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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco, (2006)
Estimating and Predicting Multivariate Volatility Thresholds in Global Stock Markets
Audrino, Francesco, (2003)
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben, (1995)
Asymmetric threshold linkages of inter-sector activity in international equity markets
Ahn, Eun S., (2011)
Volatility relationship between stock performance and real output
Ahn, Eun S., (2006)
Adaptive market hypothesis : evidence from the REIT market
Zhou, Jian, (2013)