A Conditional Variance Model for Daily Deviations of an Exchange Rate

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

The Advanced Theory of Statistics.

1978 • 6,960 citations

Empirical exchange rate models of the seventies

1983 • 4,141 citations

Biometrika Tables for Statisticians

1967 • 1,460 citations

A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices

1974 • 921 citations

The Distribution of Share Price Changes

1972 • 543 citations

Conditional variance and the risk premium in the foreign exchange market

1985 • 512 citations

The moment structure of ARCH processes

1985 • 165 citations

Short-run fluctuations in foreign exchange rates

1982 • 134 citations

Composition and Variability of the SDR

1984 • 9 citations

THE DISTRIBUTION OF PRICE CHANGES ON THE SYDNEY STOCK EXCHANGE

1974 • 4 citations