1Bollerslev, T, Chou. R.Y, Kroner, K.F, 1992. ARCH modeling in finace: A review of the theory and empirical evidence[J] .Journal of Econometrics 52, 5 - 59.
2Bollerslev, T, Wooldridge, J.M, 1992. Quasi- maximum likelihood estimation and inference in dynamic models with time varying covariances[J]. Econometric Reviews 11, 143- 172.
3Dickey, D.A., Fuller, W.A., 1981. Likelihood ratio statistics for autoregressive time series with a unit root[J]. Journal of the American Statistical Association 74, 427 - 431.
5Hamori, S, 2000. Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan[J] . Japar and the World Economy 12, 143- 152.
6Nelson, D.B., 1991. Conditional heteroskedasticity in asset returns: A new approach. Econometrica 59, 347- 370.
7Sichel, D.E., 1993. Business cycle asymmetry: A deeper 1ook[J]. Economic Inquiry 31, 224- 236.
8Zakoian, J.M., 1994. Threshold heteroskedastic model[J].Journal of Economic Dynamics and Control 18, 931 - 955.
9Wooldridge,J.M.,Quasi-maximum likelihood estimation and inference in dynamic models with time varying covariances[J].Econometric Reviews,1992,11:143～172.
