&nbsp; <p></p>9. <p></p>作者：Bates, D.S. (1996). <p></p>题目：“Jumps and stochastic volatility: exchange rate processes implicit in Deutsche Mark options.” <p></p>期刊：Review of Financial Studies, 46(3): 1009–1044. <p></p>11. <p></p>作者：Chacko, G. and Viceria, L.M. (2003). <p></p>题目：“Spectral GMM estimation of continuous time processes.” 期刊：Journal of Econometrics, 116: 259–292.<br/><p></p>13. <p></p>作者：Chan, W.H. and Maheu, J.M. (2002). <p></p>题目：“Conditional jump dynamics in stock market returns,” <p></p>期刊： Journal of Business and Economic Statistics, 20(3): 377–389.<br/><p></p>18. <p></p>作者：Das, S.R. (2002). <p></p>题目：“The surprise element: jumps in interest rates.” <p></p>期刊： Journal of Econometrics, 106: 27–65.<br/><p></p>&nbsp; <p></p>&nbsp; <p></p>19. <p></p>作者：Duffie, D. and Kan, R. (1996). <p></p>题目： “A yield-factor model of interest rate.” <p></p>期刊：Mathematical Finance, 6: 379–406. <p></p>&nbsp; <p></p>请大家帮帮忙，非常感谢了。我金钱不多,也没办法给报酬.<br/><p></p>

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