This paper has been announced in the following NEP Reports:

• NEP-ALL-2006-05-20 (All new papers)
• NEP-ECM-2006-05-20 (Econometrics)
• NEP-ETS-2006-05-20 (Econometric Time Series)
• NEP-FIN-2006-05-20 (Finance)
• NEP-FMK-2006-05-20 (Financial Markets)
• NEP-FOR-2006-05-20 (Forecasting)

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1. Ahoniemi, Katja & Lanne, Markku, 2007. "Joint Modeling of Call and Put Implied Volatility," MPRA Paper 6318, University Library of Munich, Germany. [Downloadable!]
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   • Ahoniemi, Katja & Lanne, Markku, 2009. "Joint modeling of call and put implied volatility," International Journal of Forecasting, Elsevier, vol. 25(2), pages 239-258. [Downloadable!] (restricted)
2. Markku Lanne, 2006. "Forecasting Realized Volatility by Decomposition," Economics Working Papers ECO2006/20, European University Institute. [Downloadable!]
3. Christian T. Brownlees & Giampiero Gallo, 2008. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]