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1. Value-at-Risk prediction using option-implied risk measures. (2018). Schindelhauer, Kai ; Zhou, Chen.
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2. Variance risk premiums and the forward premium puzzle. (2017). Londono, Juan M. ; Zhou, Hao.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:124:y:2017:i:2:p:415-440.

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3. Variance trading and market price of variance risk. (2014). Bondarenko, Oleg.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:180:y:2014:i:1:p:81-97.

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4. A Robust Equilibrium Relationship between Market Prices of Risks and Risk Aversion in Dynamically Complete Stochastic. (2013). Turvey, Calum ; Han, Qian.
   In: Working Papers.
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5. A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models. (2013). Han, Qian.
   In: Working Papers.
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6. Variance Risk Premiums in Foreign Exchange Markets. (2013). Buesser, Ralf ; Ammann, Manuel.
   In: Working Papers on Finance.
   RePEc:usg:sfwpfi:2013:04.

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7. Variance risk premiums in foreign exchange markets. (2013). Buesser, Ralf ; Ammann, Manuel.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:23:y:2013:i:c:p:16-32.

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8. Variance risk premiums and the forward premium puzzle. (2012). Zhou, Hao ; Londono, Juan M..
   In: International Finance Discussion Papers.
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9. Probabilistic forecasts of volatility and its risk premia. (2012). Martin, Gael ; Forbes, Catherine ; Maneesoonthorn, Worapree ; Grose, Simone D..
   In: Journal of Econometrics.
   RePEc:eee:econom:v:171:y:2012:i:2:p:217-236.

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10. Assessing the compensation for volatility risk implicit in interest rate derivatives. (2010). Fornari, Fabio.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:4:p:722-743.

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11. Does the option market produce superior forecasts of noise-corrected volatility measures?. (2009). Martin, Gael ; Wright, Jill ; Reidy, Andrew.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:1:p:77-104.

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12. Identifying volatility risk premia from fixed income Asian options. (2009). Vicente, José Valentim ; Almeida, Caio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:652-661.

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13. Assessing the compensation for volatility risk implicit in interest rate derivatives. (2008). Fornari, Fabio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008859.

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14. Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter. (2007). Martin, Gael ; Forbes, Catherine ; Wright, Jill.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:387-418.

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15. Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility. (2006). Martin, Gael ; Wright, Jill ; Reidy, Andrew.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2006-10.

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16. Pricing currency options in the presence of time-varying volatility and non-normalities. (2006). Martin, Vance ; Lim, Guay.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:16:y:2006:i:3:p:291-314.

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17. An option pricing formula for the GARCH diffusion model. (2005). Rasmussen, Henrik ; Barone-Adesi, Giovanni ; Ravanelli, Claudia.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:49:y:2005:i:2:p:287-310.

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18. Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing. (2004). Gómez Biscarri, Javier ; Corzo, Teresa ; Santamaria, Teresa Corzo.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0304.

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19. Intertemporal asset pricing theory. (2003). Duffie, Darrell.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-11.

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20. Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices.. (2002). Wright, Jonathan ; Martin, Gael ; Forbes, Catherine.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2002-2.

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21. The jump-risk premia implicit in options: evidence from an integrated time-series study. (2002). pan, jun ; Jun, Pan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:63:y:2002:i:1:p:3-50.

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22. Estimation and empirical performance of Hestons stochastic volatility model: the case of a thinly traded market. (2002). Fiorentini, Gabriele ; Rubio, Gonzalo ; Leon, Angel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:2:p:225-255.

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23. SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE. (2000). Fiorentini, Gabriele ; Leon, ngel ; Rubio, Gonzalo.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2000-25.

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24. Short-term options with stochastic volatility: Estimation and empirical performance. (). Fiorentini, Gabriele ; Rubio, Gonzalo ; Angel León, .
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:02.

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