先谢谢大家的帮忙
Gregory Koutmos, “MODELING THE DYNAMIC INTERDEPENDENCE OF MAJOR EUROPEAN STOCK MARKETS,” Journal of Business Finance & Accounting 23,7 (10, 1996): 975-988.
连结:http://onlinelibrary.wiley.com/doi/10.1111/j.1468-5957.1996.tb01035.x/abstract