1Engle, Robert,Victor K. Ng.Measuring and Testing the Impact of News on Volatility[J].Journal of Finance,1993,(48).
2Nelson, Daniel B. Conditional Heterosdasticity in Asset Returns: A News Approach[J].Econometrica,1991,(59).
3Zakoian ,J.M.Threshold Heteroskedastic Models [J],Journal of Economic Dynamics and Control,1994,(18).
4Glosten,L.R., Jagannathan,D.Runkle.On the Relation between the Expected Value and Volatility of the Nominal Excess Return on Stocks[J].Journal of Finance,1993,(48).