this work references cited by second hopReferences
- 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 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
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1993Measuring and Testing the Impact of News on Volatility3,692 cited
- 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
- 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
- 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
- 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
- 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
- 1992Stock Prices and Volume1,295 cited
- 1990Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects1,113 cited
- 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
- 1976
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work