参考文献 (1). 东亚奇迹与可供替代的发展战略 林毅夫 (2). Productivity and Factor Prices in East Asia Chang-Tai Hsieh (3). Total Factor Productivity in East Asia A Critical Survey Jesus Felipe (4). Asia's Growth-Miracle or Myth Paul Krugman and others (5). Is China's Growth Sustainable : A Productivity Analysis Yanrui Wu (6). The Myth of Asia‘s Miracle Paul Krugman (7). 亚洲奇迹神话的反思 程悦 (8). 发展经济学课件 姚洋 (9). 后发经济体的“追赶周期” 国务院发展研究中心 (10). 谜一样的中国经济 (11). 中国奇迹的一般意义 林毅夫 (12). 东亚奇迹:经济增长与公共政策 世界银行 (13). 新结构经济学文集 林毅夫 (14). 后危机时期亚洲经济金融发展 巴曙松
参考来源 (英文) Rick Durrett. Probability: theory and examples ,4th edition. Cambridge University Press. 2000. ISBN 0521765390 . ^ 2.0 2.1 2.2 (英文) Peter Mrters, Yuval Peres. Brownian Motion . Cambridge University Press Cambridge Series in Statistical and Probabilistic Mathematics. 2010. ISBN 9780521760188 . ^ (英文) Steven E. Shreve. Stochastic Calculus for Finance II: Continuous Time Models . Springer. 2008. ISBN 978-0-387-40101-0 . ^ Nizar Touzi, Peter Tankov. Calcul Stochastique en Finance . Les ditions de l'cole Polytechnique. 2010. Kleinert, Hagen , Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets , 4th edition, World Scientific (Singapore, 2004); Paperback ISBN 981-238-107-4 (also available online: PDF-files ) Stark,Henry, John W. Woods , Probability and Random Processes with Applications to Signal Processing , 3rd edition, Prentice Hall (New Jersey, 2002); Textbook ISBN 0-13-020071-9 Daniel Revuz and Marc Yor, Continuous martingales and Brownian motion , second edition, Springer-Verlag 1994.
1.Modeling and Forecasting Realized Volatility 2.A General Multivariate Threshold GARCH Model with Dynamic Conditional Correlations 3.On ARCH Models: Properties, Estimation and Testing 4.Generalized Autoregressive Conditional Heteroskedasticity 5.Modeling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model 6.ARCH Models 7.A Capital Asset Pricing Model with Time-varying Covariances 8.No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns 9.A Long Memory Property of Stock Market Returns and A New Model 10.Modeling Volatility Persistence of Speculative Returns: A New Approach