1. 题目 modeling and pricing long memory in stock market volatility
作者 Tim Bollerslev, Hans Ole Mikkelsen
出处 Journal of Econometrics, 1996 ,73(1),151-184
2-
题目 Volatility persistence and stock valuations: Some empirical evidence using GARCH
作者 RY Chou
出处 Journal of Applied Econometrics, 1988 - Wiley Online Library