Comparing stochastic volatility models through Monte Carlo simulations. - Davide Raggi; Silvano Bordignon (Comput. Stat. Data Anal., 2006)

Estimation of Cpm when Measurement Error is Present. - Silvano Bordignon; Michele Scagliarini (Qual. Reliab. Eng. Int., 2006)

Generalised long-memory GARCH models for intra-daily volatility. - Silvano Bordignon; Massimiliano Caporin; Francesco Lisi (Comput. Stat. Data Anal., 2007)

Long memory and nonlinearities in realized volatility: A Markov switching approach. - Davide Raggi; Silvano Bordignon (Comput. Stat. Data Anal., 2012)