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18 works

Work: An examination of the effects of the global financial crisis on the stock markets of BRICS countries

  1. Generalized autoregressive conditional heteroskedasticity

    Tim Bollerslev

    Article198611 citations
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  2. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

    Robert F. Engle

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  3. Conditional Heteroskedasticity in Asset Returns: A New Approach

    Daniel B. Nelson

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  4. 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

    Article19934 citations
    ABI

  5. Expected stock returns and volatility

    Kenneth R. French, G. William Schwert, Robert F. Stambaugh

    Article19872 citations
    ABI

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