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5. Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios.
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2. Modeling CAC40 Volatility Using Ultra-high Frequency Data. (2013). Floros, Christos ; Degiannakis, Stavros.
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3. Modeling CAC40 volatility using ultra-high frequency data. (2013). Floros, Christos ; Degiannakis, Stavros.
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4. Financial Risk Measurement for Financial Risk Management. (2012). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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5. Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks. (2012). Yu, Wei-Choun ; Zivot, Eric ; Chen, Chun-Hung.
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6. Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data. (2011). Matei, Marius.
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7. Modeling intraday volatility: A new consideration. (2011). Lam, K. P. ; Chu, Carlin C. F., .
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8. Behavior of realized volatility and correlation in exchange markets. (2010). Seese, Detlef ; Safari, Amir.
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9. The role of trading volume in volatility forecasting. (2010). Le, Van ; Zurbruegg, Ralf.
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11. Forecast Evaluation of Explanatory Models of Financial Variability. (2009). Sucarrat, Genaro.
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20. Volatility Forecast Comparison using Imperfect Volatility Proxies. (2006). Patton, Andrew.
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39. Measuring and modeling systematic risk in factor pricing models using high-frequency data. (2003). Bollerslev, Tim ; Zhang, Benjamin Y. B., .
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40. Forecasting Volatility in Financial Markets: A Review. (2003). Poon, Ser-Huang.
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41. Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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42. New evidence on the implied-realized volatility relation. (2002). Hansen, Charlotte ; Christensen, Bent Jesper.
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43. ARMA Representation of Two-Factor Models. (2002). Meddahi, Nour.
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