1、Engle , R. F., “Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of the United Kingdom Inflation”, Econometrica, 1982, 50, 987～1008.
2、Mills, T. C., 1999, The Econometric Modelling of Financial Time Series, Cambridge: Cambridge University Press.
第二本是书，比较难找，找到后可按一定价位出售给我。多谢！