3[1]Mills T C.The Econometric Modelling of Financial Time Series[M].CM:Cambridge University Press,1999. 被引量：1
4[3]Gourieroux C.ARCH Models and Financial Applications[M].New York:Springer-Verlag,1997. 被引量：1
5[4]Christie A.The Stochastic Behavior of Common Sock Variance:Value,Leverage and Interest Rate Effects[J].Journal of Financial Economics,1982,10:407～432 被引量：1
6[5]Song H,Liu X,Peter R.Stock Returns and Volatility:an Empirical Study of Chinese Stock Market[J].International Review of Applied Economics,1998,12(1):129～139 被引量：1
7[8]Engle R.Autoregressive Conditional Heteroscedasticity With Estimates of the Variance of U.K.Inflation Econometrica,1982,50 (4):987～ 1008 被引量：1
