//-->
Forecasting exchange rate volatility : GARCH models versus implied volatility forecasts
Pilbeam, Keith, (2015)
Volatility dynamics and volatility forecasts of equity returns in BRIC countries
Romero, Alfredo A., (2013)
Estimating and forecasting volatility of financial markets using asymmetric GARCH models : an application on Turkish financial markets
Gökbulut, Rasim lker, (2014)
Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G., (2006)
Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H., (2000)
Testing for asymmetries in UK macroeconomic tome series
Speight, Alan E. H., (1998)