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References

Published:2010-03-31 Issue: Volume: Page:479-520
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Container-title:ARCH Models for Financial Applications
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John Wiley & Sons, Ltd

Reference850 articles.

1. Trading-round-the clock: Return, volatility and volume spillovers in the Eurodollar futures market;Abhyankar;Pacific-Basin Finance Journal,1995

2. Exact Bahadur efficiencies for theKolmogorov-Smirnov and Kuiper one- and two-sample statistics;Abrahamson;Annals of Mathematical Statistics,1967

3. Spectral measures of risk: A coherent representation of subjective risk aversion;Acerbi;Journal of Banking and Finance,2002

4. Acerbi , C. Nordio , C. Sirtori , C. 2001 http://www.gloriamundi.org/var/wps.html.

5. Non-linear dynamics in futures prices: Evidence from the Coffee, Sugar and Cocoa Exchange;Adrangi;Applied Financial Economics,2003

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