Diebold, Francis X. - 2012
generalized ARCH model," The Review of Economics and Statistics, 498-505. -- Brownlees, C. and R.F. Engle (2011), "Volatility …', Journal of Financial Economics, 67 (3), March, 473-509 -- Charles R. Nelson and Andrew F. Siegel (1987), 'Parsimonious … (1977), 'An Equilibrium Characterization of the Term Structure', Journal of Financial Economics, 5 (2), November, 177 …