Journal of International Financial Markets Institutions and Money · 2003 · 31 citations · 52 references
Social SciencesComputer SystemsMemoryDna Strand BreaksMemory ConsolidationMemory StorageMemory SystemsRecall MemoryStructural Break AnalysisMemory RepairMemory Trace FormationStructural Breaks
52
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
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Donald W. K. Andrews · Econometrica · 1991 · 4.1K citations
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