1.
题名：Bivariate garch estimation of the optimal commodity futures Hedge

作者：Richard T. Baillie 1, Robert J. Myers 

期刊全称:Journal of Applied Econometrics

年份与页码:Volume 6 Issue 2, Pages 109 - 124

4

题名：Asymmetric predictability of conditional variances

作者：Richard T. Baillie 1, Robert J. Myers 

期刊全称:Review of Financial Studies

作者:J Conrad, MN Gultekin, G Kaul

年份与页码:1991

 5

题名：Multivariate simultaneous generalized ARCH

期刊全称:Econometric Theory

作者:RF Engle, KF Kroner

7 

题名：Evaluating the hedging performance of the constant-correlation GARCH model

期刊全称: Applied Financial Economics

作者:D Lien, YK Tse, AKC Tsui

年份:2002

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