2Cryer Jonathan D;Chan Kung-Sik.Time Series Analysis with Applications in R.Second EditionSecond Edition[M].{H}北京:机械工业出版社,2011164-228.
3Tsay Ruey S.Analysis of Financial Time Series.Second EditionSecond Edition[M].{H}北京:人民邮电出版社,201060-80.
4Luc Bauwens,Arie Preminger Jeroen,Rombouts V K. Theory and inference for a Markov switching GARCH model[R].CORE Discussion Paper,2007.218-244.
5李东风.统计软件教程SAS系统与S语言[M]{H}北京:人民邮电出版社,200660-80.
二级参考文献8
1Rainbow,K and P D Pray, The distribution of returns in syndey cool futures,in Barry A. Goss ed[ J] .Futures Markets:their establishment &performance, eroom helm, beekenham. 1985.
2So,J C, The sub - Caussian distribution of currency futures:stable paretian or nonstafionary? [ J].Review of Economics and Statistics, 1987,69:100 - 107.
3Serge,J A, On the distribution of financial futures prices changes, Financial futures prices changes[ J] .Financial Analyst Journal, 1989,5/6: 75 - 78.
4Najand, M. and K. Yung, Conditional heteroskedasticity and weekend effect in S&P 500 index futures[ J] ,Journal of Business Finance &Accounting, 1994,21:603 - 612.
5Engle R F, Autoregressive conditonal heteroskedasticity with estimates of the variance of united kingdom inflation[J]. Econometrica, 1982,55 : 987 - 1008.
