this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 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
- 1992ARCH modeling in finance4,288 cited
- 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
- 1981Some properties of time series data and their use in econometric model specification2,406 cited
- 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
- 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
- 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
- 1990Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects1,113 cited
- 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy1,047 cited
- 1959Brownian Motion in the Stock Market946 cited
- 1989Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts856 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work