References

• 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
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1992ARCH modeling in finance4,288 cited
• 1987Expected stock returns and volatility4,147 cited
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
• 1986Modelling the persistence of conditional variances2,068 cited
• 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
• 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
• 1990Persistence in Variance, Structural Change, and the GARCH Model1,188 cited
• 1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage1,047 cited
• 1990Stock Returns and Volatility722 cited
• 1992Storage and Commodity Markets.