1、

【篇名】Estimationof Time-Varying Hedge Ratios for Corn and Soybeans: Bgarch and RandomCoefficient Approaches

【作者】Anil K.;Philip ;Jae-Sun

【网址】http://www.jstor.org/sici?sici=0581-5738(1997)59:3<346>2.0.CO;2-

2、

【篇名】Generalizedautoregressive conditional heteroskedasticity

【作者】TimBollerslev

【网址】http://www.sciencedirect.com/science/article/pii/0304407686900631

3、

【篇名】AutoregressiveConditional Heteroscedasticity with Estimates of the Variance of United KingdomInflation

【作者】Engle,Robert F.

【网址】http://www.jstor.org/sici?sici=0012-9682(1982)50:4<987>2.0.CO;2-

4、

【篇名】MultivariateSimultaneous Generalized Arch

【作者】Engle,RobertF.;Kroner,Kenneth F.

【网址】http://www.jstor.org/sici?sici=0266-4666(1995)11:1<122>2.0.CO;2-

5、

【篇名】BivariateGarch Estimation of the Optimal Commodity Futures Hedge

【作者】Richard T.;Robert J.

【网址】http://www.jstor.org/sici?sici=0883-7252(1991)6:2<109>2.0.CO;2-