[1] WOJCIECH CHAREMZA,MIKHAIL LIFSHITS,SVETLANA MAKAROVA.Conditional Testing for Unit-Root Bilinearity in Financial Time Series:Some Theoretical and Empirical Results [J].Journal of Economic Dynamics and Control,2005,29(1-2):63-96.[2] BYERS J D,PEEL D A.Bilinear Quadratic ARCH and Volatility Spillovers in Inter-War Exchange Rates [J].Applied Economics Letters,1995(2):215-219.[3] DANIELA HRISTOVA.Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices [J].Studies in Nonlinear Dynamics & Econometrics,2005,9(1):1-26.[4] GRANGER C W J,ANDERSEN A P.An Introduction to Bilinear Time Series Models [M].Gottingen:Vandenhoeck and Ruprecht,1978:78.[5] TERDIK G.Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis:A Frequency Domain Approach [M].New York:Springer,1999:123.[6] HAMILTON J D.Time Series Analysis [M].Princeton:Princeton University Press,1994:69.[7] CORANA A,MARCHESI M,MARTINI C,et al.Minimizing Multimodal Functions of Continuous Variables with the “Simulated Annealing” Algorithm [J].ACM Transactions on Mathematical Software,1987,35:262-80.[8] GOFFE W L,FERRIER G D,ROGERS J.Global Optimization of Statistical Functions with Simulated Annealing [J].Journal of Econometrics,1994,60:65-99.[9] METROPOLIS N,ROSENBLUTH A,ROSENBLUTH M,et al.Equation of State Calculations by Fast Computing Machines [J].Journal of Chemical Physics,1953,21:1 087-1 090.