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BusinessFinanceFinancial ManagementFinancial ModelingForecastingTime Series AnalysisComputational Time Series AnalysisFinancial Time Series AnalysisTime Series AnalyticsTime Series ForecastingTime Series ModelingVolatility ModelingEmpirical Mode DecompositionFinancial Time Series Forecasting
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Computing, Computational Engineering, Biomedical Signal Processing +16
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11
Time Series Analysis: Forecasting and Control
Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations
Computing, Data Science, Forecasting +11