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2. Flash crashes on sovereign bond markets – EU evidence. (2022). Panzarino, Onofrio ; Marseglia, Gaetano ; Haferkorn, Martin ; Bouveret, Antoine.
   In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems).
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3. Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets. (2021). Wong, Wing-Keung ; Hassan, Arshad ; Zada, Hassan.
   In: Economies.
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4. The effect of return jumps on herd behavior. (2020). Wanidwaranan, Phasin ; Padungsaksawasdi, Chaiyuth.
   In: Journal of Behavioral and Experimental Finance.
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6. Testing the lag structure of assets’ realized volatility dynamics. (2015). Camponovo, Lorenzo ; Audrino, Francesco ; Roth, Constantin .
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7. Volatility forecasting using high frequency data: Evidence from stock markets. (2014). Ergin, Huseyin ; elik, Sibel .
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8. Reexamining the time-varying volatility spillover effects: A Markov switching causality approach. (2013). Zuo, Haomiao ; Zheng, Tingguo .
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:26:y:2013:i:c:p:643-662.

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9. Large volatility matrix inference via combining low-frequency and high-frequency approaches. (2011). Zou, Jian ; Wang, Yahzen ; Yao, Qiwei ; Tao, Minjing .
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10. The model-free measures and the volatility spread. (2010). Chen, Jian ; Liu, Xiaoquan .
    In: Applied Economics Letters.
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11. Explaining asymmetric volatility around the world. (2010). Rieger, Marc Oliver ; Talpsepp, Tõnn, .
    In: Journal of Empirical Finance.
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12. The relationship between the volatility of returns and the number of jumps in financial markets. (2009). Cartea, Álvaro ; Karyampas, Dimitrios .
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13. The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets. (2009). Cartea, Álvaro ; Karyampas, Dimitrios .
    In: Birkbeck Working Papers in Economics and Finance.
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14. Measuring causality between volatility and returns with high-frequency data. (2008). Taamouti, Abderrahim ; Garcia, René ; Dufour, Jean-Marie.
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15. MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric.
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16. Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation. (2007). GHORBEL, Ahmed ; Trabelsi, Abdelwahed.
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17. Why Do Absolute Returns Predict Volatility So Well?. (2007). Ghysels, Eric ; Forsberg, Lars.
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18. Further evidence on the impact of economic news on interest rates. (2007). Guegan, Dominique.
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19. Multifrequency news and stock returns. (2007). Fisher, Adlai ; Calvet, Laurent.
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20. Multivariate Realized Stock Market Volatility. (2007). Bauer, Gregory ; Vorkink, Keith.
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21. 09/11 on the USD/EUR foreign exchange market. (2006). Mende, Alexander.
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22. Predicting volatility: getting the most out of return data sampled at different frequencies. (2006). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
    In: Journal of Econometrics.
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23. Realized Variance and Market Microstructure Noise. (2006). Lunde, Asger ; Hansen, Peter.
    In: Journal of Business & Economic Statistics.
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24. Estimating Integrated Volatility Using Absolute High-Frequency Returns. (2006). Ysusi, Carla .
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25. Detecting Jumps in High-Frequency Financial Series Using Multipower Variation. (2006). Ysusi, Carla .
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26. Practical volatility and correlation modeling for financial market risk management. (2005). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben.
    In: CFS Working Paper Series.
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27. Finite Sample Accuracy of Integrated Volatility Estimators. (2005). Nielsen, Morten ; Frederiksen, Per Houmann.
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28. Practical Volatility and Correlation Modeling for Financial Market Risk Management. (2005). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben.
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29. Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole.
    In: Economics Series Working Papers.
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30. Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole.
    In: Economics Papers.
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31. Limit theorems for bipower variation in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Sven Erik.
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32. Estimating quadratic variation when quoted prices jump by a constant increment. (2005). Large, Jeremy.
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33. Multifrequency News and Stock Returns. (2005). Fisher, Adlai ; Calvet, Laurent.
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34. Practical Volatility and Correlation Modeling for Financial Market Risk Management. (2005). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben.
    In: NBER Working Papers.
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35. 09/11 on the USD/EUR Foreign Exchange Market. (2005). Mende, Alexander.
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36. Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?. (2005). Vahid, Farshid ; Anderson, Heather.
    In: ANU Working Papers in Economics and Econometrics.
    RePEc:acb:cbeeco:2005-451.

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37. Détection non paramétrique de sauts dans la volatilité des marchés financiers. (2004). Perron, Benoit.
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38. Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
    In: NBER Working Papers.
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39. The Cross-Section of Volatility and Expected Returns. (2004). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
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40. Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany. (2004). Wagner, Niklas ; Szimayer, Alexander.
    In: Research in International Business and Finance.
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41. Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average. (2004). Awartani, Basel ; Corradi, Valentina.
    In: Econometric Society 2004 North American Summer Meetings.
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42. Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average. (2004). Awartani, Basel ; Distaso, Walter ; Corradi, Valentina.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:273.

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43. Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2004s-19.

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44. Power and bipower variation with stochastic volatility and jumps. (2003). Shephard, Neil ; Barndorff-Nielsen, Ole E..
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:2003-w18.

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45. Econometrics of testing for jumps in financial economics using bipower variation. (2003). Shephard, Neil ; Barndorff-Nielsen, Ole.
    In: Economics Papers.
    RePEc:nuf:econwp:0321.

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