3Schrand,C. M.The Association Between Stock-Price Interest Rate Sensitivity and Disclosures About Derivatives Instruments[].The Accounting Review.1997
二级参考文献6
1Bollerslev,Tim.Generalized Autoregressive Conditional Het2 eroskedasticity[J].Journal of Econometrics,1986,31(April),307-327.
2Bollershev,T.Generalized Autoregressive Conditional HetEroscedasticity[J].Journal of Econometrics1995,72,307-327.
3Engle,R.F.Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of United Kingdom Inflation[J].E2 conometrica,1982,50,987-1007.
4JamesD.Hamilton.Time Series Analysis[M].Princeton University Press,1996.
