5Mittnik,S.and Rachev,S,T,1993.Modeling asset Returns with alternative stable distribution[J].Econometric Review.vol.12,261-330. 被引量：1
6Campbell,J,Y.and Hentschel,L,1992.No News is good news:a asymmetric model of changing volatility In stock returns[J].Journal of Financial Economic.,vol.31,281 -318. 被引量：1
7Guo Jun Wu,2001.The determinants of asymmetric volatility[J].The Review of Financial Studies.vol.14,837-859. 被引量：1
