Economic Systems · 2018 · 42 citations · 71 references
BusinessFinanceFinancial ManagementBusiness EthicsFinancial EconomicsFinancial MarketsCapital MarketsFinancial CrisesFinancial RiskFinancial StabilityMarket FailureMarket RiskFinancial Market FragilityFinancial Stability ImpactMarket EthicsMarket ResiliencyStock Market Crashes
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Prospect Theory: An Analysis of Decision under Risk
Daniel Kahneman, Amos Tversky · Econometrica · 1979 · 47K citations
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11
Conditional Heteroskedasticity in Asset Returns: A New Approach
Daniel B. Nelson · Econometrica · 1991 · 10.4K citations
Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.8K citations