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Liu, Fei, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and von Mettenheim, Hans-Jorg (2018) Forecasting and trading high frequency volatility on large indices. QUANTITATIVE FINANCE, 18 (5). pp. 737-748.

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Klionsky, Daniel J, Abdelmohsen, Kotb, Abe, Akihisa, Abedin, Md Joynal, Abeliovich, Hagai, Arozena, Abraham Acevedo, Adachi, Hiroaki, Adams, Christopher M, Adams, Peter D, Adeli, Khosrow et al (show 2450 more authors) , Adhihetty, Peter J, Adler, Sharon G, Agam, Galila, Agarwal, Rajesh, Aghi, Manish K, Agnello, Maria, Agostinis, Patrizia, Aguilar, Patricia V, Aguirre-Ghiso, Julio, Airoldi, Edoardo M, Ait-Si-Ali, Slimane, Akematsu, Takahiko, Akporiaye, Emmanuel T, Al-Rubeai, Mohamed, Albaiceta, Guillermo M, Albanese, Chris, Albani, Diego, Albert, Matthew L, Aldudo, Jesus, Alguel, Hana, Alirezaei, Mehrdad, Alloza, Iraide, Almasan, Alexandru, Almonte-Beceril, Maylin, Alnemri, Emad S, Alonso, Covadonga, Altan-Bonnet, Nihal, Altieri, Dario C, Alvarez, Silvia, Alvarez-Erviti, Lydia, Alves, Sandro, Amadoro, Giuseppina, Amano, Atsuo, Amantini, Consuelo, Ambrosio, Santiago, Amelio, Ivano, Amer, Amal O, Amessou, Mohamed, Amon, Angelika, An, Zhenyi, Anania, Frank A, Andersen, Stig U, Andley, Usha P, Andreadi, Catherine K, Andrieu-Abadie, Nathalie, Anel, Alberto, Ann, David K, Anoopkumar-Dukie, Shailendra, Antonioli, Manuela, Aoki, Hiroshi, Apostolova, Nadezda, Aquila, Saveria, Aquilano, Katia, Araki, Koichi, Arama, Eli, Aranda, Agustin, Araya, Jun, Arcaro, Alexandre, Arias, Esperanza, Arimoto, Hirokazu, Ariosa, Aileen R, Armstrong, Jane L, Arnould, Thierry, Arsov, Ivica, Asanuma, Katsuhiko, Askanas, Valerie, Asselin, Eric, Atarashi, Ryuichiro, Atherton, Sally S, Atkin, Julie D, Attardi, Laura D, Auberger, Patrick, Auburger, Georg, Aurelian, Laure, Autelli, Riccardo, Avagliano, Laura, Avantaggiati, Maria Laura, Avrahami, Limor, Awale, Suresh, Azad, Neelam, Bachetti, Tiziana, Backer, Jonathan M, Bae, Dong-Hun, Bae, Jae-Sung, Bae, Ok-Nam, Bae, Soo Han, Baehrecke, Eric H, Baek, Seung-Hoon, Baghdiguian, Stephen, Bagniewska-Zadworna, Agnieszka, Bai, Hua, Bai, Jie, Bai, Xue-Yuan, Bailly, Yannick, Balaji, Kithiganahalli Narayanaswamy, Balduini, Walter, Ballabio, Andrea, Balzan, Rena, Banerjee, Rajkumar, Banhegyi, Gabor, Bao, Haijun, Barbeau, Benoit, Barrachina, Maria D, Barreiro, Esther, Bartel, Bonnie, Bartolome, Alberto, Bassham, Diane C, Bassi, Maria Teresa, Bast, Robert C Jr, Basu, Alakananda, Batista, Maria Teresa, Batoko, Henri, Battino, Maurizio, Bauckman, Kyle, Baumgarner, Bradley L, Bayer, K Ulrich, Beale, Rupert, Beaulieu, Jean-Francois, Beck, George R Jr, Becker, Christoph, Beckham, J David, Bedard, Pierre-Andre, Bednarski, Patrick J, Begley, Thomas J, Behl, Christian, Behrends, Christian, Behrens, Georg MN, Behrns, Kevin E, Bejarano, Eloy, Belaid, Amine, Belleudi, Francesca, Benard, Giovanni, Berchem, Guy, Bergamaschi, Daniele, Bergami, Matteo, Berkhout, Ben, Berliocchi, Laura, Bernard, Amelie, Bernard, Monique, Bernassola, Francesca, Bertolotti, Anne, Bess, Amanda S, Besteiro, Sebastien, Bettuzzi, Saverio, Bhalla, Savita, Bhattacharyya, Shalmoli, Bhutia, Sujit K, Biagosch, Caroline, Bianchi, Michele Wolfe, Biard-Piechaczyk, Martine, Billes, Viktor, Bincoletto, Claudia, Bingol, Baris, Bird, Sara W, Bitoun, Marc, Bjedov, Ivana, Blackstone, Craig, Blanc, Lionel, Blanco, Guillermo A, Blomhoff, Heidi Kiil, Boada-Romero, Emilio, Boeckler, Stefan, Boes, Marianne, Boesze-Battaglia, Kathleen, Boise, Lawrence H, Bolino, Alessandra, Boman, Andrea, Bonaldo, Paolo, Bordi, Matteo, Bosch, Jurgen, Botana, Luis M, Botti, Joelle, Bou, German, Bouche, Marina, Bouchecareilh, Marion, Boucher, Marie-Josee, Boulton, Michael E, Bouret, Sebastien G, Boya, Patricia, Boyer-Guittaut, Michaeel, Bozhkov, Peter V, Brady, Nathan, Braga, Vania MM, Brancolini, Claudio, Braus, Gerhard H, Bravo-San Pedro, Jose M, Brennan, Lisa A, Bresnick, Emery H, Brest, Patrick, Bridges, Dave, Bringer, Marie-Agnes, Brini, Marisa, Brito, Glauber C, Brodin, Bertha, Brookes, Paul S, Brown, Eric J, Brown, Karen, Broxmeyer, Hal E, Bruhat, Alain, Brum, Patricia Chakur, Brumell, John H, Brunetti-Pierri, Nicola, Bryson-Richardson, Robert J, Buch, Shilpa, Buchan, Alastair M, Budak, Hikmet, Bulavin, Dmitry V, Bultman, Scott J, Bultynck, Geert, Bumbasirevic, Vladimir, Burelle, Yan, Burke, Robert E, Burmeister, Margit, Buetikofer, Peter, Caberlotto, Laura, Cadwell, Ken, Cahova, Monika, Cai, Dongsheng, Cai, Jingjing, Cai, Qian, Calatayud, Sara, Camougrand, Nadine, Campanella, Michelangelo, Campbell, Grant R, Campbell, Matthew, Campello, Silvia, Candau, Robin, Caniggia, Isabella, Cantoni, Lavinia, Cao, Lizhi, Caplan, Allan B, Caraglia, Michele, Cardinali, Claudio, Cardoso, Sandra Morais, Carew, Jennifer S, Carleton, Laura A, Carlin, Cathleen R, Carloni, Silvia, Carlsson, Sven R, Carmona-Gutierrez, Didac, Carneiro, Leticia AM, Carnevali, Oliana, Carra, Serena, Carrier, Alice, Carroll, Bernadette, Casas, Caty, Casas, Josefina, Cassinelli, Giuliana, Castets, Perrine, Castro-Obregon, Susana, Cavallini, Gabriella, Ceccherini, Isabella, Cecconi, Francesco, Cederbaum, Arthur I, Cena, Valentin, Cenci, Simone, Cerella, Claudia, Cervia, Davide, Cetrullo, Silvia, Chaachouay, Hassan, Chae, Han-Jung, Chagin, Andrei S, Chai, Chee-Yin, Chakrabarti, Gopal, Chamilos, Georgios, Chan, Edmond YW, Chan, Matthew TV, Chandra, Dhyan, Chandra, Pallavi, Chang, Chih-Peng, Chang, Raymond Chuen-Chung, Chang, Ta Yuan, Chatham, John C, Chatterjee, Saurabh, Chauhan, Santosh, Che, Yongsheng, Cheetham, Michael E, Cheluvappa, Rajkumar, Chen, Chun-Jung, Chen, Gang, Chen, Guang-Chao, Chen, Guoqiang, Chen, Hongzhuan, Chen, Jeff W, Chen, Jian-Kang, Chen, Min, Chen, Mingzhou, Chen, Peiwen, Chen, Qi, Chen, Quan, Chen, Shang-Der, Chen, Si, Chen, Steve S-L, Chen, Wei, Chen, Wei-Jung, Chen, Wen Qiang, Chen, Wenli, Chen, Xiangmei, Chen, Yau-Hung, Chen, Ye-Guang, Chen, Yin, Chen, Yingyu, Chen, Yongshun, Chen, Yu-Jen, Chen, Yue-Qin, Chen, Yujie, Chen, Zhen, Chen, Zhong, Cheng, Alan, Cheng, Christopher HK, Cheng, Hua, Cheong, Heesun, Cherry, Sara, Chesney, Jason, Cheung, Chun Hei Antonio, Chevet, Eric, Chi, Hsiang Cheng, Chi, Sung-Gil, Chiacchiera, Fulvio, Chiang, Hui-Ling, Chiarelli, Roberto, Chiariello, Mario, Chieppa, Marcello, Chin, Lih-Shen, Chiong, Mario, Chiu, Gigi NC, Cho, Dong-Hyung, Cho, Ssang-Goo, Cho, William C, Cho, Yong-Yeon, Cho, Young-Seok, Choi, Augustine MK, Choi, Eui-Ju, Choi, Eun-Kyoung, Choi, Jayoung, Choi, Mary E, Choi, Seung-Il, Chou, Tsui-Fen, Chouaib, Salem, Choubey, Divaker, Choubey, Vinay, Chow, Kuan-Chih, Chowdhury, Kamal, Chu, Charleen T, Chuang, Tsung-Hsien, Chun, Taehoon, Chung, Hyewon, Chung, Taijoon, Chung, Yuen-Li, Chwae, Yong-Joon, Cianfanelli, Valentina, Ciarcia, Roberto, Ciechomska, Iwona A, Ciriolo, Maria Rosa, Cirone, Mara, Claerhout, Sofie, Clague, Michael J ORCID: 0000-0003-3355-9479, Claria, Joan, Clarke, Peter GH, Clarke, Robert, Clementi, Emilio, Cleyrat, Cedric, Cnop, Miriam, Coccia, Eliana M, Cocco, Tiziana, Codogno, Patrice, Coers, Joern, Cohen, Ezra EW, Colecchia, David, Coletto, Luisa, Coll, Nuria S, Colucci-Guyon, Emma, Comincini, Sergio, Condello, Maria, Cook, Katherine L, Coombs, Graham H, Cooper, Cynthia D, Cooper, J Mark, Coppens, Isabelle, Corasaniti, Maria Tiziana, Corazzari, Marco, Corbalan, Ramon, Corcelle-Termeau, Elisabeth, Cordero, Mario D, Corral-Ramos, Cristina, Corti, Olga, Cossarizza, Andrea, Costelli, Paola, Costes, Safia, Costes, Safia, Coto-Montes, Ana, Cottet, Sandra, Couve, Eduardo, Covey, Lori R, Cowart, L Ashley, Cox, Jeffery S, Coxon, Fraser P, Coyne, Carolyn B, Cragg, Mark S, Craven, Rolf J, Crepaldi, Tiziana, Crespo, Jose L, Criollo, Alfredo, Crippa, Valeria, Cruz, Maria Teresa, Cuervo, Ana Maria, Cuezva, Jose M, Cui, Taixing, Cutillas, Pedro R, Czaja, Mark J, Czyzyk-Krzeska, Maria F, Dagda, Ruben K, Dahmen, Uta, Dai, Chunsun, Dai, Wenjie, Dai, Yun, Dalby, Kevin N, Valle, Luisa Dalla, Dalmasso, Guillaume, D'Amelio, Marcello, Damme, Markus, Darfeuille-Michaud, Arlette, Dargemont, Catherine, Darley-Usmar, Victor M, Dasarathy, Srinivasan, Dasgupta, Biplab, Dash, Srikanta, Dass, Crispin R, Davey, Hazel Marie, Davids, Lester M, Davila, David, Davis, Roger J, Dawson, Ted M, Dawson, Valina L, Daza, Paula, de Belleroche, Jackie, de Figueiredo, Paul, Bressan Queiroz de Figueiredo, Regina Celia, de la Fuente, Jose, De Martino, Luisa, De Matteis, Antonella, De Meyer, Guido RY, De Milito, Angelo, De Santi, Mauro, de Souza, Wanderley, De Tata, Vincenzo, De Zio, Daniela, Debnath, Jayanta, Dechant, Reinhard, Decuypere, Jean-Paul, Deegan, Shane, Dehay, Benjamin, Del Bello, Barbara, Del Re, Dominic P, Delage-Mourroux, Regis, Delbridge, Lea MD, Deldicque, Louise, Delorme-Axford, Elizabeth, Deng, Yizhen, Dengjel, Joern, Denizot, Melanie, Dent, Paul, Der, Channing J, Deretic, Vojo, Derrien, Benoit, Deutsch, Eric, Devarenne, Timothy P, Devenish, Rodney J, Di Bartolomeo, Sabrina, Di Daniele, Nicola, Di Domenico, Fabio, Di Nardo, Alessia, Di Paola, Simone, Di Pietro, Antonio, Di Renzo, Livia, DiAntonio, Aaron, Diaz-Araya, Guillermo, Diaz-Laviada, Ines, Diaz-Meco, Maria T, Diaz-Nido, Javier, Dickey, Chad A, Dickson, Robert C, Diederich, Marc, Digard, Paul, Dikic, Ivan, Dinesh-Kumar, Savithrama P, Ding, Chan, Ding, Wen-Xing, Ding, Zufeng, Dini, Luciana, Distler, Joerg HW, Diwan, Abhinav, Djavaheri-Mergny, Mojgan, Dmytruk, Kostyantyn, Dobson, Renwick CJ, Doetsch, Volker, Dokladny, Karol, Dokudovskaya, Svetlana, Donadelli, Massimo, Dong, X Charlie, Dong, Xiaonan, Dong, Zheng, Donohue, Terrence M Jr, Doran, Kelly S, D'Orazi, Gabriella, Dorn, Gerald WII, Dosenko, Victor, Dridi, Sami, Drucker, Liat, Du, Jie, Du, Li-Lin, Du, Lihuan, du Toit, Andre, Dua, Priyamvada, Duan, Lei, Duann, Pu, Dubey, Vikash Kumar, Duchen, Michael R, Duchosal, Michel A, Duez, Helene, Dugail, Isabelle, Dumit, Veronica I, Duncan, Mara C, Dunlop, Elaine A, Dunn, William A Jr, Dupont, Nicolas, Dupuis, Luc, Duran, Raul V, Durcan, Thomas M, Duvezin-Caubet, Stephane, Duvvuri, Umamaheswar, Eapen, Vinay, Ebrahimi-Fakhari, Darius, Echard, Arnaud, Eckhart, Leopold, Edelstein, Charles L, Edinger, Aimee L, Eichinger, Ludwig, Eisenberg, Tobias, Eisenberg-Lerner, Avital, Eissa, N Tony, El-Deiry, Wafik S, El-Khoury, Victoria, Elazar, Zvulun, Eldar-Finkelman, Hagit, Elliott, Chris JH, Emanuele, Enzo, Emmenegger, Urban, Engedal, Nikolai, Engelbrecht, Anna-Mart, Engelender, Simone, Enserink, Jorrit M, Erdmann, Ralf, Erenpreisa, Jekaterina, Eri, Rajaraman, Eriksen, Jason L, Erman, Andreja, Escalante, Ricardo, Eskelinen, Eeva-Liisa, Espert, Lucile, Esteban-Martinez, Lorena, Evans, Thomas J, Fabri, Mario, Fabrias, Gemma, Fabrizi, Cinzia, Facchiano, Antonio, Faergeman, Nils J, Faggioni, Alberto, Fairlie, W Douglas, Fan, Chunhai, Fan, Daping, Fan, Jie, Fang, Shengyun, Fanto, Manolis, Fanzani, Alessandro, Farkas, Thomas, Faure, Mathias, Favier, Francois B, Fearnhead, Howard, Federici, Massimo, Fei, Erkang, Felizardo, Tania C, Feng, Hua, Feng, Yibin, Feng, Yuchen, Ferguson, Thomas A, Fernandez, Alvaro F, Fernandez-Barrena, Maite G, Fernandez-Checa, Jose C, Fernandez-Lopez, Arsenio, Fernandez-Zapico, Martin E, Feron, Olivier, Ferraro, Elisabetta, Ferreira-Halder, Carmen Verissima, Fesus, Laszlo, Feuer, Ralph, Fiesel, Fabienne C, Filippi-Chiela, Eduardo C, Filomeni, Giuseppe, Fimia, Gian Maria, Fingert, John H, Finkbeiner, Steven, Finkel, Toren, Fiorito, Filomena, Fisher, Paul B, Flajolet, Marc, Flamigni, Flavio, Florey, Oliver, Florio, Salvatore, Floto, R Andres, Folini, Marco, Follo, Carlo, Fon, Edward A, Fornai, Francesco, Fortunato, Franco, Fraldi, Alessandro, Franco, Rodrigo, Francois, Arnaud, Francois, Aurelie, Frankel, Lisa B, Fraser, Iain DC, Frey, Norbert, Freyssenet, Damien G, Frezza, Christian, Friedman, Scott L, Frigo, Daniel E, Fu, Dongxu, Fuentes, Jose M, Fueyo, Juan, Fujitani, Yoshio, Fujiwara, Yuuki, Fujiya, Mikihiro, Fukuda, Mitsunori, Fulda, Simone, Fusco, Carmela, Gabryel, Bozena, Gaestel, Matthias, Gailly, Philippe, Gajewska, Malgorzata, Galadari, Sehamuddin, Galili, Gad, Galindo, Inmaculada, Galindo, Maria F, Galliciotti, Giovanna, Galluzzi, Lorenzo, Galluzzi, Luca, Galy, Vincent, Gammoh, Noor, Gandy, Sam, Ganesan, Anand K, Ganesan, Swamynathan, Ganley, Ian G, Gannage, Monique, Gao, Fen-Biao, Gao, Feng, Gao, Jian-Xin, Garcia Nannig, Lorena, Vescovi, Eleonora Garcia, Garcia-Macia, Marina, Garcia-Ruiz, Carmen, Garg, Abhishek D, Garg, Pramod Kumar, Gargini, Ricardo, Gassen, Nils Christian, Gatica, Damian, Gatti, Evelina, Gavard, Julie, Gavathiotis, Evripidis, Ge, Liang, Ge, Pengfei, Ge, Shengfang, Gean, Po-Wu, Gelmetti, Vania, Genazzani, Armando A, Geng, Jiefei, Genschik, Pascal, Gerner, Lisa, Gestwicki, Jason E, Gewirtz, David A, Ghavami, Saeid, Ghigo, Eric, Ghosh, Debabrata, Giammarioli, Anna Maria, Giampieri, Francesca, Giampietri, Claudia, Giatromanolaki, Alexandra, Gibbings, Derrick J, Gibellini, Lara, Gibson, Spencer B, Ginet, Vanessa, Giordano, Antonio, Giorgini, Flaviano, Giovannetti, Elisa, Girardin, Stephen E, Gispert, Suzana, Giuliano, Sandy, Gladson, Candece L, Glavic, Alvaro, Gleave, Martin, Godefroy, Nelly, Gogal, Robert M Jr, Gokulan, Kuppan, Goldman, Gustavo H, Goletti, Delia, Goligorsky, Michael S, Gomes, Aldrin V, Gomes, Ligia C, Gomez, Hernando, Gomez-Manzano, Candelaria, Gomez-Sanchez, Ruben, Goncalves, Dawit AP, Goncu, Ebru, Gong, Qingqiu, Gongora, Celine, Gonzalez, Carlos B, Gonzalez-Alegre, Pedro, Gonzalez-Cabo, Pilar, Ana Gonzalez-Polo, Rosa, Goping, Ing Swie, Gorbea, Carlos, Gorbunov, Nikolai V, Goring, Daphne R, Gorman, Adrienne M, Gorski, Sharon M, Goruppi, Sandro, Goto-Yamada, Shino, Gotor, Cecilia, Gottlieb, Roberta A, Gozes, Illana, Gozuacik, Devrim, Graba, Yacine, Graef, Martin, Granato, Giovanna E, Grant, Gary Dean, Grant, Steven, Gravina, Giovanni Luca, Green, Douglas R, Greenhough, Alexander, Greenwood, Michael T, Grimaldi, Benedetto, Gros, Frederic, Grose, Charles, Groulx, Jean-Francois, Gruber, Florian, Grumati, Paolo, Grune, Tilman, Guan, Jun-Lin, Guan, Kun-Liang, Guerra, Barbara, Guillen, Carlos, Gulshan, Kailash, Gunst, Jan, Guo, Chuanyong, Guo, Lei, Guo, Ming, Guo, Wenjie, Guo, Xu-Guang, Gust, Andrea A, Gustafsson, Asa B, Gutierrez, Elaine, Gutierrez, Maximiliano G, 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Hofman, Paul, Hoeglinger, Guenter U, Hoehfeld, Joerg, Holz, Marina K, Hong, Yonggeun, Hood, David A, Hoozemans, Jeroen JM, Hoppe, Thorsten, Hsu, Chin, Hsu, Chin-Yuan, Hsu, Li-Chung, Hu, Dong, Hu, Guochang, Hu, Hong-Ming, Hu, Hongbo, Hu, Ming Chang, Hu, Yu-Chen, Hu, Zhuo-Wei, Hua, Fang, Hua, Ya, Huang, Canhua, Huang, Huey-Lan, Huang, Kuo-How, Huang, Kuo-Yang, Huang, Shile, Huang, Shiqian, Huang, Wei-Pang, Huang, Yi-Ran, Huang, Yong, Huang, Yunfei, Huber, Tobias B, Huebbe, Patricia, Huh, Won-Ki, Hulmi, Juha J, Hur, Gang Min, Hurley, James H, Husak, Zvenyslava, Hussain, Sabah NA, Hussain, Salik, Hwang, Jung Jin, Hwang, Seungmin, Hwang, Thomas IS, Ichihara, Atsuhiro, Imai, Yuzuru, Imbriano, Carol, Inomata, Megumi, Into, Takeshi, Iovane, Valentina, Iovanna, Juan L, Iozzo, Renato V, Ip, Nancy Y, Irazoqui, Javier E, Iribarren, Pablo, Isaka, Yoshitaka, Isakovic, Aleksandra J, Ischiropoulos, Harry, Isenberg, Jeffrey S, Ishaq, Mohammad, Ishida, Hiroyuki, Ishii, Isao, Ishmael, Jane E, Isidoro, 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