this work references cited by second hopReferences
- 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 2002Dynamic Conditional Correlation7,126 cited
- 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
- 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
- 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
- 1932Economic Control of Quality of Manufactured Product.3,069 cited
- n.d.Multivariate GARCH models: a survey2,055 cited
- 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
- 2001Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH1,401 cited
- 1992A Multivariate Exponentially Weighted Moving Average Control Chart1,231 cited
- 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,108 cited
- 1988Multivariate Generalizations of Cumulative Sum Quality-Control Schemes720 cited
- 1992Inequality Constraints in the Univariate GARCH Model611 cited
- 1990Comparisons of MultivariateCUSUMCharts
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work