9Pong, S., Shackleton, M., Taylor, S. and Xu, X., 2004,"Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models", Journal of Banking and Finance, Vol. 28, Iss.10, pp.2541-2563.
10Poon, S. and Granger, C., 2002, "Forecasting Volatility in Financial Markets: A Review", Working Paper.