Citation of paper, Generalized autoregressive conditional heteroskedasticity

Authors Citing This Paper

AuthorCiting PapersAuthor's PapersAuthor's CitationsAuthor's IF
Cathy Woan-Shu Chen531161,8091.5
Richard Gerlach34821,1741.5
Andre Lucas311654,0442.5
Jean-Michel Zakoian26673,0412.6
David Gordon McMillan251841,5330.8
Francq Christian23821,8852.1
Yudong Wang22963,5086.3
Shaen Corbet211073,25912.5
Massimiliano Caporin211111,2921.6
Felix Chan20337101.7
Mike So19921,2962.7
Ling, Shiqing19692,4802.1
Siem Jan Koopman181946,0892.6
Woraphon Yamaka181413381.2
Stavros Degiannakis17681,6313
Konstantinos Fokianos17851,9092.3
Yanlin Shi15532981.5
Elie Bouri142016,33612.2
Chris Brooks141514,3252.4
Li Liu13421,0505.3
Guodong Li13449402.2
Feng13851,9768
Yi-Hsien Wang13353160.8
Timo Teräsvirta13996,7743.3
Dimitrios Kenourgios12571,4674.6
Carol Alexander12811,8722.6
Duc Khuong Nguyen121757,4338
Emma Iglesias12362310.6
Shawkat Hammoudeh121526,5346.6
Juan Angel Jimenez-Martin12211961.1
Tony Klein11256316.6
Ali M Kutan111181,8331.5
Michael McAleer113027,1642.8
Ching-Hsue Cheng111806,1912.4
Edoardo Otranto11405331.5
B Wade Brorsen111732,0650.8
Ke Zhu11262281.5
Robert W Faff113216,8361.9
Boris Podobnik10895,3485.7
Sangyeol Lee101621,5651.2
Stephanos Τ Papadamou10791,0593.3
Esther Ruiz Ortega10501,9442.4
Anthony N Rezitis10475561.1
Taufiq Choudhry10476151.3
Marcelo C Medeiros10571,5042.9
Shouyang Wang1059613,7543.9
Giampiero M Gallo9571,2451.8
Jui-cheng Hung9253711.7
Tak Kuen Siu91982,6601.4
Pedro Galeano9386492

Journals Citing This Paper

JournalCiting PapersJournal's IFJournal's Star
SSRN Electronic Journal15681
Physica A: Statistical Mechanics and Its Applications1873.3★★
Applied Financial Economics186★★
Journal of Econometrics1812.6★★
Energy Economics1468.3★★
Applied Economics1301.6★★
Journal of Futures Markets1272.1★★
Journal of Empirical Finance1182.7★★
Economic Modelling1093.4★★
Journal of Forecasting1062.1★★
Journal of Business and Economic Statistics1043.8★★
Quantitative Finance991.6★★
Journal of Banking and Finance922.6★★
International Journal of Forecasting835.3★★
International Review of Financial Analysis816.7★★
Computational Statistics and Data Analysis811.6★★
Journal of Time Series Analysis800.8★★
Applied Economics Letters791★★
Journal of Financial Econometrics761.2★★
Lecture Notes in Computer Science720.9★★
Journal of Applied Econometrics702.2★★
Econometric Theory701.1★★
Expert Systems With Applications707.8★★
Journal of International Financial Markets, Institutions and Money673.6★★
International Review of Economics and Finance652.8★★
European Journal of Finance621.5★★
Journal of International Money and Finance622.2★★
Research in International Business and Finance594.8★★
Studies in Nonlinear Dynamics and Econometrics580.7★★
Quarterly Review of Economics and Finance582.6★★
Finance Research Letters578.1★★
Economics Letters561.3★★
North American Journal of Economics and Finance542.5★★
Journal of Risk and Financial Management522.4
Mathematics and Computers in Simulation513.3★★
Journal of Physics: Conference Series500.3★★
Econometric Reviews471.1★★
Emerging Markets Finance and Trade473.5★★
Communications in Statistics Part B: Simulation and Computation470.6★★
International Journal of Finance and Economics461.5★★
Computational Economics451.4★★
Communications in Statistics - Theory and Methods430.5★★
Managerial Finance420.9★★
Empirical Economics411.2★★
Ungyong T'onggye Yon'gu = the Korean Journal of Applied Statistics40
Statistics and Probability Letters400.6★★
Universitext390.2
Review of Quantitative Finance and Accounting381.7★★
Journal of Economics and Finance370.8★★
Studies in Computational Intelligence360.8★★