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本附件包括：

• Volatility Forecasts in Financial Time Series with HMM-GARCH Models.pdf
• W1RMX4ACFA2G5L2V.pdf
• A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index.pdf
• Analytical Score for Multivariate GARCH Models.pdf
• Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences.pdf
• Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data.pdf
• Intraday Return Volatility Process- Evidence from NASDAQ Stocks.pdf
• Modeling Shanghai stock market volatility.pdf