Journal of Multivariate Analysis · 2017 · 11 citations · 39 references
Social SciencesEconomicsFinanceEconometricsFinancial EconomicsFinancial ModelingAsset Return ModelingCointegration AnalysisDynamic Economic ModelsTime Series EconometricsTime Series ForecastingVolatility ModelingAutoregressive ModelsAutoregressive Time Series ModelsFunctional Autoregressive ModelsInterest Rate Volatility ModelingTime-varying Volatility Models
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Eiji Muraki, J. O. Ramsay, Bernard W. Silverman · Journal of Educational and Behavioral Statistics · 1999 · 1K citations
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Hansheng Wang, Runze Li, C.-L. Tsai · Biometrika · 2007 · 791 citations · Full text
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