@incollection{,
	
					
					
					103FF44DA5C5658BB34862A26FAC80D5
				,
	author={{Zi-YiGuo}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}172111
}

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	title={{Empirical performance of GARCH models with heavy-tailed innovations}}
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	year={2016}
		
	
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@incollection{b1,
	
	
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@incollection{b2,
	
	
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@incollection{b5,
	
	
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@incollection{b11,
	
	
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@incollection{b14,
	
	
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@incollection{b15,
	
	
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@incollection{b16,
	
	
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@incollection{b18,
	
	
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	title={{Price discovery for copper futures in informationally linked markets}}
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@incollection{b19,
	
	
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@incollection{b20,
	
	
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	title={{Information transmission in informationally linked markets: Evidence from US and Chinese commodity futures markets}}
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@incollection{b21,
	
	
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	title={{Price discovery and volatility spillovers in the DJIA index and futures markets}}
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			8
			
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@incollection{b22,
	
	
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	title={{Price discovery in the hang seng index markets: Index, futures, and the tracker fund}}
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	author={{
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}