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The maximum likelihood estimation of security price volatility : Theory, evidence, and application to option pricing
Ball, Clifford A., (1984)
Enforcing stationarity in exact maximum likelihood estimation of pt̕h order autoregressive processes
Bunzel, Henning, (1985)
Hawkes-based models for high frequency financial data
Nyström, Kaj, (2022)
Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets
Los, Cornelis Albertus, (1999)
Galton's Error and the under-representation of systematic risk
Optimal multi-currency investment strategies with exact attribution in three Asian countries
Los, Cornelis Albertus, (1998)