References

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• 1990Alternative models for conditional stock volatility1,272 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited
• 1990ARCH models as diffusion approximations943 cited
• 1987Option values under stochastic volatility: Theory and empirical estimates904 cited
• 1988Statistical Inference in Regressions with Integrated Processes: Part 1749 cited
• 1990Pricing foreign currency options with stochastic volatility749 cited
• 1991Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations546 cited
• 1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes341 cited
• 1993Common Persistence in Conditional Variances313 cited
• 1989Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model289 cited
• 1988Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes254 cited
• 1994Asypmtotic Filtering Theory for Univariate Arch Models171 cited
• 1984The Changing Cyclical Variability of Economic Activity in the United States169 cited
• 2005Stochastic Autoregressive Volatility:A Framework for Volatility Modeling