Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region

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Robert F. Engle · Econometrica · 1982 · 20.6K citations

Computing, Economics, Econometrics +15

Specification Tests in Econometrics

Jerry A. Hausman · Econometrica · 1978 · 18.4K citations

Social Sciences, Economics, Causal Inference +15

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson · Econometrica · 1991 · 10.4K citations

Business, Economics, Finance +17

Domestic Saving and International Capital Flows

Martin Feldstein, Charles Yuji Horioka · The Economic Journal · 1980 · 2.8K citations

Social Sciences, Economics, Financial Economics +11

A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return

Tim Bollerslev · The Review of Economics and Statistics · 1987 · 2.6K citations

Business, Economics, Finance +14