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EconometricsEconomicsSocial SciencesTime Series AnalysisEstimation TheoryTime Series EconometricsStatistical InferenceNatural SciencesStatisticsStochastic Processes
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Multivariate Simultaneous Generalized ARCH
Robert F. Engle, Kenneth F. Kroner · 1995 · 4.6K citations
Asymptotically Efficient Estimation of Cointegration Regressions
Pentti Saikkonen · 1991 · 1.3K citations
Stationarity and Persistence in the GARCH(1,1) Model
Daniel B. Nelson · 1990 · 1.1K citations
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