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A normalizing and variance–stabilizing transformation for financial time series
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A normalizing and variance–stabilizing transformation for financial time series (2003)A normalizing and variance–stabilizing tr…Time Series Models in Econometrics, Finance and Other Fields (1997)Time Series Models in Econome…The variation of certain speculative prices (1997)The variation of certain spec…Statistical aspects of ARCH and stochastic volatility (1996)Statistical aspects of ARCH a…ARCH modeling in finance (1992)ARCH modeling in financeConditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Random Character of Stock Market Prices. (1965)The Random Character of Stock…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Theory of Speculation (1964)Theory of SpeculationThe Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Econometric Analysis of Cross Section and Panel Data (2001)The stochastic conditional duration model: a latent variable model for the analysis of financial durations (2003)Univariate and multivariate stochastic volatility models: estimation and diagnostics (2003)A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (2004)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns (1997)Empirical pricing kernels (2002)Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)Scaling behaviors in differently developed markets (2003)Multi-scaling in finance (2007)Predicting short-term stock prices using ensemble methods and online data sources (2018)Multifractal analysis of foreign exchange data (1999)The determinants of trading volume of high-yield corporate bonds (2000)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1996Statistical aspects of ARCH and stochastic volatility749 cited
  • 1997Time Series Models in Econometrics, Finance and Other Fields302 cited
  • 1964Theory of Speculation301 cited
  • 1965The Random Character of Stock Market Prices.266 cited

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