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Modeling Volatility Dynamics
Data up to Jan 2025
Published1995
Citations156
References6
Total Citations Per Year
Abstract
References (6)
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
1982 • 19,770 citations
The Message in Daily Exchange Rates
2002 • 828 citations
Semiparametric ARCH Models
1991 • 487 citations
The Message in Daily Exchange Rates: A Conditional-Variance Tale
1989 • 310 citations
Adaptive Estimation in ARCH Models
1993 • 139 citations
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances
1993 • 95 citations
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