2Clark P.A subordinated stochastic process model with finite variance for speculative process[J].Econometrica,1973,41:135-155.
3Taylor S J.Modelling stochastic volatility:a review and comparative study[J].Mathematical Finance,1994,4(2):183-204.
4Harvey A C,Ruiz E,Shephard N.Multivariate stochastic variance models[J].Review of Economic Studies,1994,61:247-267.
5Kim S,Shephard N,Chib S.Stochastic volatility:likelihood inference and comparison with ARCH models[J].Review of Economic Studies,1998,65:361-393.
6Koopman S J.Shephard J,and J.Doornik.Review of SsfPack 2.2:statistical algorithms for models in state space[J].Economics Journal,1999,2:113-116.
7Zhang Shiying,Fan Zhi.Cointegration Theory and Volatility Models:Financial Time Series Analysis and Application[M].Beijing:Tsinghua University Press,2004:308-322.
