Theory.
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work