阅读这些文章需要一定的基础,最好具有研究生水平.不要讨论价钱问题,这些资料是为那些真正需要的人准备的.
1 High-Frequency Data:Nonlinearity in High-Frequency Financial Data and Hierarchical Models
2 ACD Model:A nonlinear autoregressive conditional duration model with applications to financial transaction data
3 Heavy Tail:The Generalized Hyperbolic Model Estimation, Financial Derivatives, and Risk Measures
4 MCMC:Markov Chain Monte Carlo methods for stochastic volatility models
[此贴子已经被作者于2005-1-26 1:26:27编辑过]