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1. High-dimensional sparse financial networks through a regularised regression model. (2019). Costola, Michele ; Bernardi, Mauro.
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2. Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States. (2019). Larkin, Charles ; Corbet, Shaen ; Dunne, John James.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:48:y:2019:i:c:p:321-334.

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3. The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Newaz, Mohammad Khaleq ; Park, Jin Suk.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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4. Leverage Effect and Switching of Market Efficiency Post Goods and Services Tax (GST) Imposition. (2018). Lee, Yok-Yong ; Aslam, S ; Yahya, M H ; Bany-Ariffin, A M.
   In: International Business Research.
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5. Forecasting and risk management in the Vietnam Stock Exchange. (2018). Darné, Olivier ; Ha, Manh.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-01679456.

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6. Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models. (2018). Dury, Marie-Eliette ; Xiao, Bing.
   In: Working Papers.
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7. Is stock market volatility asymmetric? A multi-period analysis for five countries. (2018). Bentes, Sonia R.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:499:y:2018:i:c:p:258-265.

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8. Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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9. Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Poon, Wai-Ching ; Hasanov, Akram ; Heng, Zin Yau ; Al-Freedi, Ajab.
   In: Energy Economics.
   RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333.

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10. Testing for leverage effects in the returns of US equities. (2018). Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique ; Chorro, Christophe.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:290-306.

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11. Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa. (2018). Aye, Goodness C ; Sikhosana, Ayanda.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:60:y:2018:i:c:p:1-8.

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12. Modeling Sectoral Stock Indexes Volatility: Empirical Evidence from Pakistan Stock Exchange. (2018). Panjwani, Vinesh Kumar ; Ahmed, Farhan ; Chimrani, Charan Raj.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2018-02-38.

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13. The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments. (2017). Ellersgaard, Simon ; Poulsen, Rolf ; Jonsson, Martin.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:4:p:515-529.

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14. Inflation and Stock Market Returns Volatility: Evidence from the Nigerian Stock Exchange 1995Q1-2016Q4: An E-GARCH Approach. (2017). Iorember, Paul ; Usar, Terzungwe ; Sokpo, Joseph.
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15. Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility. (2017). Lindblad, Annika.
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16. Testing for Leverage Effects in the Returns of US Equities. (2017). Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique ; Chorro, Christophe.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:14022r.

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17. Testing for Leverage Effects in the Returns of US Equities. (2017). Lalaharison, Hanjarivo ; Ielpo, Florian ; GUEGAN, Dominique ; Chorro, Christophe.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00973922.

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18. Moments expansion densities for quantifying financial risk. (2017). Perote, Javier ; Ñíguez Grau, Trino ; Iguez, Trino-Manuel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:53-69.

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19. A Study on the Volatility of the Bangladesh Stock Market — Based on GARCH Type Models. (2017). Chao, WU ; Shouyang, Wang ; Bhowmik, Roni ; Kumar, Jewel Roy.
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20. Semiparametric Efficient Adaptive Estimation of the PTTGARCH model. (2016). Ciccarelli, Nicola.
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21. Forecasting stock market volatility using Realized GARCH model: International evidence. (2016). Sharma, Prateek.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:59:y:2016:i:c:p:222-230.

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22. Forecasting Stock Return Volatility: Evidence from the West African Regional Stock Market. (2015). Leon, Ndri Konan .
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    RePEc:spt:apfiba:v:5:y:2015:i:6:f:5_6_2.

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23. Forecasting stock index volatility with GARCH models: international evidence. (2015). Sharma, Prateek.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:v:32:y:2015:i:4:p:445-463.

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24. Option pricing with asymmetric heteroskedastic normal mixture models. (2015). Stentoft, Lars.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:3:p:635-650.

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25. Food–energy nexus in Europe: Price volatility approach. (2015). serra, teresa ; Abdelradi, Fadi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:48:y:2015:i:c:p:157-167.

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26. On the influence of the U.S. monetary policy on the crude oil price volatility. (2015). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo.
    In: 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy.
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27. A Study on the Performance of Symmetric and Asymmetric GARCH Models in Estimating Stock Returns Volatility. (2014). Islam, Mohd Aminul.
    In: International Journal of Empirical Finance.
    RePEc:rss:jnljef:v2i4p4.

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28. Testing for Leverage Effect in Financial Returns. (2014). Lalaharison, Hanjarivo ; Ielpo, Florian ; GUEGAN, Dominique ; Chorro, Christophe.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:14022.

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29. Portfolio insurance: Gap risk under conditional multiples. (2014). Prigent, Jean-Luc ; ben ameur, hachmi.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:236:y:2014:i:1:p:238-253.

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30. Estimation of flexible fuzzy GARCH models for conditional density estimation. (2013). Kaymak, Uzay ; Baştürk, Nalan ; Almeida, Rui Jorge ; Basturk, N. ; Costa Sousa, J. M., .
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31. Forecasting VaR using analytic higher moments for GARCH processes. (2013). Lazar, Emese ; Alexander, Carol ; Stanescu, Silvia.
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    RePEc:eee:finana:v:30:y:2013:i:c:p:36-45.

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32. On forecasting stock options volatility: evidence from London international financial futures and options exchange. (2012). Asandului, Mircea.
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    RePEc:tdt:annals:v:xviii:y:2012:p:505-511.

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33. Ranking the predictive performances of value-at-risk estimation methods. (2012). Baronyan, Sayad ; Menguturk, Levent Ali ; Ener, Emrah.
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34. Comparative Performance of Volatility Models for Oil Price. (2012). Salisu, Afees ; Fasanya, Ismail.
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    RePEc:eco:journ2:2012-03-9.

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35. Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions. (2012). Perote, Javier ; Iguez, Trino-Manuel.
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    RePEc:bla:obuest:v:74:y:2012:i:4:p:600-627.

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36. A MULTI-HORIZON COMPARISON OF VOLATILITY FORECASTS: AN APPLICATION TO STOCK OPTIONS TRADED AT EURONEXT EXCHANGE AMSTERDAM. (2012). Asandului, Mircea.
    In: Review of Economic and Business Studies.
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37. Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model. (2011). Ullah, Aman ; Su, Liangjun ; Long, Xiangdong.
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    RePEc:taf:jnlbes:v:29:y:2011:i:1:p:109-125.

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38. Stock market momentum, business conditions, and GARCH option pricing models. (2011). Chiang, Min-Hsien ; Huang, Hsin-Yi.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:3:p:488-505.

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39. Volatility Spillovers between Food and Energy Markets, A Semiparametric Approach. (2011). serra, teresa.
    In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
    RePEc:ags:eaae11:115997.

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40. Forecasting volatility with support vector machine-based GARCH model. (2010). Härdle, Wolfgang ; Hardle, Wolfgang K. ; Chen, Shiyi ; Jeong, Kiho.
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41. Skew-Normal Mixture and Markov-Switching GARCH Processes. (2010). Haas, Markus.
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    RePEc:bpj:sndecm:v:14:y:2010:i:4:n:1.

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42. Non-linear predictability in stock and bond returns: when and where is it exploitable?. (2009). Hyde, Stuart ; Guidolin, Massimo ; Ono, Sadayuki ; McMillan, David.
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43. Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models. (2009). Agnolucci, Paolo.
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    RePEc:eee:eneeco:v:31:y:2009:i:2:p:316-321.

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44. The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500. (2009). Ni, Ren-Xi ; Chang, Matthew C. ; Hung, Jui-Cheng.
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45. GARCH models with leverage effect : differences and similarities. (2009). Ruiz, Esther ; Rodriguez, Maria Jose.
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46. Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure. (2008). Visser, Marcel.
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47. Structural breaks and GARCH models of exchange rate volatility. (2008). Strauss, Jack ; Rapach, David E..
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    RePEc:jae:japmet:v:23:y:2008:i:1:p:65-90.

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48. Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study. (2008). Zeng, Ning ; Conrad, Christian ; Karanasos, Menelaos.
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49. 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G..
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    RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

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50. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; Gooijer, Jan G. ; De Gooijer, Jan G..
    In: Tinbergen Institute Discussion Papers.
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