4[1]AKGIRAY V,BOOTH G G,HATEM J J,MUSTAFA C.Conditional dependence in precious metal prices.Financial Review 1991,26:367-386.
5[2]URICH T J.Models of fluctuation in metal futures prices[ J].Journal of Futures Markets 2000,20:219-241.
6[3]FAMA E F,FRENCH K R.Business cycles and the behavior of metal prices[ J ].Journal of Finance 1988,43:1075-1093.
7[4]DHILLON U S,LASSER D J,WATANABE T.Volatility,information,and double versuswalrasian auction pricing in US and Japanese futures markets[J].Journal of Banking & Finance 1997,21:1045-1061.
8[5]CHOW Y F.Arbitrage,risk premium,and cointegration tests of the efficiency of futures markets[ J].Journal of Business Finance & Accounting 2001,28:693-713.
9[6]XU X E,FUNG H G.Cross-market linkages between U.S.and Japanese precious metals futures trading,Int.Fin.Markets,Inst.and Money 2005,15:107-124.
10[7]RAMAPRASAD B,SHIGEYUKI H.Information flow between price and trading volume in gold futures contracts[ J ].International Journal of Business and Economics 2004,(3):45-56.