This paper has been announced in the following NEP Reports:

• NEP-ALL-2006-10-28 (All new papers)
• NEP-CFN-2006-10-28 (Corporate Finance)
• NEP-ECM-2006-10-28 (Econometrics)
• NEP-ETS-2006-10-28 (Econometric Time Series)
• NEP-RMG-2006-10-28 (Risk Management)

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17. Peter F. Christoffersen & Francis X. Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers 10009, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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21. repec:cup:etheor:v:11:y:1995:i:4:p:699-720 is not listed on IDEAS
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1. Kovačić, Zlatko, 2007. "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper 5319, University Library of Munich, Germany. [Downloadable!]