1. The distribution of realized stock return volatility;Andersen;Journal of Financial Economics,2001
2. Modeling and forecasting realized volatility;Andersen;Econometrica,2003
3. The intertemporal relation between expected returns and risk;Bali;Journal of Financial Economics,2008
4. Is there an intertemporal relation between downside risk and expected returns;Bali;Journal of Financial and Quantitative Analysis
5. Is there a risk-return tradeoff? Evidence from high frequency data;Bali;Journal of Applied Econometrics,2006