References

• 2002Dynamic Conditional Correlation7,126 cited
• 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
• 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
• 1991Long-Term Memory in Stock Market Prices1,743 cited
• 1989Long-term Memory in Stock Market Prices1,433 cited
• 1995Log-Periodogram Regression of Time Series with Long Range Dependence1,224 cited
• 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
• 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,108 cited
• 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
• 2007Measuring financial contagion: A Copula approach826 cited
• 2014The Global Crisis and Equity Market Contagion708 cited
• 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?559 cited
• 2012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion