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Knjige: - Murphy, John J.: Tehnička analiza financijskih tržišta : sveobuhvatni vodič za trgovinske metode i njihovu primjenu. Zagreb : Poslovni dnevnik : Masmedia, [2007] - sign. 336.7 /MUR/ t
- Lazibat, Tonći: Burzovno poslovanje - terminska trgovina. Zagreb : Znanstvena knjiga, 2007 - sign. 336.7 /LAZ/ b
Članci u časopisima: - Sorić, Petar. Utjecaj volatilnosti tečaja kune na hrvatski izvoz. // Financijska teorija i praksa. 31 (2007), 4 ; str. 347-363
- Aljinović, Zdravka: Internetski alati za vrednovanje i trgovanje opcijama i njihova usporedba s akademskim modelima. // Računovodstvo i financije. 56 (2010), 3 ; str. 108-117
- Žiković, Saša: Drugačija mjera rizika– standardna poludevijacija. // Računovodstvo i financije.12 (2007), 5 ; str. 50-56
- Erjavec, Nataša: Modeling stock market volatility in Croatia // Ekonomska istraživanja. 20 (2007), 1 ; str. 1-7
- Miljan, Ingrid: Ocjena efikasnosti ulaganja u indeks Zagrebačke burze prema MPT modelu // Ekonomska istraživanja. 15 (2002), 2 ; str. 33-41
- Šestović, Dragan: Modeliranje volatilnosti vrijednosnica na Zagrebačkoj burzi. // Ekonomski pregled. 49 (1998) , 4-5 ; str. 292-303
- Ciprian Necula: COPULA-GARCH MODEL. // Ekonomska istraživanja. 23 (2010), 2 ; str. 1-11
- Petra Posedel: Analiza tečaja i vrednovanje opcija na tečaj na hrvatskom tržištu: NGARCH model kao alternativa modelu Blacka i Scholesa. // Financijska teorija i praksa. 30 (2006), 4 ; str. 345-367
- Zdravko Šergo: Postoji li kompromis između volatilnosti i rasta? Slučaj Hrvatska, 1920.-2008. // Ekonomski pregled. 61 (2010), 3-4 ; str. 151- 186
EBSCO Host (pristup u GISKO ili putem CARNet Centra za online baze uz korištenje AAI korisničkog identiteta i proxy ulaza): - Jiang, George J.; Tian, Yisong S.: Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R. // Journal of Financial & Quantitative Analysis, Apr2010, Vol. 45 Issue 2, p503-533
- Zhang, Chu.: A Reexamination of the Causes of Time-Varying Stock Return Volatilities. // Journal of Financial & Quantitative Analysis, Jun2010, Vol. 45 Issue 3, p663-684
- Dawson, Paul; Staikouras, Sotiris K.: The impact of volatility derivatives on S&P500 volatility. // Journal of Futures Markets, Dec2009, Vol. 29 Issue 12, p1190-1213
- Xing, Yuhang; Zhang, Xiaoyan; Zhao, Rui.: What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? // Journal of Financial & Quantitative Analysis, Jun2010, Vol. 45 Issue 3, p641-662
- Stock Returns and the Volatility of Liquidity. // Journal of Financial & Quantitative Analysis, Aug2010, Vol. 45 Issue 4, p1077-1110
- Longer-Term Time-Series Volatility Forecasts. // Journal of Financial & Quantitative Analysis, Aug2010, Vol. 45 Issue 4, p1055-1076
- Diavatopoulos, Dean; Fodor, Andy; Howton, Shawn D.; Howton, Shelly W.: The Predictive Power of REIT Implied Volatility and Implied Idiosyncratic Volatility. // Journal of Real Estate Portfolio Management, Jan-Apr2010, Vol. 16 Issue 1, p29-38
- Caglayan, Mustafa; Jing Di.: Does Real Exchange Rate Volatility Affect Sectoral Trade Flows? // Southern Economic Journal, Oct2010, Vol. 77 Issue 2, p313-335
- Simlai, Pradosh.: What drives the implied volatility of index options? // Journal of Derivatives & Hedge Funds, Aug2010, Vol. 16 Issue 2, p85-99
- Wang, Kent.: Forecasting volatilities in equity, bond and money markets: A market-based approach. // Australian Journal of Management, Aug2010, Vol. 35 Issue 2, p165-180
- David T. L. Siu; Okunev, John.: Forecasting exchange rate volatility: a multiple horizon comparison using historical, realized and implied volatility measures. // Journal of Forecasting, Sep2009, Vol. 28 Issue 6, p465-486
- Rakowski, David.: Fund Flow Volatility and Performance. // Journal of Financial & Quantitative Analysis, Feb2010, Vol. 45 Issue 1, p223-237
- Brous, Peter; Ince, Ufuk; Popova, Ivilina.: Volatility forecasting and liquidity: Evidence from individual stocks. // Journal of Derivatives & Hedge Funds, Aug2010, Vol. 16 Issue 2, p144-159
- Malmsten, Hans; Teräsvirta, Timo.: Stylized Facts of Financial Time Series and Three Popular Models of Volatility. // European Journal of Pure & Applied Mathematics, 2010, Vol. 3 Issue 3, p443-477
- Dennis, Patrick; Mayhew, Stewart; Stivers, Chris.: Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon. // Journal of Financial & Quantitative Analysis, Jun2006, Vol. 41 Issue 2, p381-406
- Chan, Wing Hong; Jha, Ranjini; Kalimipalli, Madhu.: THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY. // Journal of Financial Research, Fall2009, Vol. 32 Issue 3, p231-259
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