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1. Short-time behavior of the At-The-Money implied volatility for the jump-diffusion stochastic volatility Bachelier model. (2025). Bur, Oscar ; Vives, Josep ; Alos, Elisa.
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   RePEc:arx:papers:2503.22282.

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2. On the implied volatility of Inverse options under stochastic volatility models. (2025). Pravosud, Makar ; Nualart, Eula Lia ; Alos, Elisa.
   In: Papers.
   RePEc:arx:papers:2401.00539.

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3. The rough Hawkes Heston stochastic volatility model. (2024). Pulido, Sergio ; Bondi, Alessandro ; Scotti, Simone.
   In: Post-Print.
   RePEc:hal:journl:hal-03827332.

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4. Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model. (2024). Kim, See-Woo.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000809.

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5. On the implied volatility of Asian options under stochastic volatility models. (2024). Pravosud, Makar ; Nualart, Eula Lia ; Alos, Elisa.
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   RePEc:arx:papers:2208.01353.

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6. A lower bound for the volatility swap in the lognormal SABR model. (2023). Shiraya, K ; Rolloos, F ; Alos, E.
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   RePEc:arx:papers:2306.14602.

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7. Rough multifactor volatility for SPX and VIX options. (2023). Jacquier, Antoine ; Pannier, Alexandre ; Muguruza, Aitor.
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   RePEc:arx:papers:2112.14310.

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8. The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro.
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   RePEc:hal:wpaper:hal-03827332.

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9. The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro.
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   RePEc:arx:papers:2210.12393.

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10. CVA in fractional and rough volatility models. (2022). Scarlatti, Sergio ; Antonelli, Fabio ; Alos, Elisa ; Ramponi, Alessandro.
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    RePEc:arx:papers:2204.11554.

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11. Influence of risk tolerance on long-term investments: A Malliavin calculus approach. (2021). Park, Hyungbin.
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12. Volatility has to be rough. (2020). Fukasawa, Masaaki.
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13. On the difference between the volatility swap strike and the zero vanna implied volatility. (2020). Shiraya, Kenichiro ; Rolloos, Frido ; Alos, Elisa.
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14. Design of High-Frequency Trading Algorithm Based on Machine Learning. (2019). Feng, Yutong ; Fang, Boyue.
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15. Predicting intraday jumps in stock prices using liquidity measures and technical indicators. (2019). Azencott, Robert ; Zhu, Hongliang ; Kong, AO.
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16. Intraday jumps in Chinas Treasury bond market and macro news announcements. (2015). Cui, Jing ; Zhao, Hua.
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17. Central Bank Intervention and Exchange Rate Volatility: Evidence from Japan Using Realized Volatility. (2013). Das, Kuntal ; Shimatani, Takeshi ; Cheng, Ai-Ru.
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18. Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2013). Vacha, Lukas ; Baruník, Jozef.
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19. Automated Likelihood Based Inference for Stochastic Volatility Models. (2009). Yu, Jun ; Skaug, Hans J..
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20. Information Loss in Volatility Measurement with Flat Price Trading. (2007). Yu, Jun ; Phillips, Peter.
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21. Volatility Forecast Comparison using Imperfect Volatility Proxies. (2006). Patton, Andrew.
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22. Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction. (2006). Capasso, Marco ; Alessi, Lucia.
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23. Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter.
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24. What drives volatility persistence in the foreign exchange market?. (2006). Hjalmarsson, Erik ; Berger, David ; Howorka, Edward ; Chaboud, Alain.
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25. Estimating quadratic variation when quoted prices jump by a constant increment. (2005). Large, Jeremy.
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26. Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Schotman, Peter C ; Zalewska, Ania.
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27. Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power. (2004). Kočenda, Evžen ; Briatka, Lubos .
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28. Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range. (2004). Corrado, Charles ; Truong, Cameron.
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29. Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model. (2004). Medeiros, Marcelo ; Veiga, Alvaro.
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30. A Feasible Central Limit Theory for Realised Volatility Under Leverage. (2004). Shephard, Neil.
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31. Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter.
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32. There is a Risk-Return Tradeoff After All. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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33. Option Implied and Realised Measures of Variance. (2004). Panigirtzoglou, Nikolaos ; Lynch, Damien .
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34. Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?. (2004). Neely, Christopher.
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35. Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities. (2004). Zhou, Hao ; Bollerslev, Tim.
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36. Realized Variance and IID Market Microstructure Noise. (2004). Lunde, Asger ; Hansen, Peter.
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37. Microstructure noise, realized volatility, and optimal sampling. (2004). Russell, Jeffrey R. ; Bandi, Federico M..
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38. Stochastic volatility models and the Taylor effect. (2004). Ruiz, Esther ; Perez, Ana ; Mora-Galan, Alberto.
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39. There is a Risk-Return Tradeoff After All. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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40. El índice VIX para la predicción de la volatilidad: un estudio internacional.. (2004). Marrero, Sandra Morini ; Rubio, Javier Giner.
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41. Long memory and the relation between implied and realized volatility. (2003). Perron, Benoit ; Bandi, Federico.
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42. Power variation & stochastic volatility: a review and some new results. (2003). Shephard, Neil ; Graversen, Svend Erik .
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43. Volatility puzzles: a unified framework for gauging return-volatility regressions. (2003). Zhou, Hao ; Bollerslev, Tim.
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44. Exchange Rates, Equity Prices and Capital Flows. (2003). Rey, Helene ; Hau, Harald.
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45. There is a Risk-Return Tradeoff After All. (2003). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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46. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2003). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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47. Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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48. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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49. Measuring and forecasting financial variability using realised variance with and without a model. (2002). Shephard, Neil ; Nielsen, Bent ; Ysusi, Carla.
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50. Exchange Rate, Equity Prices and Capital Flows. (2002). Rey, Helene ; Hau, Harald.
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51. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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52. Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model. (2002). Bollerslev, Tim ; Forsberg, Lars.
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53. A theoretical comparison between integrated and realized volatility. (2002). Meddahi, Nour.
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54. Insolvency or liquidity squeeze? Explaining very short-term corporate yield spreads. (2002). COVITZ, DAN ; Downing, Chris .
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55. ARMA Representation of Integrated and Realized Variances. (2002). Meddahi, Nour.
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56. Financial Asset Returns, Market Timing, and Volatility Dynamics. (2002). Diebold, Francis.
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57. Local Whittle Analysis of Stationary Fractional Cointegration. (2002). Nielsen, Morten.
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58. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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59. Realised power variation and stochastic volatility models. (2001). Shephard, Neil.
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60. How accurate is the asymptotic approximation to the distribution of realised volatility?. (2001). Shephard, Neil.
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61. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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62. A Theoretical Comparison Between Integrated and Realized Volatilities. (2001). Meddahi, Nour.
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63. Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data. (2001). Nielsen, Morten ; Christensen, Bent Jesper.
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