References

• 1977Time Series Analysis: Forecasting and Control19,200 cited
• 1977Time Series Analysis: Forecasting and Control6,446 cited
• 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
• 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
• 1992Unobserved component time series models with Arch disturbances329 cited
• 2005Bootstrap prediction for returns and volatilities in GARCH models156 cited
• 2008Multimodality in GARCH regression models38 cited
• 2008Testing for Conditional Heteroscedasticity in the Components of Inflation33 cited
• 2003Multimodality in the GARCH Regression Model29 cited
• 2008Inflation targeting and the inflation-inflation uncertainty relationship: evidence from Thailand21 cited

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