篇号：1
题名：Market Structures and Liquidity: A Transactions Data Study of Exchange Listings  
作者：Christie William G. and Huang Roger D.
期刊全称或缩写：Journal of Financial Intermediation
年份，卷（期），起止页码： Volume 3, Issue 3, June 1994, Pages 300-326
电子链接：http://www.sciencedirect.com/science/article/B6WJD-45P0MPT-9/2/6735dcf55781edd4e8dc733c8ddeedd7

篇号：2
题名：Martingales and Arbitrage in Multiperiod Securities Markets  
作者：J. Michael Harrison and David M. Kreps
期刊全称或缩写：  Journal of Economic Theory
年份，卷（期），起止页码： Volume 20, Issue 3, June 1979, Pages 381-408
电子链接：http://www.sciencedirect.com/science/article/B6WJ3-4CYGGM3-1W6/2/0cf2dd811192feddf080f0c7ac2435aa

篇号：3
题名：Option and Futures Evaluation with Deterministic Volatilities
作者：Farshid Jamshidian
期刊全称或缩写：  Mathematical Finance
年份，卷（期），起止页码：  Volume 3 Issue 2, Pages 149 - 159
电子链接：http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9965.1993.tb00084.x

篇号：4
题名：Expert Systems for Bond Rating: A Comparative Analysis of Statistical, Rule-based and Neural Network Systems
作者：Jun Woo Kim, H. Roland Weistroffer and Richard T. Redmond
期刊全称或缩写：  Expert Systems
年份，卷（期），起止页码：  1993 . Vol. 10, no. 3, pp. 167-171.
电子链接：http://www3.interscience.wiley.com/journal/119978583/abstract

篇号：5
题名：Volatility forecasting withot data-snooping
期刊全称或缩写：   Journal of Banking & Finance
年份，卷（期），起止页码：  Volume 14, Issues 2-3, August 1990, Pages 399-421
电子链接：http://www.sciencedirect.com/science/article/B6VCY-49WPBXR-B/2/4e5bedc6295662b3ac174db5885c73bc