References

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• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1993A long memory property of stock market returns and a new model3,257 cited
• 1996Fractionally integrated generalized autoregressive conditional heteroskedasticity2,290 cited
• 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
• 2005A Test for Superior Predictive Ability1,227 cited
• 1990Persistence in Variance, Structural Change, and the GARCH Model1,188 cited
• 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
• 1991Target Zones and Exchange Rate Dynamics1,089 cited
• 2010A Long Memory Property of Stock Market Returns and a New Model981 cited
• 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
• 1999The Long-Run Evolution of Energy Prices657 cited
• 1994A Markov Model of Switching-Regime ARCH638 cited
• 2004A New Approach to Markov-Switching GARCH Models599 cited
• 2006Modeling and forecasting petroleum futures volatility479 cited