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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S., (1999)
An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
Hong, Yongmiao, (2007)
Efficient estimation in heteroscedastic varying coefficient models
Wei, Chuanhua, (2015)
A test for volatility spillover with application to exchange rates
Hong, Yongmiao, (2001)
Testing for independence between two stationary time series via the empirical characteristic function