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| NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
|---|---|
| Return-Volatility Relationship in High Frequency Data: Multiscale Horizon Dependency Lee, Jihyun; Kim, Tong Suk; Lee, Hoe Kyung, STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, v.15, no.1, 2011 | |
| Forecasting carbon futures volatility using GARCH models with energy volatilities Byun, Suk Joon; Cho, Hangjun, ENERGY ECONOMICS, v.40, pp.207 - 221, 2013-11 | |
| Small sample properties of GARCH(1,1) estimator under non-normality Noh, Jaesun, ECONOMICS LETTERS, v.55, no.2, pp.161 - 164, 1997 | |
| The role of the variance premium in Jump-GARCH option pricing models Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, Sun-Joong, JOURNAL OF BANKING & FINANCE, v.59, pp.38 - 56, 2015-10 |
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