References

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• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 2012The Econometrics of Financial Markets5,875 cited
• 1994Comparing Predictive Accuracy5,495 cited
• 1996A test for independence based on the correlation dimension3,526 cited
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• 2001The Determinants of Credit Spread Changes2,253 cited
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• 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
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• 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
• 1988Economic prediction using neural networks: the case of IBM daily stock returns