this work references cited by second hopReferences
- 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
- 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
- 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
- 1990Seasonal integration and cointegration1,475 cited
- 2003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL887 cited
- 1996Statistical aspects of ARCH and stochastic volatility749 cited
- 2002Modeling and forecasting tourism demand for arrivals with stochastic nonstationary seasonality and intervention424 cited
- 2002Stationarity and the existence of moments of a family of GARCH processes357 cited
- 2003A comparison of three different approaches to tourist arrival forecasting322 cited
- 2002Comparison of unit root tests for time series with level shifts300 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work