SV model最先由Taylor ,Clark提出的，后来由Jacquier, E., N.G. Polson and P.E. Rossi ，Harvey, A.C., E. Ruiz and N. Shephard 等人引进到计量经济学领域，这些经典的论文我只下到了其中两篇，是SV模型入门的必读论文，希望有资料的朋友可以传给我啊(wisdomwell@163.com)，万分感谢!

Hull, J. and A. White (1987), \The Pricing of Options on Assets with Stochastic Volatilities", Journal
of Finance 42, 281-300.

Taylor, S.J. (1986), Modeling Financial Time Series, (John Wiley : Chichester).

Clark, P.K. (1973), \A Subordinated Stochastic Process Model with Finite Variance for Speculative
Prices", Econometrica 41, 135-156.

Jacquier, E., N.G. Polson and P.E. Rossi (1994), \Bayesian Analysis of Stochastic Volatility Models"
(with discussion), Journal of Business and Economic Statistics 12, 371-417.

Harvey, A.C., E. Ruiz and N. Shephard (1994), Multivariate Stochastic Variance Models", Review
of Economic Studies 61, 247-264.