1. Regulatory Tools and Price Changes in Futures Markets.. (2001). Hall, Anthony ; Kofman, Paul .
   In: Australian Economic Papers.
   RePEc:bla:ausecp:v:40:y:2001:i:4:p:520-40.

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1. Are China’s new energy stock prices driven by new energy policies?. (2015). Reboredo, Juan ; Wen, Xiaoqian.
   In: Renewable and Sustainable Energy Reviews.
   RePEc:eee:rensus:v:45:y:2015:i:c:p:624-636.

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2. A margin scheme that advises on when to change required margin. (2010). Yu, Philip ; Lam, Kin ; Yu, P. L. H., ; Lee, P. H..
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:207:y:2010:i:1:p:524-530.

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3. Long Memory in Nonlinear Processes. (2007). Hurvich, Clifford ; Deo, Rohit ; Hsieh, Meng-Chen ; Soulier, Philippe.
   In: Papers.
   RePEc:arx:papers:0706.1836.

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4. Measurement of Financial Risk Persistence. (2005). Los, Cornelis.
   In: Finance.
   RePEc:wpa:wuwpfi:0502013.

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5. ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts. (2005). Lahiri, Kajal ; Liu, Fushang .
   In: MPRA Paper.
   RePEc:pra:mprapa:21693.

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6. Uncovering the risk-return relation in the stock market. (2005). Guo, Hui.
   In: Working Papers.
   RePEc:fip:fedlwp:2001-001.

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7. Exchange Rates Forecasting Model: An Alternative Estimation Procedure. (2003). Liew, Venus ; Lim, Kian-Ping ; Baharumshah, Ahmad Zubaidi ; Ping, Lim Kian.
   In: International Finance.
   RePEc:wpa:wuwpif:0307005.

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8. ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS. (2003). Liew, Venus ; Lim, Kian-Ping ; Choong, Chee-Keong.
   In: Finance.
   RePEc:wpa:wuwpfi:0307012.

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9. Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2003). Suleimann Lemand, Ryan.
   In: Econometrics.
   RePEc:wpa:wuwpem:0307004.

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10. New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach. (2003). Suleimann Lemand, Ryan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0307003.

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11. The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach. (2003). Suleimann Lemand, Ryan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0307002.

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12. Weather Forecasting for Weather Derivatives. (2003). Diebold, Francis ; Campbell, Sean D..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10141.

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13. Multivariate Term Structure Models with Level and Heteroskedasticity Effects. (2003). Christiansen, Charlotte.
    In: Finance Working Papers.
    RePEc:hhb:aarfin:2002_019.

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14. Contagion: an empirical test. (2003). Wongswan, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:775.

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15. Option Valuation with Conditional Skewness. (2003). Christoffersen, Peter ; Jacobs, Kris ; Heston, Steve.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-50.

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16. News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns. (2003). McCurdy, Tom ; Maheu, John.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-38.

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17. There is a Risk-Return Tradeoff After All. (2003). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-26.

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18. The Daily Market for Funds in Europe: What Has Changed with the EMU?. (2003). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Perezquiros, Gabriel .
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:559.03.

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19. Seize the Moments: Approximating American Option Prices in the GARCH Framework. (2002). Simonato, Jean-Guy ; Sasseville, Caroline ; Duan, Jin-Chuan ; Gauthier, Genevieve .
    In: Finance.
    RePEc:wpa:wuwpfi:0206005.

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20. Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management. (2002). Wagner, Martin ; Schmidheiny, Kurt ; Hlouskova, Jaroslava.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0212.

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21. Time irreversibility and EGARCH effects in US stock index returns. (2002). Kuan, Chung-Ming ; Chen, Yi-Ting.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:5:p:565-578.

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22. A theoretical comparison between integrated and realized volatility. (2002). Meddahi, Nour.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508.

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23. Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish. (2002). Brännäs, Kurt ; Brannas, Eva.
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0595.

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24. Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective. (2001). Harvey, Campbell ; Graham, John R..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8678.

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25. Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999. (2001). Wheelock, David ; Dueker, Michael ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8583.

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26. International Interest-Rate Transmission and the “German Dominance Hypothesis” Within EMS. (2001). Laopodis, Nikiforos.
    In: Open Economies Review.
    RePEc:kap:openec:v:12:y:2001:i:4:p:347-377.

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27. Aggregate price shocks and financial stability: the United Kingdom 1796-1999. (2001). Wheelock, David ; Dueker, Michael ; Bordo, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-018.

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28. Efficient Estimation of Conditional Asset Pricing Models. (2001). Hodgson, Douglas ; Vorkink, Keith.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:144.

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29. Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach. (2001). LINTON, OLIVER ; Hodgson, Douglas ; Vorkink, Keith.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:143.

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30. The daily market for funds in Europe: Has something changed with the EMU?. (2000). Rodriguez Mendizabal, Hugo ; Perez Quiros, Gabriel ; Perezquiros, Gabriel .
    In: Economics Working Papers.
    RePEc:upf:upfgen:474.

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31. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7687.

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32. An empirical analysis of alternative parametric ARCH models. (2000). Loudon, Geoffrey F. ; Watt, Wing H. ; Yadav, Pradeep K..
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:2:p:117-136.

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33. Pre-announcement effects, news, and volatility: monetary policy and the stock market. (2000). Bomfim, Antulio N..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-50.

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34. Is There a Positive Intertemporal Tradeoff Between Risk and Return After All?. (2000). Morley, James.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0915.

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35. Density Forecasting: A Survey. (2000). Wallis, Kenneth ; Tay, Anthony S.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0370.

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36. Bayesian Model Estimation and Selection for the Weekly Colombian Exchange Rate. (2000). Rodríguez N., Norberto ; Rodriguez, Norberto .
    In: Borradores de Economia.
    RePEc:bdr:borrec:161.

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37. Dimension estimations, stock returns and volatility clustering. (2000). Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:00-08.

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38. Higher-order dependence in the general Power ARCH process and a special case. (1999). Teräsvirta, Timo ; He, Changli.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0315.

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39. Latent Variable Models for Stochastic Discount Factors. (1999). Renault, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-47.

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40. Valuing the Futures Market Clearinghouses Default Exposure During the 1987 Crash. (1998). Bates, David ; Craine, Roger .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6505.

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41. Quadratic M-Estimators for ARCH-Type Processes. (1998). Renault, Eric ; Meddahi, Nour.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-29.

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42. Multifractality of Deutschemark/US Dollar Exchange Rates. (1997). Mandelbrot, Benoît ; Fisher, Adlai ; Calvet, Laurent.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1166.

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43. A Multifractal Model of Asset Returns. (1997). Mandelbrot, Benoît ; Fisher, Adlai ; Calvet, Laurent.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1164.

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44. One-Factor-GARCH Models for German Stocks - Estimation and Forecasting -. (1996). Kaiser, Thomas .
    In: Econometrics.
    RePEc:wpa:wuwpem:9612007.

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45. Calculating Value-at-Risk. (1996). Fallon, William.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:96-49.

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46. Does Inflation Uncertainty Vary with the Level of Inflation?. (1996). Crawford, A ; Kasumovich, M.
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-09.

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47. Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets. (1995). Jasiak, Joann ; gourieroux, christian ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-42.

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48. Market Time and Asset Price Movements Theory and Estimation. (1995). Jasiak, Joann ; gourieroux, christian ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-32.

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49. On Periodic Autogressive Conditional Heteroskedasticity. (1994). Ghysels, Eric ; Bollerslev, Tim.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:94s-03.

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50. Cyclical Variation in the Risk and Return Relation. (). Zhang, Harold ; Harrison, Paul.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:175.

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51. Optimal Trading Strategy When Return Process is AR(1). (). Lam, Kin ; Wei, LI.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:16.

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