1 Asymmetric multivariate normal mixture GARCH

Markus Haas，Stefan Mittnik , Marc S. Paolella
Computational Statistics & Data Analysis
Volume 53, Issue 6, 15 April 2009, Pages 2129-2154
The Fourth Special Issue on Computational Econometrics
http://www.sciencedirect.com/science/article/pii/S0167947307004860
2 Forecasting multivariate realized stock market volatility

Gregory H. Bauera  , Keith Vorkink,
Journal of Econometrics
Volume 160, Issue 1, January 2011, Pages 93-101
Realized Volatility
http://www.sciencedirect.com/science/article/pii/S0304407610000631
3 Sequential monitoring of minimum variance portfolio
Vasyl Golosnoy
AStA Advances in Statistical Analysis
Volume 91, Number 1, 39-55, DOI: 10.1007/s10182-006-0016-8
http://www.springerlink.com/content/m566824p5w41043u/