4James D.Hamihon .Time Series Analysis [M].Princeton University Press, 1994.
5Ding Zhuanxin,Granger,C.W.J,Engle,R.E.A Long Memory Property of Stock Market Returns and a New Model [J].Journal of Empirical Finance,1993,(1).
6Ding Zhuanxin,Granger,C.W.J.Modeling Volatility Persistence of Speculative Retums:a New Approach [J].Journal of Econometrics, 1996,(73).
7Nelson,D.B.Conditional Heteroskedasticity in Asset Returns: a New Approach[J].Econometrica, 1991,(59).
8Bollerslev,T,Mikkelsen,H.O.Modeling and Pricing Long Memory in Stock Market Volatility[J]. Journal of Econometrics,1996,(73).
9Bollerslev,T.Modeling the Coherence in Shortrun Nominal Exchange Rates:a Multivariate Generalized ARCH Model[J].The Review of Economics and Statictics,1990,(72).
10Jianqing Fan,Qiwei Yao.Nonlinear Time Series:Noparametric and Parametric Methods[M].Springer Science+Business Media,Inc,2005.
