The price of terror: The effects of terrorism on stock market returns and volatility

On a measure of lack of fit in time series models

Greta M. Ljung, George E. P. Box · Biometrika · 1978 · 6K citations

Computing, Business Economics, Econometrics +14

Multivariate Simultaneous Generalized ARCH

Robert F. Engle, Kenneth F. Kroner · Econometric Theory · 1995 · 4.6K citations

Engineering, Mathematics, Statistical Modeling +16

The Economic Costs of Conflict: A Case Study of the Basque Country

Alberto Abadie, Javier Gardeazábal · American Economic Review · 2003 · 4.5K citations

Social Sciences, Conflict Studies, Economics +14

Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

Tim Bollerslev, Jeffrey M. Wooldridge · Econometric Reviews · 1992 · 3.3K citations

Social Sciences, Economics, Econometrics +16

The effects of terrorism on global capital markets

Andrew H. Chen, Thomas F. Siems · European Journal of Political Economy · 2004 · 537 citations

Social Sciences, Economics, Finance +12