Information spillover effect and autoregressive conditional duration models

chapter 1 Introduction -- chapter 2 Methodology to detect extreme risk spillover -- chapter 3 VaR estimation -- chapter 4 Extreme risk spillover between Chinese stock markets and international stock markets -- chapter 5 Information spillover effects between Chinese futures market and spot market -- chapter 6 How well can autoregressive duration models capture the price durations dynamics of foreign exchanges? -- chapter 7 Intraday effect -- chapter 8 Conclusions and perspective studies.