this work references cited by second hopReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
- 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1994Investment Under Uncertainty.9,497 cited
- 1994Investment under Uncertainty9,016 cited
- 1973Theory of Rational Option Pricing8,060 cited
- 2005Theory of rational option pricing7,161 cited
- 1976Option pricing when underlying stock returns are discontinuous5,965 cited
- 1990Econometric Models and Economic Forecasts4,945 cited
- 1992ARCH modeling in finance4,288 cited
- 1998Evaluating Interval Forecasts2,689 cited
- 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work