this work references cited by second hopReferences
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 2002Dynamic Conditional Correlation7,126 cited
- 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
- 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
- 2001Extreme Correlation of International Equity Markets2,608 cited
- 2001The Distribution of Realized Exchange Rate Volatility2,108 cited
- n.d.Multivariate GARCH models: a survey2,055 cited
- 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
- 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
- 1990Transmission of Volatility between Stock Markets1,588 cited
- 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
- 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
- 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
- 2002
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work