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2 Busch, T., "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock and Bond Markets" 160 : 48-57, 2011
3 Fleming, J., "The Quality of Market Volatility Forecasts Implied by S&P 500 Index Option Prices" 5 : 317-345, 1998
4 Becker, R., "The Jump Component of S&P500 Volatility and the VIX Index" 33 : 1033-1038, 2009
5 Gallant, A. R., "The Fourier Flexible Form" 66 : 204-208, 1984
6 Ederington, L. H., "The Creation and Resolution of Market Uncertainty : the Impact of Information Releases on Implied Volatility" 31 : 513-539, 1996
7 Baillie, R. T., "Testing for Nonlinearity in Long Memory Models" 24 : 147-161, 2007
8 Jarque, C. M., "Test for Normality of Observations and Regression Residuals" 55 : 163-172, 1987
9 Morana, C., "Structural Change and Long Range Dependence in Volatility of Exchange Rates : Either, Neither or Both?" 11 : 629-658, 2004
10 Beine, M., "Structural Change and Long Memory in Volatility : New Evidence from Daily Exchange Rates" University of Liege 2000
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