2DEMIRER R, LIEN D. Correlation and return dispersion dynamics in chinese market [ J ]. International Review of Financial Analysis,2005,14(4) :477 -491.
3BLACK F, SCHOLES M. The pricing of options and corporate liabilities [ J ]. Journal of Political Economy, 1973,81 (3) :637 - 654.
4LO A, WANG J. Implementing option pricing models when asset returns are predictable [ J ]. Journal of Finance, 1995,50( 1 ) :87 - 129.
5PERELLO J, MASOLIVER J. Option pricing and perfect hedging on correlated stocks [ J]. Physica A,2003 (330) :622 -652.
6PERELLO J, MASOLIVER J. The effect of non - ideal market conditions on option pricing [J]. Physica A, 2002 ( 308 ) :420 - 442.
7PERELLO J, MASOLIVER J, ANENTO N. A comparison between several correlated stochastic volatility models [ J]. Physica A,2004(344) : 134 - 137.
8FRENCH K,ROLL R. Stock return variances: the arrival of information and the reaction of traders [ J ]. Journal of Financial Economics, 1986 ( 17 ) :5 - 26.
9LO A, MACKINLAY A C. Data - snooping biases in tests of financial asset pricing models [ J ]. Review of Financial Studies, 1990 ( 3 ) :431 - 468.
10LO A, MACKINLAY A C. Stock market prices do not follow random walks: evidence from a simple specification test [ J]. Review of Financial Studies, 1988 (1) :41 -66.