<p>1.题名：Analysis of time series subject to changes in regime</p><p>刊物：Journal of Econometrics </p><p>年：1990</p><p>卷、期：Volume 45, Issues 1-2</p><p>页码：39-70</p><p>作者：James D. Hamilton</p><p>连接：<a href="http://www.sciencedirect.com/science/article/B6VC0-4582CY8-20/2/af4ef1535da31d69fad61731d08faf45">http://www.sciencedirect.com/science/article/B6VC0-4582CY8-20/2/af4ef1535da31d69fad61731d08faf45</a></p><p>2。</p><p>书名：<span class="w"><a href="https://dspace.ubib.eur.nl/handle/1765/2125?mode=full" target="_blank"><font color="#551a8b">Nonlinear Time Series Models in Empirical Finance</font></a></span><br/>作者：<span class="a"><font color="#008000" size="2">PH Franses, D van Dijk </font></span><br/>出版商：cambridge university press<br/>出版日期：2000年<br/>总页数：<br/>电子版链接：<a href="http://www.loc.gov/catdir/samples/cam032/99088504.pdf">http://www.loc.gov/catdir/samples/cam032/99088504.pdf</a></p><p>本文来自: 人大经济论坛(<a href="http://www.pinggu.org/">http://www.pinggu.org</a>) 详细出处参考：<a href="http://www.pinggu.org/bbs/thread-234028-1-1.html">http://www.pinggu.org/bbs/thread-234028-1-1.html</a></p><p>&nbsp;</p>

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