1. Judgment can spur long memory. (2025). Zanetti Chini, Emilio.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001970.

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2. Dynamic partial (co)variance forecasting model. (2024). Chen, Zirong ; Zhou, Yao.
   In: Quantitative Finance.
   RePEc:taf:quantf:v:24:y:2024:i:5:p:643-653.

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3. General Fractional Economic Dynamics with Memory. (2024). Tarasov, Vasily E.
   In: Mathematics.
   RePEc:gam:jmathe:v:12:y:2024:i:15:p:2411-:d:1449011.

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4. International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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5. An adaptive long memory conditional correlation model. (2024). Dark, Jonathan.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

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6. Research on human dynamics characteristics under large-scale stock data perturbation. (2024). Luo, YI ; Yang, Yihe ; Huang, Yao ; Li, Xiaoming ; Yu, Wei.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001936.

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7. Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Zhang, LI ; Li, Lihong.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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8. Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

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9. Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng.
   In: Energy Economics.
   RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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10. Forecasting variance swap payoffs. (2022). Gao, Xin ; van der Heijden, Thijs ; Dark, Jonathan ; Nardari, Federico.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2135-2164.

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11. What matters when developing oil price volatility forecasting frameworks?. (2022). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:2:p:361-382.

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12. Symmetric and asymmetric nexus between economic freedom and stock market development in Pakistan. (2022). Zaidi, Syed Anees Haider ; Haider, Syed Anees ; Islam, Kashif ; Bilal, Ahmad Raza.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:55:y:2022:i:4:d:10.1007_s10644-022-09385-5.

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13. Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Niu, Zibo ; Liu, Yuanyuan ; Suleman, Muhammad Tahir ; Yin, Libo ; Zhang, Hongwei.
    In: Energy.
    RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272.

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14. Economic policy uncertainty: Persistence and cross-country linkages. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000635.

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15. Pitfalls in long memory research. (2020). Madhavan, Vinodh ; Saha, Kunal ; McMillan, David ; Shekhar, Chandra.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1733280.

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16. Non-Linear Macroeconomic Models of Growth with Memory. (2020). Tarasov, Vasily E.
    In: Mathematics.
    RePEc:gam:jmathe:v:8:y:2020:i:11:p:2078-:d:448820.

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17. Is there a role for Islamic finance and R&D in endogenous growth models in the case of Indonesia?. (2020). Juhro, Solikin ; Narayan, Paresh Kumar ; Trisnanto, Budi ; Iyke, Bernard Njindan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19304287.

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18. Economic Policy Uncertainty: Persistence and Cross-Country Linkages. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8289.

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19. On History of Mathematical Economics: Application of Fractional Calculus. (2019). Tarasov, Vasily E.
    In: Mathematics.
    RePEc:gam:jmathe:v:7:y:2019:i:6:p:509-:d:237116.

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20. Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective. (2019). Rastogi, Shailesh ; Athaley, Chaitaly.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:98-:d:238426.

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21. Detecting structural breaks in realized volatility. (2019). Song, Junmo ; Baek, Changryong.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:134:y:2019:i:c:p:58-75.

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22. What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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23. A heuristic, iterative algorithm for change-point detection in abrupt change models. (2018). , Vito ; Fasola, Salvatore ; Kuchenhoff, Helmut.
    In: Computational Statistics.
    RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0740-4.

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24. Detecting the Fluctuations in Large Samples Using Wavelet Transform. (2018). al Wadi, S ; Obeidat, Ghassan.
    In: Modern Applied Science.
    RePEc:ibn:masjnl:v:12:y:2022:i:12:p:245.

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25. Further evidence on the debate of oil-gas price decoupling: A long memory approach. (2018). Zhang, Dayong ; Ji, Qiang.
    In: Energy Policy.
    RePEc:eee:enepol:v:113:y:2018:i:c:p:68-75.

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26. Multivariate models with long memory dependence in conditional correlation and volatility. (2018). Dark, Jonathan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:162-180.

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27. LONG RANGE DEPENDENCE AND STRUCTURAL BREAKS IN THE GOLD MARKETS. (2017). Chan, Wing Hong ; Leung, Terence Tai ; Lu, Chenxi.
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:65:y:2017:i:02:n:s0217590817500096.

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28. Long memory or structural breaks: Some evidence for African stock markets. (2017). Tah, Kenneth ; Ngene, Geoffrey ; Darrat, Ali F.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:34:y:2017:i:1:p:61-73.

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29. Time‐Varying Parameter Realized Volatility Models. (2017). Wang, Yudong ; Pan, Zhiyuan ; Wu, Chongfeng.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:36:y:2017:i:5:p:566-580.

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30. Long memory or structural breaks: Some evidence for African stock markets. (2017). Tah, Kenneth ; Ngene, Geoffrey ; Darrat, Ali F.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:34:y:2017:i:c:p:61-73.

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31. Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Wahab, M. I. M., ; Ma, Feng ; Huang, Dengshi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

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32. Logistic map with memory from economic model. (2017). Tarasov, Vasily E ; Tarasova, Valentina V.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:95:y:2017:i:c:p:84-91.

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33. Structural breaks in panel data: Large number of panels and short length time series. (2017). Wang, Shixuan ; Horvath, Lajos ; Hanousek, Jan ; Huskova, Marie ; Antoch, Jaromir.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11891.

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34. Logistic map with memory from economic model. (2017). Tarasov, Vasily E ; Tarasova, Valentina V.
    In: Papers.
    RePEc:arx:papers:1712.09092.

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35. Concept of dynamic memory in economics. (2017). Tarasov, Vasily E ; Tarasova, Valentina V.
    In: Papers.
    RePEc:arx:papers:1712.09088.

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36. Long and Short Memory in Economics: Fractional-Order Difference and Differentiation. (2017). Tarasov, Vasily E ; Tarasova, Valentina V.
    In: Papers.
    RePEc:arx:papers:1612.07903.

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37. Long Range Dependence and Structural Breaks in the Gold Markets. (2016). CHONG, Terence Tai Leung ; Chan, Wing ; Lu, Chenxi.
    In: MPRA Paper.
    RePEc:pra:mprapa:80553.

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38. Fixed- b Inference for Testing Structural Change in a Time Series Regression. (2016). Vogelsang, Timothy ; Cho, Cheol-Keun.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2016:i:1:p:2-:d:86546.

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39. Forecasting realized volatility in a changing world: A dynamic model averaging approach. (2016). Wang, Yudong ; Wei, YU ; Ma, Feng ; Wu, Chongfeng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:64:y:2016:i:c:p:136-149.

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40. The Existence of Long Memory Property in OPEC Oil Prices. (2016). Akbarzdeh, Mohammad Hadi ; Zarra-Nezhad, Mansour.
    In: Asian Journal of Economic Modelling.
    RePEc:asi:ajemod:2016:p:142-152.

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41. PRICE VOLATILITY TRANSMISSION FROM OIL TO ENERGY AND NON-ENERGY AGRICULTURAL COMMODITIES. (2016). Cardoso, Leonardo ; Bittencourt, Mauricio ; Lobo, Mauricio Vaz ; Borges, Leonardo Chaves.
    In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
    RePEc:anp:en2014:181.

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42. Stochastic volatility with heterogeneous time scales. (2015). Bormetti, G ; Delpini, D.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:10:p:1597-1608.

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43. Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates. (2015). Zhang, Dayong ; Barassi, Marco ; Tan, Jijun.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1118-1140.

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44. Foreign liquidity to real estate market: Ripple effect and housing price dynamics. (2015). Zhao, Daxuan.
    In: Urban Studies.
    RePEc:sae:urbstu:v:52:y:2015:i:1:p:138-158.

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45. Revisiting the relationship between risk and return. (2015). Malik, Farooq.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:44:y:2015:i:1:p:25-40.

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46. Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets. (2015). Ngene, Geoffrey ; Lambert, Charles ; Darrat, Ali .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:50:y:2015:i:4:p:465-483.

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47. Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH. (2015). Dark, Jonathan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s269-s285.

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48. Germanys nuclear power plant closures and the integration of electricity markets in Europe. (2015). Houllier, Melanie A ; de Menezes, Lilian M.
    In: Energy Policy.
    RePEc:eee:enepol:v:85:y:2015:i:c:p:357-368.

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49. Long memory in log-range series: Do structural breaks matter?. (2015). Venetis, Ioannis ; Chatzikonstanti, Vasiliki.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:104-113.

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50. On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach. (2014). Nguyen, Duc Khuong ; Aloui, Chaker.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:22:p:2611-2622.

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51. Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-390.

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52. On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach. (2014). Nguyen, Duc Khuong ; Aloui, Chaker.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-184.

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53. Impacts of the financial crisis on eurozone sovereign CDS spreads. (2014). Gündüz, Yalin ; Gunduz, Yalin ; Kaya, Orcun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:49:y:2014:i:pb:p:425-442.

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54. Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry. (2014). Pouliot, William ; Olmo, Jose.
    In: Discussion Papers.
    RePEc:bir:birmec:14-02.

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55. Self-affinity in financial asset returns. (2014). Onali, Enrico ; Goddard, John.
    In: Papers.
    RePEc:arx:papers:1401.7170.

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56. Sovereign default swap market efficiency and country risk in the eurozone. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Kaya, Orcun.
    In: Discussion Papers.
    RePEc:zbw:bubdps:082013.

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57. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00798033.

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58. Long memory in return structures from developed markets. (2013). Bhattacharya, Sharad.
    In: Cuadernos de Gestión.
    RePEc:ehu:cuader:10261.

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59. Testing for Breaks in Cointegrated Panels. (2012). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:135.

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60. Trends and random walks in macroeconomic time series: A reappraisal. (2012). Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-00956937.

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61. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218.

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62. Change-point analysis in increasing dimension. (2012). Jirak, Moritz.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:111:y:2012:i:c:p:136-159.

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63. Bootstrap testing for discontinuities under long-range dependence. (2012). Shumeyko, Yevgen ; Beran, Jan.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:105:y:2012:i:1:p:322-347.

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64. Trends and random walks in macroeconomic time series: A reappraisal. (2012). Darné, Olivier ; CHARLES, Amelie.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:1:p:167-180.

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65. Self-affinity in financial asset returns. (2012). Onali, Enrico ; Goddard, John.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:24:y:2012:i:c:p:1-11.

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66. Forecasting Italian electricity zonal prices with exogenous variables. (2012). Grossi, Luigi ; Gianfreda, Angelica.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:2228-2239.

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67. Long memory and structural breaks in commodity futures markets. (2011). Kellard, Neil ; Coakley, Jerry ; Dollery, Jian .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:31:y:2011:i:11:p:1076-1113.

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68. Forecasting Italian Electricity Zonal Prices with Exogenous Variables. (2011). Grossi, Luigi ; Gianfreda, Angelica.
    In: Working Papers.
    RePEc:ver:wpaper:01/2011.

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69. Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks. (2011). Clark, Steven ; Coggin, T..
    In: Empirical Economics.
    RePEc:spr:empeco:v:40:y:2011:i:2:p:373-391.

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70. Large shocks in U.S. macroeconomic time series: 1860-1988. (2011). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00771828.

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71. Non-stationary inflation and panel estimates of United States short and long-run Phillips curves. (2011). Russell, Bill.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:3:p:406-419.

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72. Locally stationary volatility modelling. (2011). Van Bellegem, Sebastien.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2011041.

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73. Estimation and inference in unstable nonlinear least squares models. (2010). Hall, Alastair ; Boldea, Otilia.
    In: MPRA Paper.
    RePEc:pra:mprapa:23150.

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74. Threshold bipower variation and the impact of jumps on volatility forecasting. (2010). Reno, Roberto ; Corsi, Fulvio ; Pirino, Davide.
    In: Post-Print.
    RePEc:hal:journl:peer-00741630.

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75. Threshold bipower variation and the impact of jumps on volatility forecasting. (2010). Renò, Roberto ; Pirino, Davide ; Corsi, Fulvio ; Reno, Roberto.
    In: Post-Print.
    RePEc:hal:journl:hal-00741630.

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76. Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market. (2010). Yoon, Seong-Min ; Kang, Sang Hoon ; Cheong, Chongcheul.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:21:p:4844-4854.

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77. Threshold bipower variation and the impact of jumps on volatility forecasting. (2010). Renò, Roberto ; Pirino, Davide ; Corsi, Fulvio ; Reno, Roberto.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:159:y:2010:i:2:p:276-288.

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78. A Volatility-Driven Asset Allocation (VDAA). (2010). Michel, Thierry ; Morel, Christophe .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/5954.

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79. Fractional Integration and Structural Breaks in U.S. Macro Dynamics. (2009). Moreno, Antonio ; Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0209.

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80. Estimation and Inference in Unstable Nonlinear Least Squares Models. (2009). Hall, Alastair ; Boldea, Otilia.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:126.

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81. A New Simple Test Against Spurious Long Memory Using Temporal Aggregation. (2009). Kuswanto, Heri.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-425.

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82. Large shocks in U.S. macroeconomic time series: 1860–1988. (2009). Darné, Olivier ; CHARLES, Amelie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00422502.

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83. Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets. (2009). Yoon, Seong-Min ; Kang, Sang Hoon ; Cho, Hwan-Gue .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:17:p:3543-3550.

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84. Which power variation predicts volatility well?. (2009). Ghysels, Eric ; Sohn, Bumjean.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:4:p:686-700.

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85. Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates. (2009). Zhang, Dayong ; Barassi, Marco.
    In: Discussion Papers.
    RePEc:bir:birmec:09-17.

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86. Volatility forecasting: the jumps do matter. (2008). Renò, Roberto ; Corsi, Fulvio ; Reno, Roberto ; Pirino, Davide.
    In: Department of Economics University of Siena.
    RePEc:usi:wpaper:534.

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87. Handbook on Information Technology in Finance. (2008). .
    In: International Handbooks on Information Systems.
    RePEc:spr:ihinfo:978-3-540-49487-4.

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88. A Study on Spurious Long Memory in Nonlinear Time Series Models. (2008). Sibbertsen, Philipp ; Kuswanto, Heri.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-410.

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89. Long memory features in the high frequency data of the Korean stock market. (2008). Yoon, Seong-Min ; Kang, Sang Hoon.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:21:p:5189-5196.

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90. A New Procedure to Test for H Self-Similarity. (2008). Rea, William ; Oxley, Les ; Reale, Marco ; Price, Chris.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:08/16.

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91. AUTOREGRESSIVE CONDITIONAL DURATION MODELS IN FINANCE: A SURVEY OF THE THEORETICAL AND EMPIRICAL LITERATURE. (2008). Pacurar, Maria.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:22:y:2008:i:4:p:711-751.

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92. Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields. (2007). Connolly, Robert ; Guner, Nuray Z ; Hightower, Kenneth N.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:689-702.

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93. Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend. (2007). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
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94. Bootstrap approaches and confidence intervals for stationary and non-stationary long-range dependence processes. (2007). Reisen, Valderio A. ; Franco, Glaura C..
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95. Long memory and structural changes in the forward discount: An empirical investigation. (2007). Choi, Kyongwook ; Zivot, Eric.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:3:p:342-363.

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96. Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves. (2007). Russell, Bill.
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97. Further evidence on the statistical properties of real GNP. (2006). Mayoral, Laura.
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98. An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle?. (2006). Marcato, Gianluca ; Hwang, Soosung ; Bond, Shaun A..
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99. Simple (but Effective) Tests Of Long Memory Versus Structural Breaks. (2006). Shimotsu, Katsumi.
    In: Working Paper.
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100. Volatility and Correlation Forecasting. (2006). Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F. ; Diebold, Francis X..
     In: Handbook of Economic Forecasting.
     RePEc:eee:ecofch:1-15.

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101. Further Evidence on the Statistical Properties of Real GNP*. (2006). Mayoral, Laura.
     In: Oxford Bulletin of Economics and Statistics.
     RePEc:bla:obuest:v:68:y:2006:i:s1:p:901-920.

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102. Forecasting economic variables with nonlinear models. (2005). Teräsvirta, Timo.
     In: SSE/EFI Working Paper Series in Economics and Finance.
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2. Volatility persistence in crude oil markets. (2014). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
   In: Post-Print.
   RePEc:hal:journl:hal-00940312.

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3. Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries. (2013). Çevik, Emrah ; Koseoglu, Sinem Derindere ; Cevik, Emrah Ismail.
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4. Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration. (2013). Gebka, Bartosz ; Karoglou, Michail ; Gbka, Bartosz.
   In: Journal of Banking & Finance.
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5. Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew.
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6. Return and volatility spillovers among CIVETS stock markets. (2012). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
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7. One date, one break?. (2011). Law, Siong Hook ; Karoglou, Michail ; Demetriades, Panicos.
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8. On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2011). Sévi, Benoît ; Chevallier, Julien.
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9. Inflation targeting in Latin America: Empirical analysis using GARCH models. (2011). Broto, Carmen.
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10. Sequential Testing with Uniformly Distributed Size. (2011). Anatolyev, Stanislav.
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11. Fractionally integrated time varying GARCH model. (2010). Boutahar, Mohamed ; Ben Nasr, Adnen ; Trabelsi, Abdelwahed.
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12. Estimation and inference in unstable nonlinear least squares models. (2010). Hall, Alastair ; Boldea, Otilia.
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13. Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets. (2009). Funke, Michael ; Colavecchio, Roberta.
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14. Options Introduction and Volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; le Pen, Yannick ; Sevi, Benoit.
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15. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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16. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; le Pen, Yannick ; Sevi, Benoit.
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17. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
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18. Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility. (2009). ulu, yasemin ; Schnabl, Gunther ; Hillebrand, Eric.
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19. Which power variation predicts volatility well?. (2009). Ghysels, Eric ; Sohn, Bumjean.
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20. A semiparametric model for the systematic factors of portfolio credit risk premia. (2009). Giammarino, Flavia ; Barrieu, Pauline.
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21. Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets. (2009). Funke, Michael ; Colavecchio, Roberta.
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22. Options introduction and volatility in the EU ETS. (2009). Sévi, Benoît ; Chevallier, Julien ; le Pen, Yannick ; Sevi, Benoit.
    In: EconomiX Working Papers.
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23. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
    In: EconomiX Working Papers.
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24. A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility. (2008). Schnabl, Gunther ; Hillebrand, Eric.
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25. Structural breaks and GARCH models of exchange rate volatility. (2008). Strauss, Jack ; Rapach, David E..
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26. Adaptive pointwise estimation in time-inhomogeneous time-series models. (2008). Härdle, Wolfgang ; Cizek, Pavel ; Lee, Yuh-Jye ; Yeh, Yi-Ren ; Hardle, Wolfgang ; Spokoiny, Vladimir ; Schafer, Dorothea.
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27. Are Asian stock markets efficient? Evidence from new multiple variance ratio tests. (2008). Shamsuddin, Abul ; Kim, Jae.
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28. Inflation targeting in Latin America: Empirical analysis using GARCH models. (2008). Broto, Carmen.
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29. Are there Structural Breaks in Realized Volatility?. (2007). Maheu, John ; Liu, Chun.
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30. How useful are historical data for forecasting the long-run equity return distribution?. (2007). McCurdy, Thomas ; Maheu, John.
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31. How useful are historical data for forecasting the long-run equity return distribution?. (2007). McCurdy, Thomas ; Maheu, John.
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32. Instability of return prediction models. (2006). Timmermann, Allan ; Paye, Bradley S..
    In: Journal of Empirical Finance.
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33. Monitoring disruptions in financial markets. (2006). Andreou, Elena ; Ghysels, Eric.
    In: Journal of Econometrics.
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34. A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility. (2006). Schnabl, Gunther ; Hillebrand, Eric.
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35. Are feedback factors important in modelling financial data?. (2006). Veiga, Helena.
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36. Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility. (2006). ulu, yasemin ; Schnabl, Gunther ; Hillebrand, Eric.
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37. Overlaying Time Scales in Financial Volatility Data. (2005). Hillebrand, Eric.
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38. Long memory volatility dependency, temporal aggregation and the Korean currency crisis: the role of a high frequency Korean won (KRW)-US dollar ($) exchange rate. (2005). Han, Young Wook.
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39. Beware of breaks in exchange rates: Evidence from European transition countries. (2005). Kočenda, Evžen.
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40. Neglecting parameter changes in GARCH models. (2005). Hillebrand, Eric.
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41. Modelling structural breaks, long memory and stock market volatility: an overview. (2005). Urga, Giovanni ; Banerjee, Anindya.
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42. Testing for causality in variance in the presence of breaks. (2005). van Dijk, Dick ; Sensier, Marianne ; Osborn, Denise.
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43. The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection. (2004). Schnabl, Gunther ; Hillebrand, Eric.
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44. The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection. (2004). Schnabl, Gunther ; Hillebrand, Eric.
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45. Structural changes in volatility and stock market development: Evidence for Spain. (2004). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Eizaguirre, Juncal Cunado ; Hidalgo, Fernando Perez de Gracia, .
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46. Monitoring for Disruptions in Financial Markets. (2004). Ghysels, Eric ; Andreou, Elena.
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    RePEc:cir:cirwor:2004s-26.

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47. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests. (2004). Ghysels, Eric ; Andreou, Elena.
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48. How wacky is the DAX? The changing structure of German stock market volatility. (2003). Werner, Thomas ; Stapf, Jelena.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4473.

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49. Test for Breaks in the Conditional Co-Movements of Asset Returns. (2003). Ghysels, Eric ; Andreou, Elena.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:3-2003.

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50. Testing for Changes in the Unconditional Variance of Financial Time Series. (2003). Sansó, Andreu ; Carrion-i-Silvestre, Josep ; Arago, Vicent.
    In: DEA Working Papers.
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