The Journal of Economic Asymmetries · 2015 · 37 citations · 34 references
Social SciencesBusiness EconomicsEconomicsEconometricsFinancial EconomicsMathematical EconomicsCommodity Price DynamicsDependence ModelingExchange Rate DeterminationExchange RatesModel SpecificationOil EconomicsCopula EstimationCopula ModelsCrude Oil PricingExchange Rate UncertaintyOil Price ForecastingOil Price ShocksOil Price VolatilityOil Prices
34
Conditional Heteroskedasticity in Asset Returns: A New Approach
Daniel B. Nelson · Econometrica · 1991 · 10.4K citations
The Behavior of Stock-Market Prices
Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations
Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
Business, Finance, Econometrics +16
The Variation of Certain Speculative Prices
Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations
Engineering, Economics, Finance +11