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
- 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
- 1963The Variation of Certain Speculative Prices4,851 cited
- 1997The variation of certain speculative prices4,468 cited
- 1992ARCH modeling in finance4,288 cited
- 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
- 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
- 2001Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices1,918 cited
- 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 cited
- 1994Autoregressive Conditional Density Estimation1,580 cited
- 1974A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices903 cited
- 1994Chapter 49 Arch models
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work