1[1]Campell,J.Y.,Hentschel,L.No news is good news:an asymmetric model of changing volatility in stock returns.Journal of Financial Economics,1992,31:281-318.
2[2]Huisman,R.et al.Tail index estimates in small samples.Journal of Business and Economics Statistics,2001,19:208-216.
3[3]Jondeau,E.,Rockinger,M.Testing for differences in the tails of stock-market returns.Journal of Empirical Finance,2003,10:559-581.
4[4]Kozubowski,T.J.,Panorska,A.K.Testing symmetry under a skew laplace model.Journal of Statistical Planning and Inference,2004,120:41-63.