Short-run fluctuations in foreign exchange rates

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Data Analysis and Regression.

1979 • 1,739 citations

Data Analysis and Regression.

1978 • 1,451 citations

Parameter Estimates for Symmetric Stable Distributions

1971 • 515 citations

Some Properties of Symmetric Stable Distributions

1968 • 407 citations

THE DISTRIBUTION OF THE RATIO, IN A SINGLE NORMAL SAMPLE, OF RANGE TO STANDARD DEVIATION

1954 • 324 citations

Some Properties of Symmetric Stable Distributions

1968 • 208 citations

“Infinite Variance” and Research Strategy in Time Series Analysis

1972 • 144 citations

Estimation in Linear Regression Models with Disparate Data Points

1980 • 124 citations

Parameter Estimates for Symmetric Stable Distributions

1971 • 102 citations

"Infinite Variance" and Research Strategy in Time Series Analysis

1972 • 74 citations

A Graphical Technique for Enhancing Scatterplots with Moving Statistics

1975 • 46 citations

A Graphical Technique for Enhancing Scatterplots with Moving Statistics

1975 • 13 citations

Short-Run Fluctuations in Foreign Exchange Rates: An Exploration of the Data

1980 • 3 citations