1.篇名:"Stationarity and Persistence in the GARCH(1,1) Model,"

作者:Nelson, D.B. (1990),

期刊:Econometric Theory, 6, 318--334.

电子连接:http://www.jstor.org/pss/3532198

2.Conditional Heteroskedasticity in Asset Returns: A New Approach

作者:Nelson, D.B. (1991),

期刊:Econometrica, 59, 347--370.

电子连接:http://www.jstor.org/pss/2938260

急用,请兄弟姐妹帮下忙,十分感谢:)