Asymptotic theory for multivariate GARCH processes F Comte, O Lieberman Journal of Multivariate Analysis 84 (1), 61-84, 2003 | 309 | 2003 |

Generalized autoregressive conditional correlation M McAleer, F Chan, S Hoti, O Lieberman Econometric Theory 24 (6), 1554-1583, 2008 | 161 | 2008 |

A characterization of the price behavior of international dual stocks: an error correction approach O Lieberman, U Ben-Zion, S Hauser Journal of International Money and Finance 18 (2), 289-304, 1999 | 104 | 1999 |

Empirical similarity I Gilboa, O Lieberman, D Schmeidler The Review of Economics and Statistics 88 (3), 433-444, 2006 | 101 | 2006 |

Second‐Order Noncausality in Multivariate GARCH Processes F Comte, O Lieberman Journal of Time Series Analysis 21 (5), 535-557, 2000 | 79 | 2000 |

A Laplace approximation to the moments of a ratio of quadratic forms O Lieberman Biometrika 81 (4), 681-690, 1994 | 64 | 1994 |

Rule-based and case-based reasoning in housing prices G Gayer, I Gilboa, O Lieberman The BE Journal of Theoretical Economics 7 (1), 2007 | 62 | 2007 |

Saddlepoint approximation for the distribution of a ratio of quadratic forms in normal variables O Lieberman Journal of the American Statistical Association 89 (427), 924-928, 1994 | 58 | 1994 |

Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes DWK Andrews, O Lieberman, V Marmer Journal of Econometrics 133 (2), 673-702, 2006 | 57 | 2006 |

Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process O Lieberman, J Rousseau, DM Zucker The Annals of Statistics 31 (2), 586-612, 2003 | 48 | 2003 |

Refined inference on long memory in realized volatility O Lieberman, PCB Phillips Econometric reviews 27 (1-3), 254-267, 2008 | 46 | 2008 |

Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading A Levy, O Lieberman Journal of Banking & Finance 37 (5), 1412-1421, 2013 | 45 | 2013 |

Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood DM Zucker, O Lieberman, O Manor Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2000 | 44 | 2000 |

A similarity-based approach to prediction I Gilboa, O Lieberman, D Schmeidler Journal of Econometrics 162 (1), 124-131, 2011 | 37 | 2011 |

Valid Edgeworth expansions for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series DWK Andrews, O Lieberman Econometric Theory 21 (4), 710-734, 2005 | 29 | 2005 |

The optimal size of a preliminary test of linear restrictions in a misspecified regression model DEA Giles, O Lieberman, JA Giles Journal of the American Statistical Association 87 (420), 1153-1157, 1992 | 29 | 1992 |

Asymptotic theory for empirical similarity models O Lieberman Econometric Theory 26 (4), 1032-1059, 2010 | 28 | 2010 |

Saddlepoint approximation for the least squares estimator in first-order autoregression O Lieberman Biometrika 81 (4), 807-811, 1994 | 27 | 1994 |

A similarity‐based approach to time‐varying coefficient non‐stationary autoregression O Lieberman Journal of Time Series Analysis 33 (3), 484-502, 2012 | 23 | 2012 |

Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter O Lieberman, PCB Phillips Econometric Theory 20 (3), 464-484, 2004 | 23 | 2004 |