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1. Assessing the asymmetric impact of physical infrastructure and trade openness on ecological footprint: An empirical evidence from Pakistan. (2022). Popp, Jzsef ; Olh, Judit ; Zahra, Samia ; Khan, Dilawar ; Gupta, Rakesh.
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2. Asymmetric Price Transmission and Market Power: A Case of the Aquaculture Product Market in China. (2022). Liu, Shen ; Wang, Jing ; Sun, Chen.
   In: Sustainability.
   RePEc:gam:jsusta:v:14:y:2022:i:22:p:15253-:d:975478.

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3. The Pricing Strategy of the Agricultural Product Supply Chain with Farmer Cooperatives as the Core Enterprise. (2022). Huo, Yujia ; Xu, Yang ; Guo, Xiangyu ; Wang, Jiali.
   In: Agriculture.
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4. Price changes of dairy products in the European Union. (2021). Wysokiski, Marcin ; Dunn, James William ; Klepacki, Bogdan ; Bedycka-Borawska, Aneta ; Parzonko, Andrzej ; Macig, Agnieszka ; Rokicki, Tomasz ; Borawski, Piotr ; Guth, Marta.
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5. Price volatility of milk and dairy products in Poland after accession to the EU. (2021). Rokicki, Tomasz ; Borawski, Piotr ; Guth, Marta ; Dunn, James William ; Parzonko, Andrzej ; Perkowska, Aleksandra.
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6. Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market. (2016). Weng, Yingliang ; Gong, PU.
   In: Physica A: Statistical Mechanics and its Applications.
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7. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
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8. Time reversal invariance in finance. (2007). Zumbach, Gilles.
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9. Simulation-Based Pricing of Convertible Bonds. (2005). Wilde, Christian ; Ammann, Manuel ; Kind, Axel.
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10. Measurement of Financial Risk Persistence. (2005). Los, Cornelis.
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11. Regime Switches in Swedish Interest Rates. (2003). Erlandsson, Ulf.
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12. GARCH-based Volatility Forecasts for Market Volatility Indices. (2002). Lombardi, Marco ; Gallo, Giampiero ; Cecconi, Massimiliano.
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13. Analytic Hessian Matrices and the Computation of FIGARCH Estimates. (2002). Lombardi, Marco ; Gallo, Giampiero.
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14. Volatility bias in the GARCH model: a simulation study. (2002). Pérez-Rodríguez, Jorge ; Rodriguez, Jorge Perez ; Gonzalez, Eduardo Acosta.
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15. A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchang. (2002). Ventosa-Santaulària, Daniel.
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16. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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17. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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18. Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns. (2001). Hong, Yongmiao ; Gallo, Giampiero ; Lee, Tae-Why.
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19. The hidden dangers of historical simulation. (2001). Pritsker, Matthew.
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20. GOOD NEWS, BAD NEWS AND GARCH EFFECTS IN STOCK RETURN DATA. (2001). Depken, Craig.
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21. A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES. (2000). Storti, Giuseppe ; Amendola, Alessandra.
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22. VALUE AT RISK INCORPORATING DYNAMIC PORTFOLIO MANAGEMENT. (2000). Lawrence, Stephen.
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23. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
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24. Pre-announcement effects, news, and volatility: monetary policy and the stock market. (2000). Bomfim, Antulio.
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25. Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations. (2000). Zinde-Walsh, Victoria ; Galbraith, John.
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26. Evaluating Asset Pricing Implications of DSGE Models. (2000). Schorfheide, Frank ; Reffett, Kevin.
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27. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin.
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28. Non-Linear Markov Modelling Using Canonical Variate Analysis: Forecasting Exchange Rate Volatility. (2000). Pilgram, Berndt ; Mees, Alistair .
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29. Higher-order dependence in the general Power ARCH process and a special case. (1999). Teräsvirta, Timo ; He, Changli.
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30. Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market. (1999). Lopez, Jose ; Fleming, Michael.
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31. Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market. (1999). Lopez, Jose ; Fleming, Michael.
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32. The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations. (1999). LECOURT, Christelle ; Beine, Michel ; Benassy-Quere, Agnès ; Christine Lecourt Keywords : Exchange rates; offic, .
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33. Fiscal Policy and the Term Premium in Real Interest Rate Differentials. (1998). Flavin, Thomas ; Limosani, Michele G..
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34. An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming. (1998). Chidambaran, N. K. ; Trigueros, Joaguin R. ; Lee, Chi-Wen Jevons .
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35. Testing the Volatility Term Structure using Option Hedging Criteria. (1998). Rosenberg, Joshua ; Engle, Robert.
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36. Quadratic M-Estimators for ARCH-Type Processes. (1998). Renault, Eric ; Meddahi, Nour.
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37. Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches. (1997). Garcia, Philip ; Bera, Anil ; Roh, Jae-Sun .
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38. Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think. (1997). Schuermann, Til ; Inoue, Atsushi ; Diebold, Francis ; Hickman, Andrew.
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39. Identifying the Common Component in International Economic Fluctuations. (1997). Prasad, Eswar ; Lumsdaine, Robin L..
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41. Model error. (1997). Simons, Katerina.
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42. A closed-form GARCH option pricing model. (1997). Heston, Steven L. ; Nandi, Saikat.
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43. Multifractality of Deutschemark/US Dollar Exchange Rates. (1997). Fisher, Adlai ; Calvet, Laurent ; Mandelbrot, Benoit.
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45. Seasonal Adjustment and Volatility Dynamics. (1997). Siklos, Pierre ; Ghysels, Eric.
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46. Calculating Value-at-Risk. (1996). Fallon, William.
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47. ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test. (1996). Nakatsuma, Teruo ; Tsurumi, Hiroki.
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48. Risk, Return and Regulation in Chinese Stock Markets. (1996). Su, Dongwei ; Fleisher, Belton.
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49. Technical Trading Rule Profitability and Foreign Exchange Intervention. (1996). Lebaron, Blake.
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50. Public Information and the Persistence of Bond Market Volatility. (1996). Lamont, Owen ; Lumsdaine, Robin ; Jones, Charles M..
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51. Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate. (1996). Barkoulas, John ; Baum, Christopher ; Onochie, Joseph.
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52. Monetary Instability, the Predictability of Prices and the Allocation of Investment: An Empirical Investigation Using UK Panel Data. (1996). Schiantarelli, Fabio ; Caglayan, Mustafa ; Beaudry, Paul.
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53. GARCH Gamma. (1995). Rosenberg, Joshua ; Engle, Robert.
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54. Stochastic Volatility. (1995). Renault, Eric ; Harvey, Andrew ; Ghysels, Eric.
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55. On Periodic Autogressive Conditional Heteroskedasticity. (1994). Ghysels, Eric ; Bollerslev, Tim.
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