1. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet.
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2. Are there long-run diversification gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat.
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3. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
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1. On the Predictability of Stock Prices: A Case for High and Low Prices.. (2011). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano.
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2. Forecasting stock market volatility conditional on macroeconomic conditions.. (2007). Clements, Adam ; Becker, Ralf.
   In: NCER Working Paper Series.
   RePEc:qut:auncer:2007-93.

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3. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
   In: NBER Working Papers.
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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.
   In: Economics Working Papers.
   RePEc:zbw:cauewp:5164.

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6. Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market. (2006). Alan E. H. Speight, ; McMillan, David G..
   In: Applied Financial Economics.
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7. Simple (but effective) tests of long memory versus structural breaks. (2006). Shimotsu, Katsumi.
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8. Testing Models of Low-Frequency Variability. (2006). Watson, Mark ; Mueller, Ulrich .
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9. Comovements in volatility in the euro money market. (2006). MORANA, CLAUDIO ; Cassola, Nuno.
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10. Refined Inference on Long Memory in Realized Volatility. (2006). Phillips, Peter ; Lieberman, Offer.
    In: Cowles Foundation Discussion Papers.
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11. Tail behaviour of the euro. (2005). cotter, john.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:7:p:827-840.

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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 ; Stone, Courtenay Cliff ; Santoni, Gary .
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14. The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility. (2004). Lux, Thomas.
    In: Economics Working Papers.
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15. Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997. (2004). Los, Cornelis ; Karuppiah, Jeyanthi.
    In: Finance.
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16. Estimating Long Memory in Volatility. (2004). Moulines, Eric ; Hurvich, Clifford ; Soulier, Philippe.
    In: Econometrics.
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17. Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility. (2004). MORANA, CLAUDIO ; Beltratti, Andrea.
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18. On the long memory properties of emerging capital markets: evidence from Istanbul stock exchange. (2004). .
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19. Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model. (2004). Dark, Jonathan .
    In: Monash Econometrics and Business Statistics Working Papers.
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20. Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures. (2004). Dark, Jonathan .
    In: Monash Econometrics and Business Statistics Working Papers.
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21. Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures. (2004). Dark, Jonathan .
    In: Monash Econometrics and Business Statistics Working Papers.
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22. The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market. (2004). Wright, Jonathan ; Chaboud, Alain P. ; Chernenko, Sergey ; Raj S. Krishnasami Iyer, ; Howorka, Edward ; Liu, David .
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23. Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Ghysels, Eric.
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24. The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting. (2003). Lux, Thomas.
    In: Economics Working Papers.
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25. How wacky is the DAX? The changing structure of German stock market volatility. (2003). Stapf, Jelena ; Werner, Thomas.
    In: Discussion Paper Series 1: Economic Studies.
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26. Testing of Nonstationary Cycles in Financial Time Series Data. (2003). Gil-Alana, Luis ; DePenya, Javier.
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27. The role of information in Hong Kong individual stock futures trading. (2003). McKenzie, M. D. ; Brooks, R. D..
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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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29. A Multiple Indicators Model for Volatility Using Intra-Daily Data. (2003). Gallo, Giampiero ; Engle, Robert.
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30. A Multiple Indicators Model For Volatility Using Intra-Daily Data.. (2003). Gallo, Giampiero ; Engle, Robert.
    In: Econometrics Working Papers Archive.
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31. Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
    In: Center for Financial Institutions Working Papers.
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32. Temporal aggregation, volatility components and volume in high frequency UK bond futures. (2002). Alan E. H. Speight, ; McMillan, David G..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:1:p:70-92.

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33. LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS. (2002). Wright, Jonathan.
    In: Econometric Reviews.
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34. GARCH-based Volatility Forecasts for Market Volatility Indices. (2002). Lombardi, Marco ; Gallo, Giampiero ; Cecconi, Massimiliano.
    In: Econometrics Working Papers Archive.
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35. Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes. (2002). Sun, Yixiao ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
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36. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: Center for Financial Institutions Working Papers.
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37. How accurate is the asymptotic approximation to the distribution of realised volatility?. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole.
    In: Economics Papers.
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38. Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole.
    In: Economics Papers.
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39. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: NBER Working Papers.
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40. Modelos de memoria larga para series económicas y financieras. (2001). Ruiz, Esther ; Perez, Ana .
    In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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41. The Distribution of Stock Return Volatility. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Ebens, Heiko.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:00-27.

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42. The Distribution of Stock Return Volatility. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Ebens, Heiko.
    In: NBER Working Papers.
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43. Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns. (2000). Wright, Jonathan.
    In: International Finance Discussion Papers.
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44. When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data. (2000). Fang, Yue.
    In: Econometric Society World Congress 2000 Contributed Papers.
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45. Temporal Aggregation of Volatility Models. (2000). Renault, Eric ; Meddahi, Nour.
    In: CIRANO Working Papers.
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46. What a Difference a Day Makes: On the Common Market Microstructure of Trading Days. (1999). Pohlmeier, Winfried ; Hess, Dieter ; Gerhard, Frank .
    In: Finance.
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47. Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think. (1999). Diebold, Francis ; Brandt, Michael ; Alizadeh, Sassan.
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48. The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
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49. How Relevant is Volatility Forecasting for Financial Risk Management?. (1998). Diebold, Francis ; Christoffersen, Peter.
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50. How Relevant is Volatility Forecasting for Financial Risk Management?. (1997). Diebold, Francis ; Christoffersen, Peter.
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