6HAMILTON, J. D. A new approach to the economic analysis of nonstationary time series and the business cycle [ J ]. Econometrica, 1989,57 : 357 - 384.
7JORION, P. Value at Risk: The New Benchmark for Controlling Market Risk[M] . Chicago: The McGraw - Hill Companies, Inc. 1997.
8MILLS, T. C. The Econometric Modelling of Financial Time Series: second edition[M] . Cambridge: Cambridge University Press. 1999.
9M. Dewatripont and E. Maskin, Credit and Efficiency in Centralized and Decentralized Economy. Review of Economic Studies, vol. 62, 1995.
10Caporale. T. and McKieman. B., The relationship between output volatility and growth : evidence from post war U K date,Scottish Journal of Political Economy, 1996, 43, pp. 229 -236.