Journal of Banking & Finance · 2007 · 107 citations · 39 references
AgricultureEconomicsFinanceCommodity MarketsEconometricsFinancial EconomicsAsset Return ModelingCommodity Basis AnalysisCommodity HedgingFutures MarketsHedgingVolatility ModelingBasis DynamicsCovariance StructureHedge Ratio EstimationHedging EffectsMinimum Variance Hedge RatioTerm Structure Of BasisVariance-covariance Matrix EstimationVariance-covariance Structure
39
Practical Nonparametric Statistics
David J. Groggel, W. J. Conover · Technometrics · 2000 · 11.1K citations
Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
Business, Finance, Econometrics +16
Measuring and Testing the Impact of News on Volatility
Robert F. Engle, Victor Ng · The Journal of Finance · 1993 · 3.7K citations