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2. How do investors price accrual risk during crises?. (2023). Hassan, M. Kabir ; Alhenawi, Yasser.
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3. Exploring Low-Risk Anomalies: A Dynamic CAPM Utilizing a Machine Learning Approach. (2023). Chen, Zhen ; Wang, Jiawei.
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4. The effect of uncertainty on stock market volatility and correlation. (2023). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun.
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5. Income elasticity of demand and stock market beta. (2023). Bhadra, Madhusmita ; Kim, Doyeon.
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   RePEc:bla:intfin:v:26:y:2023:i:2:p:225-240.

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6. Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume.
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7. Essays on institutional investors, portfolio choice, and asset prices. (2021). Jansen, Kristy.
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8. Essays on macro-finance and market anomalies. (2021). Tancheva, Z.
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9. The ABC’s of the alternative risk premium: academic roots. (2021). Gorman, Stephen A ; Fabozzi, Frank J.
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10. Short-Term and Long-Term Discount Rates For Real Estate Investment Trusts. (2021). Giambona, Erasmo ; Zhao, Yanhui ; Giaccotto, Carmelo.
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11. Impacts of Infectious Disease Outbreaks on Firm Performance and Risk: The Forest Industries during the COVID-19 Pandemic. (2021). Stordal, Stle ; Lien, Gudbrand ; Tromborg, Erik.
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12. Lucky factors. (2021). Liu, Yan ; Harvey, Campbell R.
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    RePEc:eee:jfinec:v:141:y:2021:i:2:p:413-435.

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13. Pension Funds and Drivers of Heterogeneous Investment Strategies. (2021). Broeders, Dirk ; Jansen, Kristy.
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14. Time-varying inflation risk and stock returns. (2020). Szymanowska, Marta ; Duarte, Fernando ; Boons, Martijn ; de Roon, Frans.
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15. Term structure of discount rates for firms in the insurance industry. (2020). Zhao, Yanhui ; Lin, Xiao ; Giaccotto, Carmelo.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:95:y:2020:i:c:p:147-158.

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16. Beta and firm age. (2020). Chincarini, Ludwig B ; Moneta, Fabio ; Kim, Daehwan.
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    RePEc:eee:empfin:v:58:y:2020:i:c:p:50-74.

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17. PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES. (2020). Cenesizoglu, Tolga ; Ibrushi, Denada.
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18. Estimating the Cost of Equity Capital: Forecasting Accuracy for U.S. REIT Sector. (2019). Manganiello, Maria ; Busato, Francesco ; Coletta, Cuono Massimo.
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19. Estimating the Cost of Equity Capital: Forecasting Accuracy for U.S. REIT Sector. (2019). Manganiello, Maria ; Busato, Francesco ; Coletta, Cuono Massimo.
    In: International Real Estate Review.
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20. Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese.
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21. CAPM, components of beta and the cross section of expected returns. (2018). Cenesizoglu, Tolga ; Reeves, Jonathan J.
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22. How to Estimate Beta?. (2017). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese.
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2. A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework. (2013). Papavassiliou, Vassilios.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:24:y:2013:i:c:p:184-197.

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3. Robust volatility forecasts in the presence of structural breaks. (2012). Kourouyiannis, Constantinos ; Ghysels, Eric ; Andreou, Elena.
   In: University of Cyprus Working Papers in Economics.
   RePEc:ucy:cypeua:08-2012.

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4. Predictive Inference for Integrated Volatility. (2011). Swanson, Norman ; Distaso, Walter ; Corradi, Valentina.
   In: Departmental Working Papers.
   RePEc:rut:rutres:201109.

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5. Predictive Inference for Integrated Volatility. (2011). Swanson, Norman ; Distaso, Walter ; Corradi, Valentina.
   In: Departmental Working Papers.
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6. Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data. (2011). Matei, Marius.
   In: Journal for Economic Forecasting.
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7. On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2011). Sévi, Benoît ; Chevallier, Julien.
   In: Annals of Finance.
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8. Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors. (2011). Voev, Valeri ; Halbleib, Roxana.
   In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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9. Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios. (2011). Skoulakis, Georgios ; Bakshi, Gurdip ; Panayotov, George.
   In: Journal of Financial Economics.
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10. Long memory in volatility and trading volume. (2011). Kirby, Chris ; Fleming, Jeff .
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11. Variance dynamics: Joint evidence from options and high-frequency returns. (2011). Wu, Liuren.
    In: Journal of Econometrics.
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12. Volatility forecast comparison using imperfect volatility proxies. (2011). Patton, Andrew.
    In: Journal of Econometrics.
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13. Realized volatility forecasting and market microstructure noise. (2011). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:160:y:2011:i:1:p:220-234.

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14. A reduced form framework for modeling volatility of speculative prices based on realized variation measures. (2011). Bollerslev, Tim ; Andersen, Torben ; Huang, Xin.
    In: Journal of Econometrics.
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15. General-to-specific modelling of exchange rate volatility: A forecast evaluation. (2010). Sucarrat, Genaro ; Bauwens, Luc.
    In: International Journal of Forecasting.
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    In: CREATES Research Papers.
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17. Forecast Evaluation of Explanatory Models of Financial Variability. (2009). Sucarrat, Genaro.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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    In: NBER Working Papers.
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19. Forecasting realized volatility: a Bayesian model-averaging approach. (2009). Maheu, John ; Liu, Chun.
    In: Journal of Applied Econometrics.
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20. The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks. (2009). Tsiaras, Leonidas.
    In: Finance Research Group Working Papers.
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21. On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00387286.

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22. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting. (2009). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit.
    In: Working Papers.
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23. Optimal combinations of realised volatility estimators. (2009). Sheppard, Kevin ; Patton, Andrew.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:2:p:218-238.

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    In: Journal of Econometrics.
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    In: Economics of Security Working Paper Series.
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    In: CREATES Research Papers.
    RePEc:aah:create:2009-52.

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    In: Journal of Econometrics.
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    In: Economics Letters.
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32. General to specific modelling of exchange rate volatility : a forecast evaluation. (2008). Sucarrat, Genaro ; Bauwens, Luc.
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36. Information Loss in Volatility Measurement with Flat Price Trading. (2007). Yu, Jun ; Phillips, Peter.
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37. Information Loss in Volatility Measurement with Flat Price Trading. (2007). Yu, Jun ; Phillips, Peter.
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38. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models. (2007). Benzoni, Luca ; Andersen, Torben.
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39. A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures. (2007). Bollerslev, Tim ; Andersen, Torben ; Huang, Xin.
    In: CREATES Research Papers.
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40. Volatility Forecast Comparison using Imperfect Volatility Proxies. (2006). Patton, Andrew.
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41. Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures. (2006). Swanson, Norman ; Corradi, Valentina ; Distaso, Walter.
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42. Predictive Inference for Integrated Volatility. (2006). Swanson, Norman ; Corradi, Valentina ; Distaso, Walter.
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43. 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.
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44. Is there a risk-return trade-off? Evidence from high-frequency data. (2006). Bali, Turan G. ; Peng, Lin.
    In: Journal of Applied Econometrics.
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45. Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose. (2006). Ng, Wing Lon.
    In: SFB 649 Discussion Papers.
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46. Profits and Speculation in Intra-Day Foreign Exchange Trading. (2006). Menkhoff, Lukas ; Mende, Alexander.
    In: Hannover Economic Papers (HEP).
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47. Volatility forecasts: a continuous time model versus discrete time models. (2006). Veiga, Helena.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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48. The Impact of Central Bank FX Interventions on Currency Components. (2005). Bos, Charles ; Beine, Michel ; Laurent, Sebastian .
    In: Tinbergen Institute Discussion Papers.
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49. 09/11 on the USD/EUR Foreign Exchange Market. (2005). Mende, Alexander.
    In: Hannover Economic Papers (HEP).
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50. Microstructure noise, realized volatility, and optimal sampling. (2004). Russell, Jeffrey R. ; Bandi, Federico M..
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:220.

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