1Glosten,L,R.Jagannathan,and D.Runkle.On the relation between the expected value and the volatility of the nominal excess return on stocks.Journal of Finance,1993,(48):1779-1901.
2Engle,Robert.Autogressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation,Econometrica,1982,(50):987-1007.
3Bollerslev T.Generalized autoregressive conditional heteroskedasticity,Journal of Econometrics,1986,(31):307-327.
4Poon, S., Granger, C., 2004. Forecasting volatility in financial markets: a review. Journal of Economic Literature 41, 478-539.
5Verbeek, M., 2000. A Guide to Modern Econometrics.
6West, K. D., D, Cho., 1995. The predictive ability of several models of exchange rate volatility.Journal of Econometrics,69,2,367-391.
7Aydemir,A.B.,1998.Volatility modelling in finance. Forecasting Volatility in the Financial Markets.
8Baillie,R.T.,Bollerslcw, T.,1989. the message in daily exchange rates:a conditional variance tale.Journal of Business and Economic Statistics,Vol.7,297-305.
9Bollerslev,T.,1986. Generalized autoregressive conditional heteroskedasticity.Journal of Econometrics,31,307-328.
10Bollerslev, T., Chou, R. Y., Kroner, K. K., 1992. ARCH modelling in finance, a review of the theory and empirical evidence.Journal of econometrics.Vol.52.5-59.
