The Prediction for Index Futures Returns and the Relational Analysis of Spillover Effect. - Ling-Ming Kung; Shang-Wu Yu (JCIS, 2006)

Prediction of index futures returns and the analysis of financial spillovers - A comparison between GARCH and the grey theorem. - Ling-Ming Kung; Shang-Wu Yu (Eur. J. Oper. Res., 2008)