Engle, R., Lee, G., 1999. A permanent and transitory component model of stock return volatility.In: Engle, R., White, H. (Eds.), Cointegration, causality, and forecasting: a festschrift in honor of Clive W.J. Granger. Oxford University Press, New York, pp. 475-497.
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<P></P>谢谢
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