A bootstrap approach to test the conditional symmetry in time series models

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

Business, Finance, Econometrics +11

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

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

Computing, Economics, Econometrics +15

A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return

Tim Bollerslev · The Review of Economics and Statistics · 1987 · 2.6K citations

Business, Economics, Finance +14

The Bootstrap and Edgeworth Expansion.

Rudolf Beran, Peter A. Hall · Journal of the American Statistical Association · 1993 · 1.9K citations

Natural Sciences, Mathematics, Applied Mathematics +4

Some Asymptotic Theory for the Bootstrap

Peter J. Bickel, David A. Freedman · The Annals of Statistics · 1981 · 1.7K citations · Full text

Natural Sciences, Mathematics, Probability Theory +8