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1 Hattori, M., "Yen Carry Trade and the Subprime Crisis" 56 (56): 384-409, 2009
2 Schwert, G. W., "Why does Stock Market Volatility Change Over Time?" 44 : 115-1153, 1989
3 Mandelbrot, B. B., "The Variation of Certain Speculative Prices" 36 : 394-419, 1963
4 Black, F., "The Pricing of Options and Corporate Liabilities" 81 (81): 637-654, 1973
5 Watanabe, T., "The Great Intervention and Massive Money Injection : The Japanese Experience 2003~2004" 2011
6 Andersen, T. G., "The Distribution of Realized Stock Return Volatility" 61 : 43-76, 2001
7 Andersen, T. G., "The Distribution of Realized Exchange Rate Volatility" 96 : 42-55, 2001
8 Fama, E., "The Behaviour of Stock Market Prices" 38 : 34-105, 1965
9 Rosenblatt, M., "Remarks on Some Nonparametric Estimates of a Density Function" 27 : 832-837, 1956
10 Markowitz, H., "Portfolio Selection" 7 (7): 77-91, 1952
11 Ljung, G. M., "On a Measure of a Lack of Fit in Time Series Models" 65 : 297-303, 1978
12 Andersen, T. G., "Modeling and Forecasting Realized Volatility" 71 : 579-625, 2003
13 Bank of Japan, "Introduction of the Quantitative and Qualitative Monetary Easing"
14 Bollerslev, T., "Generalized Autoregressive Conditional Heteroskedasticity" 31 : 307-327, 1986
15 French, K. R., "Expected Stock Returns and Volatility" 19 : 3-29, 1987
16 Cont, R., "Empirical Properties of Asset Returns : Stylized Facts and Statistical Issues" 1 : 223-236, 2001
17 Barndorff-Nielsen, O. E., "Econometric analysis of realized volatility and its use in estimating stochastic volatility models" 64 : 253-280, 2002
18 Sharpe, W. F., "Capital Asset Prices : A Theory of Market Equilibrium under Conditions of Risk" 19 (19): 425-442, 1964
19 Engle, R. F., "Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of U.K. Inflation" 50 : 987-1008, 1982
20 Andersen, T. G., "Answering the Skeptics : YES, Standard Volatility Models do Provide Accurate Forecasts" 39 (39): 885-905, 1998
21 Chaboud, A. P., "An Assessment of the Impact of Japanese Foreign Exchange Intervention : 1991~2004" 2005