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Cited by

• 2017Time Series Analysis: Forecasting and Control, 5th edition143 cited
• 2015A comparison of multivariate and univariate time series approaches to modelling and forecasting emergency department demand in Western Australia122 cited
• 2019Is bitcoin a safe haven or a hedging asset? Evidence from China94 cited
• 2021Statistical inference for trends in spatiotemporal data68 cited
• 2016A Signal Processing Perspective on Financial Engineering59 cited
• 2020Multivariate volatility forecasts for stock market indices47 cited
• 2020Distributionally Robust Learning44 cited
• 2019Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models42 cited
• 2019How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?39 cited
• 2018Online learning for vector autoregressive moving-average time series prediction35 cited
• 2017TREND ANALYSIS OF GLOBAL STOCK MARKET LINKAGE BASED ON A DYNAMIC CONDITIONAL CORRELATION NETWORK32 cited
• 2015Financial Time Series29 cited
• 2020Testing serial correlations in high-dimensional time series via extreme value theory26 cited
• 2023