The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Generalized autoregressive conditional heteroskedasticity
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Citations
Cites
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
A Simple Test for Heteroscedasticity and Random Coefficient Variation
Breusch, T. S., & Pagan, A. R. (1979) · Econometrica · doi:10.2307/1911963 · Cited by 5,647
Cited by
Rue, H., Martino, S., & Chopin, N. (2009) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.1467-9868.2008.00700.x · Cited by 5,279
Correlations in price changes and volatility across international stock markets
Hamao, Y., Masulis, R. W., & Ng, V. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.2.281 · Cited by 1,926
Electricity price forecasting: A review of the state-of-the-art with a look into the future
Weron, R. (2014) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2014.08.008 · Cited by 1,646
Technical trading rule profitability and foreign exchange intervention
LeBaron, B. (1999) · Journal of International Economics · doi:10.1016/s0022-1996(98)00061-0 · Cited by 390
Risk Everywhere: Modeling and Managing Volatility
Bollerslev, T., Hood, B., Huss, J., & Pedersen, L. H. (2018) · The Review of Financial Studies · doi:10.1093/rfs/hhy041 · Cited by 359
Metadata
- Authors
- Bollerslev, T.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1986-04
- Volume
- 31
- Issue
- 3
- Pages
- 307-327
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W1999996900
- Cited by
- 22,254
- References
- 2
- FWCI
- 45.50
- Type
- journal article
- Language
- en
- Open access
- green
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- Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics. https://doi.org/10.1016/0304-4076(86)90063-1
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.
