//-->
Drift-independent volatility estimation based on high, low, open, and close prices
Yang, Dennis, (2000)
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H., (2000)
The econometrics of ultra-high-frequency data
Engle, Robert F., (2000)
Common Factors in Latin America's Business Cycles
Timmermann, Allan, (2006)
An Evaluation of the World Economic Outlook Forecasts
Learning, specification search and market efficiency : with an application to the Danish stock market
Timmermann, Allan, (1993)