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Cited by 738

The DOI matches its Crossref record; 6 of the 6 references it cites were found in a registry or an index.

Statistical aspects of ARCH and stochastic volatility

Shephard, Neil·1996·Time Series Models
DOI 10.1007/978-1-4899-2879-5_1
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Crossref · 10.1007/978-1-4899-2879-5_1

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Metadata

Authors
Shephard, N.
Venue
Time Series Models
Publisher
Springer US
Published
1996
Pages
1-67
DOI
10.1007/978-1-4899-2879-5_1
OpenAlex
W2115724285
Cited by
738
References
6
FWCI
88.35
Type
book chapter
Language
en
Open access
closed

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CoChat. (2026). Citation check: Statistical aspects of ARCH and stochastic volatility. https://app.cochat.ai/papers/10.1007/978-1-4899-2879-5_1
The paper
Shephard, N. (1996). Statistical aspects of ARCH and stochastic volatility. Time Series Models. https://doi.org/10.1007/978-1-4899-2879-5_1

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.