- Modeling and forecasting exchange rate volatility in time-frequency domain2016 | Faculty of Social Sciences
- Forecasting Sovereign Bond Realized Volatility Using Time-Varying Coefficients ModelPublication without faculty affiliation
- Combining high frequency data with non-linear models for forecasting energy market volatility2016 | Faculty of Social Sciences
- Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression2016 | Faculty of Social Sciences
- Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets2020 | Faculty of Social Sciences
- Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity MarketsPublication without faculty affiliation