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3. Multivariate GARCH models: a survey. (2006). Laurent, Sébastien ; Bauwens, Luc.
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4. Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc.
   In: Journal of Applied Econometrics.
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5. Temporal aggregaton of univariate linear time series models. (2005). Silvestrini, Andrea ; Andrea, SILVESTRINI.
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6. Temporal aggregation of univariate linear time series models. (2005). Veredas, David ; Silvestrini, Andrea.
   In: LIDAM Discussion Papers CORE.
   RePEc:cor:louvco:2005059.

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   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:47:y:2017:i:c:p:159-175.

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2. A Regional Analysis of Markets Uncertainty Spillover. (2014). Bensafta, Kamel.
   In: LEO Working Papers / DR LEO.
   RePEc:leo:wpaper:2243.

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3. A Regional Analysis of Markets Uncertainty Spillover. (2014). Bensafta, Kamel.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-01203692.

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4. A Regional Analysis of Markets Uncertainty Spillovers. (2014). Bensafta, Kamel.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-01015435.

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5. Transmission de la volatilité et Central-Banking. (2014). Bensafta, Kamel ; Semedo, Gervasio.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-01012058.

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6. Transmission de la volatilité et central banking : quelles réactions durant la crise des subprimes ?. (2013). Bensafta, Kamel ; Semedo, Gervasio.
   In: LEO Working Papers / DR LEO.
   RePEc:leo:wpaper:1694.

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7. Volatility spillovers from the Chinese stock market to economic neighbours. (2013). Allen, David ; Amram, Ron.
   In: Mathematics and Computers in Simulation (MATCOM).
   RePEc:eee:matcom:v:94:y:2013:i:c:p:238-257.

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8. Does credit for equity investments feedback on stock market volatility? Evidence from an emerging stock market. (2011). Onour, Ibrahim.
   In: MPRA Paper.
   RePEc:pra:mprapa:28001.

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9. Volatility models. (2011). Laurent, Sébastien ; Hafner, Christian ; Bauwens, Luc.
   In: LIDAM Discussion Papers CORE.
   RePEc:cor:louvco:2011058.

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10. Modelling Correlation in Carbon and Energy Markets. (2011). Koenig, P..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1123.

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11. De la transmission de la volatilité à la contagion entre marchés boursiers : l’éclairage d’un modèle VAR non linéaire avec bris structurels en variance. (2009). Bensafta, Kamel ; Semedo, Gervasio.
    In: L'Actualité Economique.
    RePEc:ris:actuec:0002.

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12. Model averaging in risk management with an application to futures markets. (2009). Zaffaroni, Paolo ; Schleicher, Christoph ; Pesaran, Mohammad.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:2:p:280-305.

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13. Volatility Threshold Dynamic Conditional Correlations: An International Analysis. (2008). Caporin, Massimiliano ; Kasch, Maria .
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0065.

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14. Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures. (2008). Funke, Michael ; Colavecchio, Roberta.
    In: China Economic Review.
    RePEc:eee:chieco:v:19:y:2008:i:4:p:635-648.

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15. Model Averaging in Risk Management with an Application to Futures Markets. (2008). Zaffaroni, Paolo ; Schleicher, Christoph ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2231.

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16. Model Averaging in Risk Management with an Application to Futures Markets. (2008). Zaffaroni, Paolo ; Schleicher, Christoph ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0808.

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17. Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study. (2008). Zeng, Ning ; Conrad, Christian ; Karanasos, Menelaos.
    In: Working Papers.
    RePEc:awi:wpaper:0472.

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18. Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries. (2007). Juan Pablo Dominguez H., .
    In: Economía.
    RePEc:ula:econom:v:32:y:2007:i:23:p:63-90.

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19. Noise sensitivity of portfolio selection in constant conditional correlation GARCH models. (2007). Kondor, Imre ; Varga-Haszonits, I..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:385:y:2007:i:1:p:307-318.

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20. Estimation of multivariate models for time series of possibly different lengths. (2006). Patton, Andrew.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:2:p:147-173.

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21. Multivariate GARCH models: a survey. (2006). Laurent, Sébastien ; Bauwens, Luc.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:1:p:79-109.

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22. Estimation of multivariate models for time series of possibly different lengths. (2006). Patton, Andrew.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:2:p:147-173.

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23. Multivariate GARCH models: a survey. (2006). Rombouts, Jeroen ; Laurent, Sébastien ; Bauwens, Luc.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

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24. Common Volatility Trends in the Central and Eastern European Currencies and the Euro. (2006). Pramor, Marcus ; Tamirisa, Natalia T.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/206.

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25. Regime switching for dynamic correlations. (2006). Pelletier, Denis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:131:y:2006:i:1-2:p:445-473.

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26. Investors’ Selection Between Two Financial Markets: A Conditional Correlation Approach. (2006). Erdogan, Oral ; Erdoğan, Oral ; Schmidbauer, Harald.
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:8:y:2006:i:30:p:1-18.

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27. Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures. (2006). Colavecchio, Roberta.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2006_016.

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28. Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados. (2006). Melo-Velandia, Luis ; Becerra, Oscar ; oscar Reinaldo Becerra Camargo, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:366.

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29. Exchange rate exposure of stock returns at firm level. (2005). Premaratne, Gamini ; Jayasinghe, Prabhath.
    In: International Finance.
    RePEc:wpa:wuwpif:0503004.

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30. Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models. (2005). Verbeek, Marno ; Rombouts, Jeroen.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:40.

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31. A Multivariate Generalized Orthogonal Factor GARCH Model. (2005). Saikkonen, Pentti ; Lanne, Markku.
    In: MPRA Paper.
    RePEc:pra:mprapa:23714.

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32. Spatial effects in multivariate ARCH. (2005). Paruolo, Paolo ; Caporin, Massimiliano ; Massimiliano, Caporin.
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    RePEc:ins:quaeco:qf0501.

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33. Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations. (2005). Teräsvirta, Timo ; Silvennoinen, Annastiina.
    In: SSE/EFI Working Paper Series in Economics and Finance.
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34. Decomposing European bond and equity volatility. (2005). Christiansen, Charlotte.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2004-01.

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35. Temporal aggregaton of univariate linear time series models. (2005). Silvestrini, Andrea ; Andrea, SILVESTRINI.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2005044.

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36. Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management. (2005). Zaffaroni, Paolo ; Pesaran, Mohammad.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5279.

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37. Mudaraba-Venture Capital Closed-end Mutual Funds and Mudaraba-Venture Capital Open-end Mutual Funds. (2005). Bulut, Halil Ibrahim .
    In: Istanbul Stock Exchange Review.
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38. Exchange Rate Exposure: An Empirical Application for Textile Industry on the Istanbul Stock Exchange. (2005). Topuz, Yusuf Volkan ; Cukur, Sadk .
    In: Istanbul Stock Exchange Review.
    RePEc:bor:iserev:v:8:y:2005:i:30:p:19-30.

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39. Estimation of temporally aggregated multivariate GARCH models. (2004). Hafner, Christian ; Rombouts, J. V. K., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:1480.

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40. Are market neutral hedge funds really market neutral?. (2004). Patton, Andrew.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24819.

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41. Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. (2004). Patton, Andrew ; Chen, Xiaohong ; Fan, Yanqin.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24681.

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42. Temporal aggregation of multivariate GARCH processes. (2004). Hafner, Christian.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:538.

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43. BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS. (2004). Rombouts, Jeroen ; Bauwens, Luc.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:370.

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44. Regime Switching for Dynamic Correlations. (2004). Pelletier, Denis.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:230.

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45. A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets. (2004). den Goorbergh, Rob van.
    In: Working Papers.
    RePEc:dnb:dnbwpp:022.

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46. Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management. (2004). Zaffaroni, Paolo ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1358.

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47. 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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48. A generalized dynamic conditional correlation model for many asset returns. (2003). Hafner, Christian ; Franses, Philip Hans ; Franses, Ph. H. B. F., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:1718.

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49. Bayesian clustering of many GARCH models. (2003). Rombouts, Jeroen ; Bauwens, Luc.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2003087.

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50. Estimation of temporally aggregated multivariate GARCH models. (2003). Rombouts, Jeroen ; Hafner, Christian.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2003073.

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