this work references cited by second hopReferences
- 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
- 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
- 1996A test for independence based on the correlation dimension3,526 cited
- 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
- 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
- 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
- 2007Modelling Financial Time Series1,415 cited
- 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
- 2010Scandinavian Journal of Statistics976 cited
- 1994Chapter 49 Arch models880 cited
- 1993ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING786 cited
- 1987Modelling Financial Time Series.598 cited
- 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model462 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work