Eugenie Hol Uspensky

Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements

S. Koopman, Borus Jungbacker, Eugenie Hol Uspensky, 2004 .

Stock Index Volatility Forecasting with High Frequency Data

S. Koopman, Eugenie Hol Uspensky, Siem Jan Koopman, 2002 .