Journal of Financial Economics · 1985 · 6.6K citations · 34 references
BusinessFinanceFinancial EconometricsFinancial EconomicsTime Series AnalysisAsset Return ModelingFinancial Time Series AnalysisReturn AnalysisRisk-return AnalysisStock MarketsVolatility ModelingReturns ForecastingStock Market ReturnsStock Return Forecasting
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Time Series Analysis: Forecasting and Control
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PE, P. Billingsley · Journal of the American Statistical Association · 1996 · 6.7K citations
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