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2. Estimating risk-return relations with analysts price targets. (2018). Wu, Liuren.
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3. Credit default swap spreads and variance risk premia. (2011). Zhou, Hao ; Wang, Hao.
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4. Variance risk, financial intermediation, and the cross-section of expected option returns. (2011). Schuerhoff, Norman ; Ziegler, Alexandre ; Schurhoff, Norman.
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5. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
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6. Does the option market produce superior forecasts of noise-corrected volatility measures?. (2009). Martin, Gael ; Reidy, Andrew ; Wright, Jill .
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7. Oil prices, SUVs, and Iraq: An investigation of automobile manufacturer oil price sensitivity. (2009). Cameron, Ken ; Schnusenberg, Oliver .
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8. Macroeconomic determinants of stock market returns, volatility and volatility risk-premia. (2008). Mele, Antonio ; Corradi, Valentina ; Distaso, Walter .
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9. Computing the market price of volatility risk in the energy commodity markets. (2008). Doran, James ; Ronn, Ehud I..
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10. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
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11. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
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12. An empirical comparison of continuous-time models of implied volatility indices. (2007). Skiadopoulos, George ; Dotsis, George ; Psychoyios, Dimitris.
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13. International capital asset pricing: Evidence from options. (2007). Wu, Liuren ; Mo, Henry.
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14. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
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15. Expected Stock Returns and Variance Risk Premia. (2007). Zhou, Hao ; Bollerslev, Tim.
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16. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. (2007). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael .
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17. Price discovery in the U.S. stock and stock options markets: A portfolio approach. (2006). Wu, Liuren ; Simaan, Yusif ; Holowczak, Richard.
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20. Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence. (2006). Chabi-Yo, Fousseni.
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46. Time variation of second moments from a noise trader/infection model. (1997). Lux, Thomas.
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