Intraday forecasts of a volatility index: functional time series methods with dynamic updating. - Han Lin Shang; Yang Yang 070; Fearghal Kearney (Ann. Oper. Res., 2019)

Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. - Mark Cummins; Fabian Gogolin; Fearghal Kearney; Greg Kiely; Bernard Murphy (Ann. Oper. Res., 2023)