A Nonparametric Test For Independence Of A Multivariate Time Series

Generalized autoregressive conditional heteroskedasticity

1986 • 21,376 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Ergodic theory of chaos and strange attractors

1985 • 4,768 citations

Threshold Models in Non-linear Time Series Analysis

1983 • 1,541 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

Testing for Nonlinear Dependence in Daily Foreign Exchange Rates

1989 • 683 citations

An Introduction to Bilinear Time Series Models

1980 • 484 citations

Chaos: Significance, Mechanism, and Economic Applications

1989 • 473 citations

An Introduction to Bispectral Analysis and Bilinear Time Series Models.

1987 • 468 citations

Is the business cycle characterized by deterministic chaos?

1988 • 421 citations

Distinguishing random and deterministic systems: Abridged version

1986 • 397 citations

Distinguishing Random And Deterministic Systems

1985 • 93 citations

A Nonparametric Test For Temporal Dependence In A Vector Of Time Series

1988 • 10 citations