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VaR Prediction under Long Memory in Volatility., and . OR, page 123-128. Springer, (2010)Correction to: Volatility impacts on the European banking sector: GFC and COVID-19., , , and . Ann. Oper. Res., 332 (1): 1195 (January 2024)Equity index replication with standard and robust regression estimators., and . OR Spectrum, 22 (4): 525-543 (2000)Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany, and . Research in International Business and Finance, 18 (3): 237--251 (September 2004)Time-varying moments, idiosyncratic risk, and an application to hot-issue IPO aftermarket returns. Research in International Business and Finance, 18 (1): 59--72 (April 2004)Nonlinear term structure dependence: Copula functions, empirics, and risk implications, , and . Journal of Banking & Finance, 30 (4): 1171--1199 (April 2006)Interacting nodal semimetals with nonlinear bands, , , , , and . Phys. Rev. B, 109 (4): 045118 (Jan 10, 2024)Who gets phished? Insights from a Contextual Clustering Analysis Across Three Continents., , and . ECIS, (2022)Resistivity exponents in 3D Dirac semimetals from electron-electron interaction, , , , and . Phys. Rev. Lett., 126 (20): 206601 (May 20, 2021)On Tail Index Estimation and Financial Risk Management Implications.. OR, page 321-328. Springer, (2002)