C. , J. Y. , L. , A. W. Mk, and A. C. , The Econometrics of Financial Markets, 1997.

C. R. , R. E. Paper, and . Stern, A Component Model for Dynamic Correlations, 2009.

S. , A. T. , T. T. Anderson, R. A. Davis, J. Kreiss et al., Multivariate GARCH Models. in Handbook of Financial Time Series Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice, The Annals of Statistics, vol.26, pp.1356-1378, 1998.