References

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• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
• 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
• 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
• 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
• 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
• 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
• 2002A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations1,198 cited
• 2001Long-Term Global Market Correlations783 cited
• 1990Volatiltiy and Links Between National Stock Markets709 cited
• 2005Volatility Spillover Effects in European Equity Markets651 cited
• 2002Are Financial Assets Priced Locally or Globally?548 cited
• 1998Volatility and cross correlation across major stock markets525 cited