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Modeling Financial Time Series with S-Plus®
1 references·8 citing·42 second hop
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References

  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited

Cited by

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  • 2020Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple60 cited
  • 2007Multi‐period hedge ratios for a multi‐asset portfolio when accounting for returns co‐movement52 cited
  • 2016Mortality and life expectancy forecasting for a group of populations in developed countries: A multilevel functional data method44 cited
  • 2014Model Calibration and Automated Trading Agent for Euro Futures42 cited
  • 2010Identifying common dynamic features in stock returns41 cited
  • 2003Agents' Rationality and the Chf/Usd Exchange Rate Part Ii26 cited
  • 2003Agents' Rationality and the Chf/Usd Exchange Rate Part 117 cited

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