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2003 • 1,188 citations

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1996 • 1,056 citations

Indirect inference

1993 • 969 citations

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1989 • 778 citations

Simulated Moments Estimation of Markov Models of Asset Prices

1993 • 680 citations

Estimating continuous-time stochastic volatility models of the short-term interest rate

1997 • 531 citations

Modeling Heteroscedasticity in Daily Foreign-Exchange Rates

1989 • 411 citations

ARCH Models and Financial Applications

1997 • 377 citations

Modeling Heteroscedasticity in Daily Foreign-Exchange Rates

1989 • 274 citations

The pricing of bonds and bank loans in international markets

1986 • 262 citations

A multi-dynamic-factor model for stock returns

1992 • 232 citations

Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions

1998 • 217 citations

High Yields: The Spread on German Interest Rates

1997 • 108 citations

Calibration by simulation for small sample bias correction

2000 • 101 citations

Dynamic linkages among real interest rates in international capital markets

1998 • 83 citations

Neglected common factors in exchange rate volatility

1994 • 75 citations

The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries

1985 • 54 citations

Modelling the Term Structure

1995 • 46 citations

Decomposing exchange rate volatility around the Pacific Rim☆

1999 • 44 citations

Direct Investment: A Doubtful Alternative to International Debt

1992 • 31 citations

Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS

1996 • 29 citations

Sources of Variation in International Real Interest Rates

1995 • 15 citations

Simulation-based estimation of some factor models in econometrics

2000 • 11 citations

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1995 • 8 citations

Which Moments to Match

1995 • 7 citations