@article{Gannon1998,
	title = {Structural models: Intra/Inter-day volatility transmission and spillover persistence of the HSI, HSIF and S\&P500 futures},
	author = {Gerard L. Gannon and Daniel F. S. Choi},
	journal = {International Review of Financial Analysis},
	number = {1},
	pages = {19--36},
	url = {http://www.sciencedirect.com/science/article/B6W4W-3YF47M5-G/1/8937121599fa69ea75d1962cb42768f7},
	volume = {7},
	year = {1998},
	biburl = {http://www.bibsonomy.org/bibtex/28453f0b74d602b41ebff2a6e851bd682/smicha},
	keywords = {Models Structural Volatility }
}