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Our data says that the document:

Belen, Nieto ; Gonzalo, Rubio ; Alfonso, Novales. (2015) Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns.
In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500214.

Full description at Econpapers

cites:

Wang, F., and E. Ghysels, 2011, Econometric Analysis for Volatility Component Models, Working Paper, University of Illinois at Chicago, and University of North Carolina at Chapel Hill.

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