Volatility in natural resources commodity prices: Evaluating volatility in oil and gas rents

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

Business, Economics, Finance +17

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle · The Journal of Finance · 1993 · 8.7K citations

Business, Economics, Finance +17

The curse of natural resources

Jeffrey D. Sachs, Andrew M. Warner · European Economic Review · 2001 · 4K citations

Social Sciences, Economics, Natural Resource Economics +15

Threshold heteroskedastic models

Jean‐Michel Zakoïan · Journal of Economic Dynamics and Control · 1994 · 2.3K citations