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Discussion
Data up to Jan 2025
Published1990
Citations218
References5
Total Citations Per Year
Abstract
References (5)
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
1982 • 19,770 citations
Expected stock returns and volatility
1987 • 4,291 citations
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
1987 • 2,510 citations
Modelling the persistence of conditional variances
1986 • 2,029 citations
Volatility persistence and stock valuations: Some empirical evidence using garch
1988 • 542 citations
Cited By (0)
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