References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1977Time Series Analysis: Forecasting and Control19,200 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 1980On estimating the expected return on the market2,818 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
• 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
• 1995