International Review of Financial Analysis · 2024 · 18 citations · 70 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceCapital MarketsFinancial GlobalizationFinancial RiskInternational Financial IntegrationInternational Financial MarketsVolatility ModelingCross-border SpilloversGlobal Capital MarketsInternational Financial SpilloversMacro-financial SpilloversSpillover Effect Analysis
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Norden E. Huang, Steven Long, Man‐Li C. Wu et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 1998 · 23.3K citations · Full text
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Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
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Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
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