this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 2002Dynamic Conditional Correlation7,229 cited
- 1998Generalized impulse response analysis in linear multivariate models6,129 cited
- 1996Impulse response analysis in nonlinear multivariate models5,071 cited
- 2016Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis4,020 cited
- 2008Introductory Econometrics for Finance3,781 cited
- 2001Empirical properties of asset returns: stylized facts and statistical issues3,658 cited
- 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
- 1993A long memory property of stock market returns and a new model3,282 cited
- 1996Fractionally integrated generalized autoregressive conditional heteroskedasticity2,297 cited
- 2018Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence2,254 cited
- 2009Individual and Corporate Social Responsibility2,238 cited
- 1988Approach to an irregular time series on the basis of the fractal theory2,198 cited
- 1986Modelling the persistence of conditional variances2,083 cited
- 1996Long memory processes and fractional integration in econometrics1,879 cited
- 2001Detecting long-range correlations with detrended fluctuation analysis
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work