2Engle, R. F. , Lilien, D. M. , Robins, R. P. , Estimating time varying-risk premia in the term structure:the ARCH-M model [J]. econometrica, 1987,55 : 391-407.
3Nelson, D. B, Conditional heteroskedasticity in asset returns: A new approach [J]. Econometrica, 1991,59:347-370.
4De Schepper, A., Goovaerts, M.J., The GARCH(1,1)-M model: results for the densities of the variance and the mean [J]. Insurance: Mathematics and Economics, 1999,24: 83-94.
5Engle, R. F. , Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation [J]. Econometrica, 1982,50 : 987-1008.
7[R]Engle, R. F. and Bollerslev, T., Modeling the persistence of conditional variances .[J].Econometric Reviezos, 1986,5 : 1-50.
8Randner R. Monitoring Cooperative Agreement in a Repeated Principal -- Agent Relationship[J]. Econometrica.1981, 49 (3) : 1127--1148.
9Fama E.Agency Problems and the Theory of the Firm[J].Journal of Political Economy:1 980,88(1):288—307.
10Paul Gompers and Josh Lerner. An analysis of compensation in the U.S. venture capital partnership[J]. Journal of Financial Economics 1999, 51 (1): 3--44.
