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43. Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility. (2005). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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44. Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise. (2005). Ait-Sahalia, Yacine ; Zhang, Lan ; Mykland, Per A..
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47. Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises. (2005). Fulop, Andras ; Duan, Jin-Chuan.
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48. Explaining credit default swap spreads with the equity volatility and jump risks of individual firms. (2005). Zhou, Hao.
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49. Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Zalewska, Ania ; Schotman, Peter C.
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50. Disentangling Volatility from Jumps. (2003). Ait-Sahalia, Yacine.
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