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Information and volatility linkages in the stock, bond, and money markets, , и . Journal of Financial Economics, 49 (1): 111--137 (01.07.1998)The world ex ante risk premium: an empirical investigation. Journal of International Money and Finance, 17 (6): 967--999 (01.12.1998)The economic value of volatility timing using "realized" volatility, , и . Journal of Financial Economics, 67 (3): 473--509 (марта 2003)Bootstrap tests of multiple inequality restrictions on variance ratios, , и . Economics Letters, 91 (3): 343--348 (июня 2006)