this work references cited by second hopReferences
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
- 1963The Variation of Certain Speculative Prices4,851 cited
- 1997The variation of certain speculative prices4,468 cited
- 1992ARCH modeling in finance4,288 cited
- 1993Measuring and Testing the Impact of News on Volatility3,692 cited
- 2000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach1,732 cited
- 1997Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling1,022 cited
- 1996Value at risk: the new benchmark for controlling market risk1,018 cited
- 2000Extreme Value Distributions: Theory and Applications1,010 cited
- 1996The econometrics of financial markets886 cited
- 1996Modeling volatility persistence of speculative returns: A new approach818 cited
- 1993Measuring and Testing the Impact of News on Volatility755 cited
- 2004Risk and Volatility: Econometric Models and Financial Practice554 cited
- 1994Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work