1Akgiray,V.Conditional Heteroscedasticity in Time Series of Stock Returns:Evidence and Forecasts[J].Journal of Business, 1989,62:55-80.
2Bollerslev,T.Generalized Autoregressive Conditional Heteroskedasticity[J].Journal of Econometrics,1986,31:307-327.
3Engle,R.F.Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of U.K. Inflation[J].Econometrica,1982,50:987-1008.
4Engle,R.F.and T.Bollerslev. Modelling the Persistence of Conditional Variances[J].Econometric Reviews,1986,5:1-50.
5Granger,C.W.J.Forecasting Stock Market Prices:Lessons for Forecasters[J].International Journal of Forecasting, 1992,8:3-13.
6Huber,Peter.Robust Statistical Procedures[M].Society for Industrial and Applied Mathematics/Philadelphia,1996,2nd edition.
7Pagan,A.R.and Schwert,G.W.Alternative Models for conditional Stock volatility[J]. Journal of Econometrics,1990,45:267-290.
8Staudte,Robert,and Simon Sheather.Robust Estimation and Testing[M].John Wiley & Sons/NewYork,1990.
9West,Kenneth,and Dogchul Cho.the Predictive A bility of Several Models to Exchange Rate Volatility[J]. Journal of Econometrics,1995,69:367-391.
10Campbell, J.Y., and P.Perron, 1991, Pitfalls and opportunities: What macroeconomists should know about unit roots [J]. NBER Macroeconomics Annual 6, 141 - 201.