1.

作者：Tucker, A.L. and Lallon, P. (1988).

题目：“The probability distribution of foreign exchanges: tests of candidate processes.”

期刊：Review of Economics and Statistics, 70: 638–647.

2

作者：Vlaar, P.J.G. and Palm, F.C. (1993).

题目：“The Message in weekly exchange rates in the European monetary system: mean reversion, conditional heteroscedasticity, and jumps.” 期刊：Journal of Business and Economic Statistics, 11(3): 351–360.

３

作者：Ball, C.A. and Torous, W.N. (1983).

题目：‘‘A simplified　jump process for common stock returns.’’

期刊：Journal of Financial and Quantitative analysis, 18(1): 53–65.

4

作者:Omberg, E. (1988).

题目:‘‘Efficient discrete time jump process models in option pricing.’’

期刊:Journal of Financiaand Quantitative Analysis, 23(2): 161–174.

[此贴子已经被作者于2008-11-13 17:15:58编辑过]