1 Xiao, Linlan, "Volatility Modelling and Forecasting in Finance. in " Forecasting Volatility in the Financial Markets, 3rd ed" Elsevier Ltd. 1-45, 2007
2 Koopman, Siem Jan, "The Stochastic Volatility in Mean Model : Empirical Evidence from International Stock Market" 17 (17): 667-689, 2002
3 Hull, John C., "Options, Futures, and Other Derivatives" Pearson Education, Inc. 2006
4 Alexander, C., "Normal Mixture Garch(1,1) : Applications to Exchange Rate Modelling" 21 (21): 307-336, 2006
5 Mun, Johnathan, "Modeling Risk : Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques" John Wiley & Sons, Inc. 2006
6 Bollerslev, Tim, "Generalized Autoregressive Conditional Heteroskedasticity" 31 (31): 307-327, 1986
7 Bowerman, B.L., "Forecasting, Time Series, and Regression : An Applied Approach" Thomson Learning Inc. 2005
8 Poon, Ser-Huang, "Forecasting Volatility in Financial Markets:A Review" 41 (41): 478-539, 2003
9 Deb, Partha, "Finite Sample Properties of the ARCH Class of Models with Stochastic Volatility" 55 (55): 27-34, 1997
10 Clark, P., "Exchange Rate Volatility and Trade Flows - Some New Evidence" IMF 2004
1 Xiao, Linlan, "Volatility Modelling and Forecasting in Finance. in " Forecasting Volatility in the Financial Markets, 3rd ed" Elsevier Ltd. 1-45, 2007
2 Koopman, Siem Jan, "The Stochastic Volatility in Mean Model : Empirical Evidence from International Stock Market" 17 (17): 667-689, 2002
3 Hull, John C., "Options, Futures, and Other Derivatives" Pearson Education, Inc. 2006
4 Alexander, C., "Normal Mixture Garch(1,1) : Applications to Exchange Rate Modelling" 21 (21): 307-336, 2006
5 Mun, Johnathan, "Modeling Risk : Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques" John Wiley & Sons, Inc. 2006
6 Bollerslev, Tim, "Generalized Autoregressive Conditional Heteroskedasticity" 31 (31): 307-327, 1986
7 Bowerman, B.L., "Forecasting, Time Series, and Regression : An Applied Approach" Thomson Learning Inc. 2005
8 Poon, Ser-Huang, "Forecasting Volatility in Financial Markets:A Review" 41 (41): 478-539, 2003
9 Deb, Partha, "Finite Sample Properties of the ARCH Class of Models with Stochastic Volatility" 55 (55): 27-34, 1997
10 Clark, P., "Exchange Rate Volatility and Trade Flows - Some New Evidence" IMF 2004
11 Poon, W.C., "Exchange Rate Volatility and Exports for Selected East Asian Countries : Evidence from Error Correction Model" 22 (22): 144-159, 2008
12 Sauer, Christine, "Exchange Rate Volatility and Exports : Regional Differences between Developing and Industrialized Countries" 9 (9): 133-152, 2001
13 Brzozowski, Michal, "Exchange Rate Variability and Foreign Direct Investment" 44 (44): 5-24, 2006
14 Jayasinghe, Prabhath, "Exchange Rate Exposure of Sectoral Returns and Volatilities: Evidence from Japanese Industrial Sectors" 20 (20): 639-660, 2008
15 Loudon, G.F., "Empirical Analysis of Alternative Parametric ARCH Models" 15 (15): 117-136, 2000
16 Hafner, Christian M., "Deciding between GARCH and Stochastic Volatility via Strong Decision Rules" 140 (140): 791-805, 2010
17 Sinkey, Jr., "Commercial Bank Financial management : In the Financial-Services Industry" Prentice Hall, Inc. 1998
18 Silvey, Thomas A., "An Investigation of the Relative Performance of GARCH Models versus Simple Rules in Forecasting Volatility, in : Forecasting Volatility in the Financial Markets, 3rd ed." Elsevier Ltd. 101-129, 2007
19 Hansen, Peter R., "A Forecast Comparison of Volatility Models : Does Anything Beat a GARCH(1,1)" 20 (20): 873-889, 2005
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