Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns
Andreas Kaeck, Paulo Rodrigues, Norman J. Seeger
Journal of Economic Dynamics and Control, vol. 90, 2018, p. 1-29.

Equity Index Variance: Evidence from Flexible Parametric Jump-Diffusion Models
Andreas Kaeck, Paulo Rodrigues, Norman J. Seeger
Journal of Banking and Finance, vol. 83, 2017, p. 85-103.