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6Engle, Robert,Victor K. Ng.Measuring and Testing the Impact of News on Volatility[J].Journal of Finance,1993,(48).
7Nelson, Daniel B. Conditional Heterosdasticity in Asset Returns: A News Approach[J].Econometrica,1991,(59).
8Zakoian ,J.M.Threshold Heteroskedastic Models [J],Journal of Economic Dynamics and Control,1994,(18).
9Glosten,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).
10Engle, R. F. Autoregressive Conditional Heteroscedaticity with Estimates of theVarianee of UK Inflation [ J ]. Econometrica, 1982 ( 50 ) : 987 - 1008.
