References

• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1980Macroeconomics and Reality12,826 cited
• 1995Multivariate Simultaneous Generalized ARCH4,510 cited
• 1992ARCH modeling in finance4,288 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
• 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited
• 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market840 cited
• 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market786 cited
• 1994Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator617 cited
• 1991Intra-Day and Inter-Market Volatility in Foreign Exchange Rates489 cited
• 1991Intraday Volatility in the Stock Index and Stock Index Futures Markets440 cited