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
- 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
- 2002Dynamic Conditional Correlation7,126 cited
- 1995Multivariate Simultaneous Generalized ARCH4,510 cited
- 1992ARCH modeling in finance4,288 cited
- 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
- 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
- 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
- 1994Threshold heteroskedastic models2,294 cited
- 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
- 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
- n.d.Multivariate GARCH models: a survey2,055 cited
- 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work