ARCH模型创立者、2003诺奖得主Robert Engle几篇关于ARCH的经典论文：

Robert Engle_Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Robert Engle_Dynamic Conditional Correlation_A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models
Robert Engle_GARCH 101_The Use of ARCH-GARCH Models in Applied Econometrics
Robert Engle_Risk and Volatility_Econometric Models and Financial Pratice
Robert Engle_The Econometrics of Ultra-High-Frequency Data