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Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
Patton, Andrew, (2004)
Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity
Timmermann, Allan, (2004)
Does Beta Move with News? Systematic Risk and Firm-Specific Information Flows
Verardo, Michela, (2009)