3Dhillon U S, I.asser D J, Watanabe T. Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets [J]. Journal of Banking& Finance 1997, (21): 1045- 1061.
4Xu X E, Fung H G. Cross - market linkages between U. S. and Japanese precious metals futures trading [ J]. Journal of International Financial Markets, Institutions and Money 2005, 15 (2) : 107- 124.
5Tastan H. Estimating time- varying conditional correlations between stock and foreign exchange markets [ J ]. Physica A: Statistical Mechanics and its Applications, 2006, 360 (2) :445 - 458.