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Predictive density estimators for daily volatility based on the use of realized measures?
–Valentina Corradi, Walter Distaso, Norman R. Swanson [] []

A two-stage realized volatility approach to estimation of diffusion processes with discrete data?
–Peter C.B. Phillips, Jun Yu [] []

A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects
–Tim Bollerslev, Uta Kretschmer, Christian Pigorsch, George Tauchen [] []

The Wishart Autoregressive process of multivariate stochastic volatility
–C. Gourieroux, J. Jasiak, R. Sufana [] []

The structure of dynamic correlations in multivariate stochastic volatility models?
–Manabu Asai, Michael McAleer [] []

Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models?
–Jean-Marie Dufour, Pascale Valéry [] []

Copula-based multivariate GARCH model with uncorrelated dependent errors?
–Tae-Hwy Lee, Xiangdong Long [] []

Maximum entropy autoregressive conditional heteroskedasticity model?
–Sung Y. Park, Anil K. Bera [] []

Extracting a common stochastic trend: Theory with some applications?
–Yoosoon Chang, J. Isaac Miller, Joon Y. Park [] []

Quantile cointegrating regression
–Zhijie Xiao [] []

Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
–Chung-Ming Kuan, Jin-Huei Yeh, Yu-Chin Hsu [] []

Granger causality in risk and detection of extreme risk spillover between financial markets
–Yongmiao Hong, Yanhui Liu, Shouyang Wang [] []

Estimating the structural credit risk model when equity prices are contaminated by trading noises
–Jin-Chuan Duan, Andras Fulop [] []

Forecasts of US short-term interest rates: A flexible forecast combination approach?
–Massimo Guidolin, Allan Timmermann [] []

Discrete choice modeling with nonstationary panels applied to exchange rate regime choice?
–Sainan Jin [] []

The role of beliefs in inference for rational expectations models?
–Bruce N. Lehmann [] []

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