European Journal of Development Research · 2016 · 312 citations · 59 references
Social SciencesEconomicsFinanceFinancial EconomicsInternational EconomicsInternational FinanceAfrican EconomiesFinancial DevelopmentFinancial GlobalizationGlobal FinanceInternational Financial IntegrationInternational Financial MarketsDynamic Economic ThresholdsFinancial DeepeningFinancial Market DevelopmentFinancial Sector DevelopmentFinancial Thresholds
59
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11