Towards the fundamentals of technical analysis: analysing the information content of High, Low and Close prices

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

Business, Economics, Econometrics +13

Long-Term Storage Capacity of Reservoirs

H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.2K citations

Engineering, Hydrology, Petroleum Engineering +15

ARCH modeling in finance

Tim Bollerslev, Ray Yeutien Chou, Kenneth F. Kroner · Journal of Econometrics · 1992 · 4.4K citations

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Dynamical Systems and Turbulence

Floris Takens · Medical Entomology and Zoology · 1981 · 2.1K citations

Natural Sciences, Mathematics, Physics +12

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Michael Parkinson · The Journal of Business · 1980 · 2K citations

Engineering, Economics, Finance +10