References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 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
• 1999An Introduction to Copulas7,743 cited
• 2002Dynamic Conditional Correlation7,126 cited
• 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
• 2004Copula Methods in Finance2,013 cited
• 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
• 1993Threshold arch models and asymmetries in volatility492 cited
• 1991Estimating time‐varying optimal hedge ratios on futures markets218 cited
• 1995Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note200 cited
• 2002Evaluating the hedging performance of the constant-correlation GARCH model178 cited
• 2001On a Mixture Autoregressive Conditional Heteroscedastic Model178 cited
• 1985Diagnostic checks of non‐standard time series models117 cited