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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco, (2006)
A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices
Cornish, Rob, (2007)
Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung, (2007)