5CHOU R Y.Volatility persistence and stock valuations: some empirical evidence using GARCH[J].Joumal of Applied Econometrics, 1988,3(4):279-294.
6LAMOUREUX C G, LASTRAPESW D.Persistence in variance, structural change and the GARCH model[J].Joumal of Business and Economic Statistics,1990,8(2):225-234.
7HAMILTON J D,SUSMEL R.Autoregressive conditional heteroskedasticity and changes in regime[J].Journal of Econometrics, 1994,64(1):307-333.
8CAI J.A Markov model of switching-regime ARCH[J].Journal of Business & Economic Statistics, 1994,12(3):309-316.
9KRAMER W.Long memory with Markov-Switching GARCH[J].Economics Letters,2008,99(2):390-392.
10ANE T, LOREDANA U R.Stock market dynamics in a regime-switching asymmetric power GARCH model [J].Intemational Review of Financial Analysis,2006,5(2): 109-129.
