1。Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach
Journal of Economic Dynamics and Control,

Volume 33, Issue 1, January 2009,

Pages 65-77
Hideyuki Takamizawa, Isao Shoji

2。New hybrid methodology for stock volatility prediction
Expert Systems with Applications,

Volume 36, Issue 2, Part 1, March 2009,

Pages 1833-1839
Chih-Hsiung Tseng, Sheng-Tzong Cheng, Yi-Hsien Wang

感谢感谢zylion86的帮助

[此贴子已经被作者于2008-12-24 22:10:34编辑过]