1Mandelbrot B. The variation of certain speculative prices[J]. Journal of Business, 1963, 36: 394-419.
2Fama E. The behavior of stock market prices[J]. Journal of Buisiness, 1965, 38: 34-105.
3Taylor S. Modeling Financial Time Series[M]. Chichester: John Wiley&:Sons, Chap. 1986, 2.
4Cont R. Empirical properties of asset returns: stylized facts and statistical issues[J]. Quantitative Finance. 2001, 1: 1-14.
5Officer R. The distribution of stock returns[J]. Journal of the American Statistical Association,1972, 67: 807-812.
6Akgiray V and Booth G. The stable-law model of stock returns[J]. Journal of Business &: Economic Statistics, 1988, 6: 51-57.
7Barndorff-Nielsen O. Exponentially decreasing distributions for the logarithm of particle size[J]. Proc Roy Soc London A, 1977, 353: 401-419.
8Eberlein E and Keller U. Hyperbolic distribution in finance[J]. Bernoulli, 1995, 1: 281-299.
9Barndorff-Nielsen O. Normal inverse gaussian distributions and stochastic volatility modelling[J]. Scandinavian Journal of Statistics, 1997, 24(1): 1-13.
10Prause K. Modeling Financial Data Using Generalized Hyperbolic Distribution[M1. FDM preprint 48, University of Freiburg, 1997.
