3Mukherjee, K., Mishra, R. K. Stock Market Integration and Volatility Spillover: India and its Major Asian Counterparts[J].Research in International Business and Finance,2010,(24).
4Bhar, R., Nikolova, B. Return, Volatility Spillovers and Dynamic Correlation in the BRIC Equity Markets: An Analysis Using a Bivariate EGARCH Framework[J].Global Finance Journal, 2009,(19).
5Tully, E., Lucey, B. M. A Power GARCH Examination of the Gold Market[J].Research in International Business and Finance,2007, (6).
6Jonathan A. Batten. Volatility in the Gold Futures Market[J].International Integration Studies,2007,(2).
7Lucey, B. M., Tully, E. Seasonality, Risk and Return in Daily COMEX Gold and Silver Data 1982-2002[J].Internation Integration Studies.2005.(3).
8Engle, R., David, L., Russell, R. Estimating Time Varying Risk Premium in the Term Structure:the ARCH Model[J].Econometrica, 1987,(55).
9Pagan. The Econometrics of Financial Markets[J].Journal of Empirical Finance,1996,(3).
10Nelson, D. B. Conditional Heteroskedasticity in Asset Returns:a New Approach[J].Econometrica,1991,(59).