ARCH modeling in financeTim Bollerslev, Ray Yeutien Chou, Kenneth F. Kroner1992-04-01articleJournal of Econometrics4,288 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 4,288 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1986Generalized autoregressive conditional heteroskedasticity1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1991Conditional Heteroskedasticity in Asset Returns: A New Approach1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks1965The Behavior of Stock-Market PricesCited by1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks2002Dynamic Conditional Correlation1995Multivariate Simultaneous Generalized ARCH1993Measuring and Testing the Impact of News on Volatility2008Introductory Econometrics for Finance1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk