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1. Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Lyocsa, Tefan ; Todorova, Neda.
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2. Uncertainty Shocks and Business Cycle Research. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
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3. Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility. (2020). Abdelmalek, Wafa ; ben Hamida, Sana ; Abid, Fathi.
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4. A micro-to-macro approach to returns, volumes and waiting times. (2020). D'Amico, Guglielmo ; Petroni, Filippo.
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5. Design of High-Frequency Trading Algorithm Based on Machine Learning. (2019). Feng, Yutong ; Fang, Boyue.
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6. Does U.S. Macroeconomic News Make the South African Stock Market Riskier?. (2016). GUPTA, RANGAN ; Cakan, Esin.
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7. Models of Financial Return With Time-Varying Zero Probability. (2016). Sucarrat, Genaro ; Gronneberg, Steffen.
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8. Forecasting Covariance Matrices: A Mixed Approach. (2016). Voev, Valeri ; Halbleib, Roxana.
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9. CRIX or evaluating blockchain based currencies. (2016). Trimborn, Simon ; Härdle, Wolfgang ; Hardle, Wolfgang Karl.
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10. Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market. (2016). Weng, Yingliang ; Gong, PU.
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11. Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance. (2015). Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; McAleer, Michel ; Perez-Amaral, Teodosio.
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13. Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence. (2015). Bentes, Sonia R.
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14. Nonlinear GARCH model and 1/f noise. (2015). Ruseckas, J. ; Kononovicius, A..
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15. High and low or close to close prices? Evidence from the multifractal volatility. (2015). Liu, Zhichao ; Long, Yujia ; Ma, Feng.
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17. Sharia compliant gold investment in Malaysia: Hedge or safe haven?. (2015). Lean, Hooi Hooi ; Bahari, Zakaria ; Ghazali, Mohd Fahmi.
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18. Value at Risk of the main stock market indexes in the European Union (2000–2012). (2015). Iglesias, Emma.
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19. Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods. (2015). Bouri, Elie.
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20. Power transformations of absolute returns and long memory estimation. (2015). Dalla, Violetta.
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21. The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey. (2015). Cevik, Serhan ; Charap, Joshua.
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22. Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk. (2015). Trucíos, Carlos ; Ruiz, Esther ; Hotta, Luiz ; Trucos, Carlos.
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23. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
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24. Factor-Specific Productivity. (2014). Piper, Brian.
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25. Long memory dynamics for multivariate dependence under heavy tails. (2014). Lucas, Andre ; Koopman, Siem Jan ; Janus, Pawel.
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26. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
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27. A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification. (2014). Floros, Christos ; Degiannakis, Stavros ; Dent, Pamela .
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29. Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS. (2013). Zhang, Yue ; Wang, Juan.
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30. Regional Equity Risk Premium Convergence: The case of Japan. (2013). GUESMI, Khaled.
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31. Economic effects by merger and acquisition types in the renewable energy sector: An event study approach. (2013). Lee, Youah ; Yoo, Kyungjin ; Heo, Eunnyeong.
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32. Modelling price dynamics: A hybrid truncated Lévy Flight–GARCH approach. (2013). Savelev, S. E. ; Constantinides, A..
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33. The Tunisian stock market index volatility: Long memory vs. switching regime. (2013). Charfeddine, Lanouar ; Ajmi, Ahdi Noomen.
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34. Moving average stochastic volatility models with application to inflation forecast. (2013). Chan, Joshua ; Chan, Joshua C. C., .
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35. Stock market comovements in Central Europe: Evidence from the asymmetric DCC model. (2013). Horvath, Roman ; Gjika, Dritan .
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36. Fear sentiments and gold price: testing causality in-mean and in-variance. (2012). Qadan, Mahmod ; Yagil, Joseph.
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37. Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility. (2008). Bos, Charles.
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38. Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks. (2007). Ooms, Marius ; Koopman, Siem Jan ; Bos, Charles.
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39. The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts. (2007). Zhou, Chen ; Ravazzolo, Francesco ; Huurman, Christian .
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40. Dynamic Correlations and Optimal Hedge Ratios. (2007). Bos, Charles ; Gould, Phillip .
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41. NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS. (2007). Pelloni, Gianluigi ; Panagiotidis, Theodore.
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42. Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate. (2006). Osinska, Magdalena ; Matuszewska-Janica, Aleksandra ; Osiska, Magdalena.
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43. Common Volatility Trends in the Central and Eastern European Currencies and the Euro. (2006). Pramor, Marcus ; Tamirisa, Natalia T.
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44. Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen.
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45. Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices. (2005). Ooms, Marius ; Koopman, Siem Jan ; Carnero, M. Angeles.
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46. Nonparametric Tests for Serial Independence Based on Quadratic Forms. (2005). Panchenko, Valentyn ; Diks, Cees.
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47. Duration and convexity in spanish corporate bonds. (2004). Sotos, Francisco .
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48. Weak convergence and distributional assumptions for a general class of nonliner arch models. (1997). Mele, Antonio ; Fornari, Fabio.
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49. The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets. (1997). Ackert, Lucy.
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50. Incerteza inflacionária e crescimento do produto e incerteza do produto e crescimento inflacionário. (1991). Teixeira, Ernani .
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