References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 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
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1987Expected stock returns and volatility4,147 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
• 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
• 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
• 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
• 1990Stationarity and Persistence in the GARCH(1,1) Model1,093 cited