Investment potential and risk hedging characteristics of platinum group metals

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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

Computing, Economics, Econometrics +15

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

A Capital Asset Pricing Model with Time-Varying Covariances

Tim Bollerslev, Robert F. Engle, Jeffrey M. Wooldridge · Journal of Political Economy · 1988 · 3.2K citations · Full text

Business, Economics, Finance +17

Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.3K citations

Business, Economics, Finance +13

Gold as a hedge against the dollar

Forrest Capie, Terence C. Mills, Geoffrey Wood · Journal of International Financial Markets Institutions and Money · 2005 · 583 citations

Business, Economics, Finance +10