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Tail-dependence in stock-return pairs
Fortin, Ines, (2002)
The dynamics of international stock index returns
Gulen, Huseyin, (2000)
Forecasting international equity market volatility : a new approach
Liang, Chao, (2022)
Bivariate and higher-order terms in models of international equity returns
Butler, Kirt Charles, (2007)
The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices
Butler, Kirt Charles, (2009)
Higher-Order Terms in Bivariate Returns to International Stock Market Indices
Butler, Kirt Charles, (2016)