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Modeling volatility dynamics
Diebold, Francis X., (1995)
A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios, (1997)
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai, (1997)
Lessons from the Orange County bankruptcy
Jorion, Philippe, (1997)
Returns to Japanese investors from US investments
Jorion, Philippe, (1996)
On jump processes in the foreign exchange and stock markets
Jorion, Philippe, (1988)