悬赏 10 个论坛币 已解决
篇名:Modelling structural breaks,long memory and stock market volatility:an overview,
作者:A.Banerjee,G.Urga,
Journal of Econometrics 129(2005)1-34.
篇名:Contemporaneous aggregation of GARCH processes
作者:P.Zaffaroni
Journal of Time Series Analysis 28(2007)521-544.