References

• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 1978Asset Prices in an Exchange Economy5,057 cited
• 1964Location and Land Use: Toward a General Theory of Land Rent3,787 cited
• 1964Location and Land Use3,515 cited
• 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
• 1980On estimating the expected return on the market2,818 cited
• 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
• 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
• 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
• 1985Stock Returns and the Term Structure2,260 cited
• 1968Housing Segregation, Negro Employment, and Metropolitan Decentralization2,068 cited
• 2010The Geographic Determinants of Housing Supply *