Volatility in Emerging Stock Markets

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

1982 • 19,770 citations

Time‐Varying World Market Integration

1995 • 2,163 citations

Analysis of time series subject to changes in regime

1990 • 1,948 citations

Autoregressive conditional heteroskedasticity and changes in regime

1994 • 1,846 citations

Emerging equity market volatility

1997 • 1,707 citations

Modeling the conditional distribution of interest rates as a regime-switching process

1996 • 1,526 citations

Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

1994 • 1,127 citations

Persistence in Variance, Structural Change, and the GARCH Model

1990 • 1,094 citations

Predictable Risk and Returns in Emerging Markets

1995 • 954 citations

Stock returns and volatility in emerging financial markets

1997 • 474 citations

Empirical Modeling of Exchange Rate Dynamics

1988 • 294 citations

Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market

1995 • 275 citations

Exchange Rate Volatility and U. S. Monetary Policy: An ARCH Application

1989 • 192 citations

Emerging Equity Market Volatility

1995 • 166 citations

Foreign Speculators and Emerging Equity Markets

1997 • 63 citations

Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing

1994 • 41 citations

Culture and Politics in China

2018 • 6 citations

OTHER ARTICLES NOTED (24 Jan 03 to 18 Apr 03)

2003 • 5 citations

Volume 1893 - Index Jul-Dec

2019 • 1 citations