9.

作者：Bates, D.S. (1996).

题目：“Jumps and stochastic volatility: exchange rate processes implicit in Deutsche Mark options.”

期刊：Review of Financial Studies, 46(3): 1009–1044.

11.

作者：Chacko, G. and Viceria, L.M. (2003).

题目：“Spectral GMM estimation of continuous time processes.” 期刊：Journal of Econometrics, 116: 259–292.

13.

作者：Chan, W.H. and Maheu, J.M. (2002).

题目：“Conditional jump dynamics in stock market returns,”

期刊： Journal of Business and Economic Statistics, 20(3): 377–389.

18.

作者：Das, S.R. (2002).

题目：“The surprise element: jumps in interest rates.”

期刊： Journal of Econometrics, 106: 27–65.

 

 

19.

作者：Duffie, D. and Kan, R. (1996).

题目： “A yield-factor model of interest rate.”

期刊：Mathematical Finance, 6: 379–406.

 

请大家帮帮忙，非常感谢了。我金钱不多,也没办法给报酬.

[此贴子已经被作者于2008-11-13 21:32:12编辑过]