A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada
构建多变量GARCH模型，研究美国和加拿大之间股票收益与波动的国际传导机制，对理解跨国市场联动有参考价值。
(1995). A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada. Journal of Business & Economic Statistics: Vol. 13, No. 1, pp. 11-25.