1Black, F: Studies in Stock Price Volatility Changes [C]. Proceedings of the 1976 Business meeting of the Business and Economic Statistics.Section, 1976,177-181.
2Sehwert, W G : Stock Volatility and the Crash of 1987[J]. The Review of Financial Studies, 1990, (3): 77-102.
3Shiller, R K : Stock Prices and Social Dynamics [J].Brookings Papers on Economic Activity, 1984, (2): 457-498.
4Santana, E , and S Wadhwani : Feedback Traders and Stock Return Autocorrelation: Evidence from a Century of daily Data[J]. Economic Journal, 1992, (102): 415-425.
5Chou, P H : A Gibbs Sample Sampling Approach to the Estimation of Linear Regression Models Under Daily Price Limits [J]. Pacific Basin Finance Journal, 1992 , (5):39-62.