Non-linear modelling and forecasting of S&P 500 volatility. - Peter Verhoeven; Berndt Pilgram; Michael McAleer; Alistair Mees (Math. Comput. Simul., 2002)

Fat tails and asymmetry in financial volatility models. - Peter Verhoeven; Michael McAleer (Math. Comput. Simul., 2004)

Information asymmetry surrounding earnings and dividend announcements: An intra-day analysis. - Janice C. Y. How; Peter Verhoeven; Caro X. Huang (Math. Comput. Simul., 2005)