皆收录于Arch: Selected Readings
by Robert F. Engle (Editor)
如果大侠可以把以下文献压缩到rar更好。

2
Estimating Time-Varying Risk Premia in the Term Structure: The ARCH-M Model
http://www.jstor.org/pss/1913242


5
Conditional Heteroskedasticity in Asset Returns: A New Approach

http://www.jstor.org/pss/2938260
6
Semiparametric ARCH Models

http://www.jstor.org/pss/1391236
7
Measuring and Testing the Impact of News on Volatility

http://www.jstor.org/pss/2329066
8
Stationarity and Persistence in the GARCH(1,1) Model

http://www.jstor.org/pss/3532198
9
ARCH Models as Diffusion Approximations
http://www.sciencedirect.com/science/article/B6VC0-4582CY8-1Y/2/134488b6c1d8551521d2b37799b96c60

12
Multivariate Stochastic Variance Models
http://www.jstor.org/pss/2297980
13
Asset Pricing with a FACTOR-ARCH Covariance Structure: Empirical Estimates for Treasury Bills
http://www.sciencedirect.com/science/article/B6VC0-4582CY8-26/2/dc2da2d5c44f986a45e1cf0910f9f8ff
14
Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized ARCH Model
http://www.jstor.org/pss/2109358

15
Forecasting Volatility and Option Prices of the S&P 500 Index

16
Stock Market Volatility and the Information Content of Stock Index Options

http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VC0-458298B-16&_user=10&_coverDate=05/31/1992&_rdoc=1&_fmt=high&_orig=search&_sort=d&_docanchor=&view=c&_searchStrId=1298960140&_rerunOrigin=google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=dbe590e3af7f49cff50ab9d58b1fee48
17
Implied ARCH Models from Options Prices

http://www.sciencedirect.com/science/article/B6VC0-458298B-17/2/a15479c70ba2f3322e603c2110f9e80c