Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

Computing, Economics, Econometrics +15

Postwar U.S. Business Cycles: An Empirical Investigation

Robert J. Hodrick, Edward C. Prescott · Journal of money credit and banking · 1997 · 7.4K citations

Social Sciences, Business Economics, Economics +17

Dynamic Conditional Correlation

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Business, Finance, Econometrics +16

Multivariate Simultaneous Generalized ARCH

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

Engineering, Mathematics, Statistical Modeling +16

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Tim Bollerslev · The Review of Economics and Statistics · 1990 · 3.6K citations

Social Sciences, Economics, Econometrics +15