Reprinted in "ARCH: Selected Readings," (editor Robert F. Engle), 1995, 256-276, Oxford University Press.
Reprinted in "Recent Developments in Time Series," (editors Stephen Leybourne and Paul Newbold), Edward Elgar Publishers, 2003, 135-152.
Reprinted in "Stochastic Volatility: Selected Readings," (editor Neil Shephard), Oxford University Press, 156-176, 2005.