[
  {
    "title": "Is no news still good news? Volatility feedback revisited",
    "author": [
      {
        "given": "Jedrzej",
        "family": "Bialkowski",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Sanghyun",
        "family": "Hong",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Moritz",
        "family": "Wagner",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "year": "2025",
    "journal": "Pacific-Basin Finance Journal",
    "volume": "91",
    "pages": "102708",
    "doi": "10.1016/j.pacfin.2025.102708"
  },
  {
    "title": "qgarch: Quadratic GARCH-in-Mean Models for Volatility Feedback",
    "author": [
      {
        "given": "Jedrzej",
        "family": "Bialkowski",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Sanghyun",
        "family": "Hong",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Moritz",
        "family": "Wagner",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "year": "2026",
    "note": "R package version 0.1.0",
    "url": "https://github.com/sho-125/qgarch"
  }
]