GARCH的来源：来自包含系统性和独特风险的日内收益模型的实证证据

The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks

• Paul A. Laux · 得克萨斯大学奥斯汀分校
• Lilian Ng · 得克萨斯大学奥斯汀分校