"Long Memory and Regime Shits in Asset Volatility"
- Jonathan Kinlay 2003
"Forecasting Volatility in the S&P500 Index - An
Empirical Test of Option Market Efficiency"
- Jonathan Kinlay, revised January 2005
"Fixed Income Arbitrage Strategies Presentation"
- Jonathan Kinlay, revised June 2005
"Estimating Historical Volatility" -
Jonathan Kinlay, revised June 2005
"Range-based EGARCH Option Pricing", Jonathan
Kinlay, revised June 2005
"Volatility Forecasting in Emerging Markets" -
Jonathan Kinlay, revised June 2005
