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Integrated Volatility and Uhf-Garch Models : A Comparison Using High Frequency Financial Data
Coen, Alain, (2004)
A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited
Coen, Alain, (2006)
Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models
Racicot, Francois-Éric, (2006)