The stochastic volatility in mean model: empirical evidence from international stock markets

Forecasting the variability of stock index returns with stochastic volatility models and implied volatility

Hol Uspensky, Eugenie, (2000)

Stock index volatility forecasting with high frequency data

Hol Uspensky, Eugenie, (2002)

The stochastic volatility in mean model : empirical evidence from international stock markets

Koopman, Siem Jan, (2002)