Concept

Arch

OpenAlex ID: C11312509

Anomalous collapses of Nares Strait ice arches leads to enhanced export of Arctic sea ice

2021 · G. W. K. Moore, S. E. L. Howell, et al. · Nature Communications · 5,155

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Multivariate Simultaneous Generalized ARCH

1995 · Robert F. Engle, Kenneth F. Kroner · Econometric Theory · 4,503

ARCH modeling in finance

1992 · Tim Bollerslev, Ray Y. Chou, et al. · Journal of Econometrics · 4,284

Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model

1990 · Tim Bollerslev · The Review of Economics and Statistics · 3,516

A long memory property of stock market returns and a new model

1993 · Zhuanxin Ding, Clive W.J. Granger, et al. · Journal of Empirical Finance · 3,253

Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model

1987 · Robert F. Engle, David M. Lilien, et al. · Econometrica · 2,469

Threshold heteroskedastic models

1994 · Jean-Michel Zakoian · Journal of Economic Dynamics and Control · 2,292

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

1998 · Sangjoon Kim, Neil Shepherd, et al. · The Review of Economic Studies · 2,261

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Autoregressive conditional heteroskedasticity and changes in regime

1994 · James D Hamilton, Raul Susmel · Journal of Econometrics · 1,833

Analysis of thick and thin shell structures by curved finite elements

1970 · Sohrabuddin Ahmad, Bruce M. Irons, et al. · International Journal for Numerical Methods in Engineering · 1,280

GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics

2001 · Robert Engle · The Journal of Economic Perspectives · 1,220

Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects

1990 · CHRISTOPHER G. LAMOUREUX, WILLIAM D. LASTRAPES · The Journal of Finance · 1,113

Guide to stability design criteria for metal structures

1998 · Theodore V. Galambos · 1,025

A Long Memory Property of Stock Market Returns and a New Model

2010 · Zhuanxin Ding, Robert F. Engle, et al. · Cambridge University Press eBooks · 981

ARCH models as diffusion approximations

1990 · Daniel B. Nelson · Journal of Econometrics · 943

Chapter 49 Arch models

1994 · Tim Bollerslev, Robert F. Engle, et al. · Handbook of econometrics · 879

Seminars in Cell & Developmental Biology

2010 · Armelle Grevellec, Abigail S. Tucker · 851

Rapid expansion of the maxillary dental arch and nasal cavity by opening the midpalatal suture

2009 · Andrew J. Haas · Medical Entomology and Zoology · 843

Arch Models: Properties, Estimation and Testing

1993 · Anil K. Bera, Matthew L. Higgins · Journal of Economic Surveys · 786

The spring in the arch of the human foot

1987 · R. F. Ker, M. B. Bennett, et al. · Nature · 779

The mechanics of the foot. II. The plantar aponeurosis and the arch.

1954 · J H HICKS · PubMed · 778

The Great Arch: English State Formation as Cultural Revolution.

1986 · Richard Lachmann, Philip Corrigan, et al. · Contemporary Sociology A Journal of Reviews · 765

Measuring and Testing the Impact of News on Volatility

1993 · Robert F. Engle, Victor K. Ng · The Journal of Finance · 755

The arch index: A useful measure from footprints

1987 · Peter R. Cavanagh, Mary M. Rodgers · Journal of Biomechanics · 751

Statistical aspects of ARCH and stochastic volatility

1996 · Neil Shephard · Springer eBooks · 749

Works count: 84,150

Citation count: 497,000