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<P><U><FONT color=#0000cc><STRONG>我废了很大劲找得，虽然本站发过其中的部分，但是第一次整理这么全好像还没有。都是最终的印刷形式，决不骗人。</STRONG></FONT></U></P>
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<P><FONT size=-1><STRONG>ARCH</STRONG> MODELS by T. Bollerslev, R. F. Engle, and D. B. Nelson</FONT></P></TD></TR></TABLE>
<P>ARCH model: properties,estimation and testingby Anil K Bera and Matthew Higgins</P>
<P>ARCH modeling in finance<FONT size=2>by T. Bollerslev, R Y Chou and R. F. Engle</FONT></P>
<P>New FRONTIERS FOR ARCH MODELS<FONT size=2>by R. F. Engle</FONT></P>
<P><FONT size=2>Statistical aspects of ARCH and stochastic volatility </FONT><FONT size=2>by N Shephard</FONT></P>
<P><FONT size=1></FONT>A survey of recent theoretical results for time series models with GARCH errorsby Li, W.K.,Ling, S. and McAleer, M. </P>
<P>Recent Advances in ARCH ModellingbyLiudas Giraitis, Remigijus Leipus, and Donatas Surgailis</P><br><br><br><br><br><br>

[此贴子已经被作者于2007-6-15 20:47:42编辑过]