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
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1992ARCH modeling in finance4,288 cited
- 1994Modelling of extremal events in insurance and finance3,519 cited
- 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
- 2000Value At Risk: The New Benchmark for Managing Financial Risk2,478 cited
- 1994Autoregressive Conditional Density Estimation1,580 cited
- 1989Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications440 cited
- 2011Asset Price Dynamics, Volatility, and Prediction358 cited
- 1982Financial returns modelled by the product of two stochastic processes-A study of the daily sugar prices 1961-75326 cited
- 2003Kurtosis of GARCH and stochastic volatility models with non-normal innovations161 cited
- 2005Financial Returns Modelled by the Product of Two Stochastic Processes—A Study of Daily Sugar Prices, 1961–79151 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work