2022
Bu, R., Hizmeri, R., Izzeldin, M., Murphy, A., & Tsionas, M. (2023). The contribution of jump signs and activity to forecasting stock price volatility. Journal of Empirical Finance, 70, 144-164. doi:10.1016/j.jempfin.2022.12.001DOI: 10.1016/j.jempfin.2022.12.001
Hizmeri, R., Izzeldin, M., Nolte, I., & Pappas, V. (2022). A generalized heterogeneous autoregressive model using market information. QUANTITATIVE FINANCE, 22(8), 1513-1534. doi:10.1080/14697688.2022.2076606DOI: 10.1080/14697688.2022.2076606
