我废了很大劲找得，虽然本站发过其中的部分，但是第一次整理这么全好像还没有。都是最终的印刷形式，决不骗人。

ARCH MODELS by T. Bollerslev, R. F. Engle, and D. B. Nelson

ARCH model: properties,estimation and testing by Anil K Bera and Matthew Higgins

ARCH modeling in finance by T. Bollerslev, R Y Chou and R. F. Engle

New FRONTIERS FOR ARCH MODELS by R. F. Engle

Statistical aspects of ARCH and stochastic volatility by N Shephard

A survey of recent theoretical results for time series models with GARCH errors by Li, W.K., Ling, S. and McAleer, M.

Recent Advances in ARCH Modelling by Liudas Giraitis, Remigijus Leipus, and Donatas Surgailis

[此贴子已经被作者于2007-6-15 20:47:42编辑过]