Transport Policy · 2015 · 63 citations · 38 references
Social SciencesEconomicsInternational BusinessInternational EconomicsInternational FinanceMacroeconomicsExchange Rate DeterminationExchange Rate PolicyExchange RatesForeign Exchange RiskMaritime ExchangeMaritime TradeExchange Rate Effects On TradeExchange Rate Volatility Effects
38
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11
Efficient Tests for an Autoregressive Unit Root
Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.6K citations
Computing, Economics, Econometrics +15