SSRN Electronic Journal · 2005 · 22 citations · 78 references
ComputingEarth SciencesEconomicsEconometricsFinancial EconomicsTime Series AnalysisAsset Return ModelingFinancial RiskMarket RiskSeasonality AnalysisTime Series ForecastingVolatility ModelingDecomposition Of Seasonal ComponentsMetals Price SeasonalityReturn SeasonalitySeasonality In Metal PricesSeasonality Risk Analysis
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Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations
Robust Regression and Outlier Detection
Gregory F. Piepel, Peter J. Rousseeuw, Annick M. Leroy · Technometrics · 1989 · 6.2K citations
Stock returns and the weekend effect
Kenneth R. French · Journal of Financial Economics · 1980 · 2K citations