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1. Design of High-Frequency Trading Algorithm Based on Machine Learning. (2019). Feng, Yutong ; Fang, Boyue.
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   RePEc:arx:papers:1912.10343.

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2. Financial time series modeling using the Hurst exponent. (2015). Tzouras, Spilios ; McCoy, Emma ; Anagnostopoulos, Christoforos .
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:425:y:2015:i:c:p:50-68.

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3. Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R. (2009). Ardia, David.
   In: MPRA Paper.
   RePEc:pra:mprapa:17414.

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4. ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts. (2005). Lahiri, Kajal ; Liu, Fushang.
   In: MPRA Paper.
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5. The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets. (2004). Kutan, Ali ; Hayo, Bernd.
   In: Finance.
   RePEc:wpa:wuwpfi:0403002.

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6. The Role of the Exchange Rate as a Shock Absorber in a Small Open Economy. (2004). Bjørnland, Hilde ; Bjrnland, Hilde .
   In: Open Economies Review.
   RePEc:kap:openec:v:15:y:2004:i:1:p:23-43.

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7. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysias Stock Market. (2003). Liew, Venus ; Lim, Kian-Ping.
   In: Finance.
   RePEc:wpa:wuwpfi:0307013.

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8. Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models. (2003). Hillebrand, Eric.
   In: Econometrics.
   RePEc:wpa:wuwpem:0301003.

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9. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
   In: Cahiers de recherche.
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10. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2003-08.

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11. Value-at-risk for long and short trading positions. (2003). Laurent, Sébastien ; Giot, Pierre.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:6:p:641-663.

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12. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility. (2003). Normandin, Michel ; Phaneuf, Louis.
    In: Cahiers de recherche.
    RePEc:iea:carech:0304.

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13. Testing the New Keynesian Phillips curve. (2003). Nymoen, Ragnar ; Jansen, Eilev ; Bårdsen, Gunnar.
    In: Memorandum.
    RePEc:hhs:osloec:2002_018.

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14. Regime Switches in Swedish Interest Rates. (2003). Erlandsson, Ulf.
    In: Working Papers.
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15. Political Business Cycles and Central Bank Independence. (2003). Pickering, Andrew ; Hadri, Kaddour ; Maloney, John.
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16. Multicointegration in US Consumption Data. (2003). Siliverstovs, Boriss.
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17. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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18. An Index of Financial Stress for Canada. (2003). Illing, Mark ; Liu, Ying.
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19. The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets. (2002). Kutan, Ali ; Hayo, Bernd.
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20. The Empirical (ir)Relevance of the New Keynesian Phillips Curve. (2002). Nymoen, Ragnar ; Jansen, Eilev ; Bårdsen, Gunnar.
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21. How Well Do Banks Manage Their Reserves?. (2002). Yaron, Amir ; Mukhopadhyay, Tridas ; Jallath-Coria, Eduardo.
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22. Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach. (2002). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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23. Choosing Lag Lengths in Nonlinear Dynamic Models. (2002). Anderson, Heather.
    In: Monash Econometrics and Business Statistics Working Papers.
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24. Estimation of Hyperbolic Diffusion Using MCMC Method. (2002). Zhang, Xibin ; Yu, Jun ; Tse, Y. K..
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25. A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). Zhang, Xibin ; Yu, Jun ; Yang, Zhenlin.
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26. Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
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27. Financial volatility: an introduction. (2002). Franses, Philip Hans.
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28. Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach. (2002). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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29. Investor Panic, IMF Actions, and Emerging Stock Market Returns and Volatility. (2001). Kutan, Ali ; Hayo, Bernd.
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30. Saving and growth in an open economy. (2001). Scobie, Grant ; Haugh, David ; Claus, Iris ; Tornquist, Jonas.
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32. Income variance dynamics and heterogenity. (2001). Pistaferri, Luigi ; Meghir, Costas.
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33. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
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34. Density Forecasting: A Survey. (2000). Wallis, Kenneth ; Tay, Anthony S.
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40. Multifractality of Deutschemark/US Dollar Exchange Rates. (1997). Fisher, Adlai ; Calvet, Laurent ; Mandelbrot, Benoit.
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41. A Multifractal Model of Asset Returns. (1997). Fisher, Adlai ; Calvet, Laurent ; Mandelbrot, Benoit.
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42. Do Inter-sectoral Linkages Matter for International Export Specialisation?. (1997). Laursen, Keld ; Drejer, Ina.
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50. GARCH Gamma. (1995). Rosenberg, Joshua ; Engle, Robert.
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