Resources Policy · 2018 · 75 citations · 71 references
BusinessEconomicsFinanceFinancial EconomicsInternational EconomicsInternational FinanceCommodity HedgingCross-border InvestmentForeign Exchange RiskHedgingInternational Capital FlowsVolatility ModelingCross-border SpilloversHedging EffectsInternational Financial SpilloversOil HedgingOil Price Volatility
71
Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations
Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
Business, Finance, Econometrics +16