References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 1999An Introduction to Copulas7,743 cited
• 1995Multivariate Simultaneous Generalized ARCH4,510 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
• 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
• 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
• 2007Pair-copula constructions of multiple dependence2,055 cited
• 2004Copula Methods in Finance2,013 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
• 1994Autoregressive Conditional Density Estimation