References

• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
• 1989Hubs and High Fares: Dominance and Market Power in the U.S. Airline Industry809 cited
• 1989Nonlinear Dynamics and Stock Returns778 cited
• 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates665 cited
• 1993Threshold arch models and asymmetries in volatility492 cited
• 1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.487 cited
• 1988Is the business cycle characterized by deterministic chaos?411 cited
• 1986Distinguishing random and deterministic systems: Abridged version391 cited
• 1982A characterization of erratic dynamics in, the overlapping generations model