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36. Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). PETITJEAN, Mikael ; Boudt, Kris.
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40. Disentangled jump-robust realized covariances and correlations with non-synchronous prices. (2014). Elst, Harry Vander ; Veredas, David.
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42. Price Jumps on European Stock Markets. (2013). Novotny, Jan ; Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
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43. Pricing Nikkei 225 Options Using Realized Volatility. (2013). Watanabe, Toshiaki ; Ubukata, Masato.
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44. Disentangling Continuous Volatility from Jumps in Long-Run Risk-Return Relationships. (2013). Jacquier, Eric ; Okou, Cedric.
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45. A new look at variance estimation based on low, high and closing prices taking into account the drift. (2013). Fiszeder, Piotr ; Perczak, Grzegorz .
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46. Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2013). Baruník, Jozef ; Zikes, Filip.
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47. Empirical bias in intraday volatility measures. (2012). Sévi, Benoît ; Ielpo, Florian ; Fang, Yan.
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48. On the volatility–volume relationship in energy futures markets using intraday data. (2012). Sévi, Benoît ; Chevallier, Julien.
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49. Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Christoffersen, Peter F..
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50. Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Christoffersen, Peter F..
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