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2. Estimating, Filtering and Forecasting Realized Betas. (2007). MORANA, CLAUDIO.
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2. Forecasting stock market volatility conditional on macroeconomic conditions.. (2007). Clements, Adam ; Becker, Ralf.
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3. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Kathryn M. E. Dominguez, ; Panthaki, Freyan .
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4. Multivariate Realized Stock Market Volatility. (2007). Bauer, Gregory ; Vorkink, Keith.
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5. The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility. (2006). Lux, Thomas.
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6. Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market. (2006). McMillan, David G. ; Alan E. H. Speight, .
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9. Comovements in volatility in the euro money market. (2006). MORANA, CLAUDIO ; Cassola, Nuno.
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   RePEc:ecb:ecbwps:2006703.

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10. Refined Inference on Long Memory in Realized Volatility. (2006). Phillips, Peter ; Lieberman, Offer.
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11. Tail behaviour of the euro. (2005). cotter, john.
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12. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan .
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13. Federal Securities Regulations and Stock Market Returns. (2005). Liu, Tung ; Santoni, Gary ; Stone, Courtenay Cliff.
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14. The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility. (2004). Lux, Thomas.
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15. Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997. (2004). Los, Cornelis ; Karuppiah, Jeyanthi .
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17. Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility. (2004). MORANA, CLAUDIO ; Beltratti, Andrea.
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28. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
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