-1989-The Dynamics of Exchange Rate Volatility A Multivariate Latent Factor Arch Model.pdf

-1991#-mayers-Bivariate Garch Estimation of the Optimal Commodity Futures Hedge.pdf

#1988-Bollerslev, T., R. Engle, and J. Wooldridge-A Capital Asset Pricing Model with Time-Varying Covariances.pdf

-#1990-Bollerslev-Modelling the Coherence in Short-Run Nominal Exchange Rates A Multivariate Generalized Arch Model.pdf

1995-engle and korner-Multivariate Simultaneous Generalized Arch.pdf

---2002 engle DYNAMIC CONDITIONAL CORRELATION –multivariate GARCH.pdf

2002--Y.K. Tse and Albert K.C. Tsui--A Multivariate GARCH Model with time-varying correlation.pdf

etc.

感谢了，最近我的导师也在让我写这方面的小论文呢

学习一下！

[此贴子已经被作者于2007-10-6 16:53:50编辑过]