Journal of Business and Economic Statistics · 1996 · 522 citations · 11 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsTime Series AnalysisFinancial Time Series AnalysisForeign Exchange MarketsHigh-frequency Financial DataTime Series EconometricsVolatility AnalysisVolatility ModelingAutocorrelation StructureCurrency VolatilityFinancial Time Series ForecastingForeign Exchange Volatility ModelingHeteroscedasticity ModelingTime Series Volatility ModelingVolatility
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
11
Empirical exchange rate models of the seventies
Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations
Social Sciences, Economics, Finance +12
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
Peter K. Clark · Econometrica · 1973 · 2.8K citations · Full text
The Distribution of Share Price Changes
Peter Praetz · The Journal of Business · 1972 · 546 citations