this work references cited by second hopReferences
- 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
- 1965The Behavior of Stock-Market Prices8,772 cited
- 1987Expected stock returns and volatility4,147 cited
- 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
- 1993Measuring and Testing the Impact of News on Volatility3,841 cited
- 1994Threshold heteroskedastic models2,346 cited
- 1992No news is good news1,929 cited
- 1997Emerging equity market volatility1,743 cited
- 1991The Variation of Economic Risk Premiums1,740 cited
- 2000Irrational Exuberance1,620 cited
- 1997An Overview of Value at Risk1,320 cited
- 1999A New Database on Financial Development and Structure1,295 cited
- 1990Alternative models for conditional stock volatility
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work