The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
7 GARCH models of volatility
Overview
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Citations
Cites
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Engle (1990) · doi:10.1093/rfs/3.1.103 · Cited by 229
Cited by
Value-at-Risk Prediction: A Comparison of Alternative Strategies
Kuester, K. (2005) · Journal of Financial Econometrics · doi:10.1093/jjfinec/nbj002 · Cited by 632
Silvennoinen, A., & Teräsvirta, T. (2009) · Handbook of Financial Time Series · doi:10.1007/978-3-540-71297-8_9 · Cited by 452
Value‐at‐risk for long and short trading positions
Giot, P., & Laurent, S. (2003) · Journal of Applied Econometrics · doi:10.1002/jae.710 · Cited by 373
Metadata
- Authors
- Palm, F. C.
- Venue
- Handbook of Statistics
- Publisher
- Elsevier
- Published
- 1996
- Pages
- 209-240
- ISSN
- 0169-7161 (ISSN-L)
- OpenAlex
- W1590326324
- Cited by
- 167
- References
- 2
- FWCI
- 13.71
- Type
- book chapter
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: 7 GARCH models of volatility. https://app.cochat.ai/papers/10.1016/s0169-7161(96)14009-8
- The paper
- Palm, F. C. (1996). 7 GARCH models of volatility. Handbook of Statistics. https://doi.org/10.1016/s0169-7161(96)14009-8
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.
