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45. Consistent Preordering with an Estimated Criterion Function, with an Application to the Evaluation and Comparison of Volatility Models. (2003). .
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47. LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS. (2002). Wright, Jonathan.
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49. GARCH-based Volatility Forecasts for Market Volatility Indices. (2002). Lombardi, Marco ; Gallo, Giampiero ; Cecconi, Massimiliano.
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50. Analytic Hessian Matrices and the Computation of FIGARCH Estimates. (2002). Lombardi, Marco ; Gallo, Giampiero.
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51. Modeling long-range dependence in European time-varying term premia. (2002). Mignon, Valérie ; Lardic, sandrine.
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52. Term premium and long-range dependence in volatility : A FIGARCH-M estimation on some Asian countries. (2002). Mignon, Valérie ; Lardic, sandrine.
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57. Detecting Mutiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
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58. Short and Long Memory in Equilibrium Interest Rate Dynamics. (2001). Jacobs, Kris ; Duan, Jin-Chuan.
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61. Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns. (2000). Wright, Jonathan.
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62. Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations. (2000). Zinde-Walsh, Victoria ; Galbraith, John.
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63. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin.
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66. Multifractality of Deutschemark/US Dollar Exchange Rates. (1997). Fisher, Adlai ; Calvet, Laurent ; Mandelbrot, Benoit.
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