1
文献名：Generalized autogressive conditional heteroskedasticity
作者：.Tim Bollerslev
期刊：Journal of Econometrics
电子链接：http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VC0-46VV78N-4&_user=10&_coverDate=04%2F30%2F1986&_rdoc=4&_fmt=high&_orig=browse&_srch=doc-info(%23toc%235940%231986%23999689996%23344789%23FLP%23display%23Volume)&_cdi=5940&_sort=d&_docanchor=&_ct=7&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=0999a4df9366e37ab14b7670844bb021

2
文献名：Autogressive conditional hetroskedasticity with estimates of the variance of U K inflation .
作者：.Engle R F.
期刊：Econometrica
电子链接：http://www.jstor.org/pss/1912773

3
文献名：ARCH modelling in finance: a review of the theory and empirical evidence .
作者：.Bollerslev T , Chou R, Kroner K.
期刊：Journal of Econometrics,
电子链接：http://www.sciencedirect.com/science/article/B6VC0-458298B-W/2/f90220a9f2aa79abcdf672f43f6c4f38

4
文献名：Quadratic ARCH models
作者：Sentana E.
期刊：Review of Economic Studies
电子链接：http://www.jstor.org/pss/2298081

在这里先拜谢了。