Annals of Operations Research · 2016 · 11 citations · 25 references
ManagementFinanceRisk ManagementBankingFinancial EconomicsFinancial Risk ManagementBank Risk ManagementBankruptcy RiskCredit RiskFinancial RiskLiquidity RiskRisk-return AnalysisBank Credit RiskBank Failure ProbabilityBanking System FragilitySystemic Risk In BankingToo-big-to-fail EffectsToo-big-to-fail ProblemToo-big-to-fail Risk
25
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
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Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
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The Behavior of Stock-Market Prices
Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations