7Engle M, Granger R. Cointegration and error-correction: representation, estimation and testlng[J]. Econometrica, 1987, 55 (3):251-276.
8Johansen S. Estimation and hypothesis testing of cointegration vectors in gaussian vector autoregresslve models[J]. Econometrica, 1991(59):1 551-1 580.
9Johansen S. Likelihood-based inference in cointegrated vector autoregressive models[M]. Oxford: Oxford University Press, 1995.
10Mills TC. The econometric modeling of financial time series [M]. Cambridge: Cambridge University Press, 1999.191-277.