1. A new look at the statistical model identification
2. (1979), ‘The DM/S rate: a monetary analysis’, in and (eds), Policies For Employment, Prices, and Exchange Rates, Carnegie-Rochester Conference 11. North Holland, Amsterdam.
3. Generalized autoregressive conditional heteroskedasticity
4. A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
5. (1987b), ‘A multivariate GARCH model with constant conditional correlations for a set of exchange rates’. Manuscript, Northwestern University.