Aftab, Hira (2019) Modelling and forecasting financial asset return and volatility spillovers: theory and applications. PhD thesis, James Cook University.

Aftab, Hira, Beg, A.B.M. Rabiul Alam, Sun, Sizhong, and Zhou, Zhang-Yue (2018) Multivariate BEKK-TGARCH approach to testing and predicting volatility spillovers & leverage effects. In: [Presented at the Asia-Pacific Conference on Economics & Finance 2018]. From: Asia-Pacific Conference on Economics & Finance 2018, 26-27 July 2018, Singapore.