References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
• 1995Is the correlation in international equity returns constant: 1960–1990?1,805 cited
• 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
• 1994Multivariate Stochastic Variance Models1,367 cited
• 1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements867 cited
• 1998Volatility and cross correlation across major stock markets525 cited
• 1996International Market Correlation and Volatility468 cited
• 1996Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements196 cited
• 1999The Stochastic Volatility of Short‐Term Interest Rates: Some International Evidence127 cited
• 1998Regime Switches in Interest Rates89 cited

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