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DateTitle Authors
2011 Martingale approach in pricing and hedging European options under regime-switchingMilstein, Grigori N. / Spokoiny, Vladimir
2013 The economic valuation of variance forecasts: An artificial option market approachParrák, Radovan
2014 Improved volatility estimation based on limit order booksBibinger, Markus / Jirak, Moritz / Reiss, Markus
2010 Structural Determinants of the Total Loans Volume in the Czech RepublicŘepková, Iveta
2011 Empirical evidence on jumps and large fluctuations in individual stocksDoung, Diep / Swanson, Norman
2011 Volatility in discrete and continuous time models: A survey with new evidence on large and small jumpsDuong, Diep / Swanson, Norman
2011 Asymptotic equivalence and sufficiency for volatility estimation under microstructure noiseReiß, Markus
2012 Arima-Garch models in estimating market risk using value at risk for the WIG20 indexMakiel, Kamil
2011 The Analysis of Stochastic Volatility in the Presence of Daily Realised MeasuresKoopman, Siem Jan / Scharth, Marcel
2014 Asymmetric Realized Volatility RiskAllen, David E. / McAleer, Michael / Scharth, and Marcel

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