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8. Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?. (2007). Chortareas, Georgios ; Nankervis, John ; Jiang, Ying.
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11. Predictability and Model Selection in the Context of ARCH Models. (2005). Xekalaki, Evdokia ; Degiannakis, Stavros.
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1. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
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2. Compound Wishart Matrices and Noisy Covariance Matrices: Risk Underestimation. (2013). Collins, Benoit ; Saad, Nadia ; McDonald, David.
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3. Exchange rates and oil prices: A multivariate stochastic volatility analysis. (2012). Ding, Liang ; Vo, Minh .
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4. Treatment of kurtosis in financial markets. (2012). Pérez, Jose ; GARCIA GARCIA, CATALINA ; Lopez Martin, Maria del Mar, ; Perez, Jose Garcia.
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5. Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts. (2012). Capistrán, Carlos ; Capistran, Carlos ; Benavides, Guillermo .
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6. Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information. (2011). Park, Beum Jo.
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7. Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility. (2011). Jánský, Ivo ; Jansk, Ivo ; Rippel, Milan .
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8. Intraday volatility and periodicity in the Malaysian stock returns. (2010). Pok, Wee Ching ; Haniff, Mohd Nizal .
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9. Currency crisis prediction using ADR market data: An options-based approach. (2010). Eichler, Stefan ; Maltritz, Dominik .
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10. Sur-réaction sur le marché tunisien des actions : une investigation empirique. (2009). Trabelsi, Mohamed Ali.
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11. Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs. (2009). Zumpano, Leonard ; Wiley, Jonathan .
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12. Regime-switching stochastic volatility: Evidence from the crude oil market. (2009). Vo, Minh T..
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13. Sur-réaction sur le marché tunisien des actions : une investigation empirique. (2008). .
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14. Size and Value Premium inKarachi Stock Exchange. (2008). Mirza, Nawazish ; Shahid, Saima .
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15. Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis. (2007). Ulbricht, Dirk ; Oberndorfer, Ulrich .
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16. Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market. (2006). Goh, Kim-Leng ; Kok, Kim-Lian .
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17. Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models. (2006). Benavides, Guillermo .
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18. Implied Volatility as a Predictor: the Case of the IBEX-35 Future Contract/La volatilidad implícita como herramienta de predicción: una aplicación al contrato de futuro sobre Ibex 35. (2005). CABEDO, DAVID J. ; Clemente, Ismael Moya .
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19. Market Reaction and Volatility in the Brazilian Stock Market. (2004). De Medeiros, Otavio ; Matsumoto, Alberto Shigueru.
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21. Analysis of the conditional stock-return distribution under incomplete specification. (2004). Baixauli, Samuel J. ; Alvarez, Susana .
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35. Stock Returns Volatility in an Emerging Market: The Pakistani Evidence. (1999). Uppal, Jamshed ; Husain, Fazal.
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36. The Response of Karachi Stock Exchange to Nuclear Detonation. (1999). Ahmed, Ayaz ; Javed, Attiya Y..
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