| Issue Date | Title | Author(s) |
| 24-Jan-2005 | The Rise in Firm-Level Volatility: Causes and Consequences | Comin, Diego; Philippon, Thomas |
| Oct-2005 | The Underlying Dynamics of Credit Correlations | Berd, Arthur; Engle, Robert; Voronov, Artem |
| 2-Aug-2005 | High Frequency Multiplicative Component GARCH | Engle, Robert F.; Sokalska, Magdalena E.; Chanda, Ananda |
| 12-Aug-2005 | The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes | Engle, Robert F.; Rangel, J. Gonzalo |
| Feb-2005 | Price Discovery in Tick Time | Frijnsy, Bart; Schotmanz, Peter |
