共 7 条
[1]
A GARCH Model of the Implied Volatility of the Swiss Market Index from Option Prices. Michael Sabbatini,Oliver Linton. International. Journal of Forecasting . 1998
[2]
Econometric Analysis. William H Greene. . 1993
[3]
ARCH Model and Its Application in Finance System. Ma Chao-qun,Chen Mu-miao. J of Hunan Uni-versity . 1998
[4]
A Note on GARCH Predictable Variances and Stock Market Efficiency. Walter SA Schwaiger. Journal of Banking and Finance . 1995
[5]
Pricing Hang Seng Index Option Around the Asian Financial Crisis-a GARCH Approach. Duan Jin-chuan,Zhang Hua. Journal of Banking and Finance . 2001
[6]
International Foreign Exchange Agreements and Nominal Exchange Rate Volatility: a GARCH Application. In-Bong Kang. The North American Journal of Economics and Finance . 1999
[7]
The Inflation and Output Variability Tradeoff: Evidence from a GARCH Model. Jim Lee. Economics Letters . 1999