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Example bridging paper out of each community
| Community | # | Paper |
|---|---|---|
| Predictability and modelling | I | Hansen (2005) |
| Diebold and Mariano (1995) | ||
| Oil and stock markets | II | Jones and Kaul (1996) |
| Khalfaoui et al. (2015) | ||
| Regimes and shocks | III | Granger and Hyung (2004) |
| Klaassen (2002) | ||
| Dynamics and copulas | IV | Engle and Kroner (1995) |
| Joe (2005) | ||
| Volatility and asymmetry | V | Glosten et al. (1993) |
| Patton (2011) |
