1. Volatility and correlation forecasting;Alexander,1996
2. Alexius, A., Sellin, P., 1997. A latent factor model of European exchange rate risk premia. Manuscript. The Economic Research Institute, Stockholm School of Economics.
3. Common stochastic trends in a system of exchange rates;Baillie;Journal of Finance,1989
4. A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets;Baillie;Journal of International Money and Finance,1990
5. Ball, C.A., 1993. A review of stochastic volatility models with application to option pricing. Manuscript, Vanderbilt University.