1. “Overreaction” of asset prices in general equilibrium;Aiyagari;Review of Economic Dynamics,1999
2. Limited market participation and volatility of asset prices;Allen;American Economic Review,1994
3. Modeling and forecasting realized volatility;Andersen;Econometrica,2003
4. Theoretical relation between risk premiums and conditional variances;Backus;Journal of Business and Economic Statistics,1993
5. Stock returns and volatility;Baillie;Journal of Financial and Quantitative Analysis,1990