我在生成参考书目时遇到了问题。执行代码后，仅显示前 46 个参考文献，而编译后不会显示其余参考文献。这是我的 LaTeX 源代码：
\documentclass{article}
\usepackage[utf8]{inputenc}
\usepackage{bm}
\usepackage{amsmath}
\usepackage{bbm}
\usepackage{amssymb}
\usepackage{graphicx}
\usepackage[french, british]{babel}
\newcommand\sbullet[1][.5]{\mathbin{\vcenter{\hbox{\scalebox{#1}{$\bullet$}}}}}
\usepackage{appendix}
\usepackage[utf8]{inputenc}
\usepackage{amssymb}
\usepackage{graphicx}
\usepackage{mathtools}
\usepackage[section]{placeins}
\usepackage{multirow}
\usepackage[acronym,nomain,nonumberlist]{glossaries}
\usepackage{bbm}
\usepackage{booktabs}
\usepackage{tabularx}
\usepackage{subcaption}
\usepackage{float}
\usepackage[T1]{fontenc}
\usepackage{siunitx}
\usepackage{textcomp}
\usepackage[labelfont=bf]{caption}
\usepackage{amsmath}
\usepackage{titlesec}
\usepackage{thmtools}
\setlength\parindent{0pt}
\usepackage[linesnumbered,ruled]{algorithm2e}
\usepackage{hyperref}
\usepackage{caption}
\setcounter{secnumdepth}{4}
\usepackage{xcolor,graphicx}
\begin{document}
\begin{flushleft}
Universit\'{e} Cadi Ayyad \hfill 03 Septembre 2021
Facult\'{e} des Sciences Juridiques, \'{E}conomiques
et Sociales
D\'{e}partement des Sciences \'{E}conomiques
\end{flushleft}
\begin{center}
Travail à Faire
\end{center}
\begin{flushleft}
Effectu\'{e}e par: \hfill Examin\'{e}e par:
\end{flushleft}
\vspace{0.0005cm}
\hrule
\vspace{0.0005cm}
\title{Un Modèle Bayésien à Changement de Régime Markovien de Volatilité des Rendements Boursiers: Cas du MASI}
\date{}
\author{}
\let\newpage\relax%
\maketitle
\begin{otherlanguage}{french}
\bibliographystyle{}
\thispagestyle{empty}
\bibliography{}
\begin{thebibliography}{9}
\bibitem{}
\text{Nelson, D.B. (1996). “Modelling Stock Market Volatility Changes,” }\\
\text{in P. Rossi (ed), Modelling Stock Market Volatility, Academic Press, 3-15.}
\bibitem{}
\text{Mandelbrot, Benoit. (1963). ‘The variation of certain speculative prices’.}\\
\text{Journal of Business. Vol. 36, pp 394-419.}
\bibitem{}
\text{Fama, E.F. (1965). “The behaviour of stock market prices,” }\\
\text{Journal of Business, 38, 34-105. \texttt{doi:10.1086/294743},}\\
\text{\texttt{http://dx.doi.org/10.1086/294743}}
\bibitem{}
\text{French, K.R. and Roll, R. (1986). “Stock Return Variance: }\\
\text{The Arrival of Information and the Reaction of Traders,” \texttt{doi:10.1016/}}\\
\text{\texttt{0304-405X(86)90004-8}, \texttt{http://dx.doi.org/10.1016/0304-405X(86)}}\\
\text{90004-8 Journal of Financial Economics, 17, 5-26.}
\bibitem{}
\text{Schwert, G.W. (1988). “Business Cycles, Financial Crises and }\\
\text{University of Rochester, William E. Simon Graduate School }\\
\text{Stock Volatility,” Mimeo. of Business, Rochester, NY.}
\bibitem{}
\text{Officer, R.R. (1973). “The Variability of the Market }\\
\text{Exchange,” Journal of Business, 46, 434-453. \texttt{doi:10.1086/295551}, \texttt{http://dx.doi}}\\
\texttt{.org/10.1086/295551}\\
\text{}
\bibitem{}
\text{Fama, E.F., and Schwert, G.W. (1977). “Asset returns and
inflation,” Journal of}\\
\text{Business, 38, 34-105. \texttt{doi:10.1086/294743}, \texttt{http://dx.doi.org/10.1086/294743}}\\
\text{}
\bibitem{}
\text{Christie, A.A. (1982). “The Stochastic Behaviour of Common
Stock Variances: Value,}\\
\text{Leverage and Interest Rate Effects,” Journal of Financial Economics, 10, 407-432.}\\
\text{\texttt{doi:10.1016/0304-405X(82)90018-6}, \texttt{http://dx.doi.org/10.1016/0304-405X(82)}}\\
\texttt{90018-6}\\
\text{}
\bibitem{}
\text{Glosten, L.R., Jagannathan, R., and Runkie, D. (1989). “Relationship Between}\\
\text{the Expected Value and the Volatility of the Nominal Excess Return on Stocks,”}\\
\text{Banking Research Center Working Paper No.166. Northwestern University, Evanston, IL.}\\
\text{}
\bibitem{}
\text{Bollerslev, T. (1986). Generalized autoregressive conditional heteroscedasticity.}\\
\text{Journal of Economics, 31, 307-327.}
\bibitem{}
\text{Engle, R. F. (1982). Autoregressive Conditional Heteroscedasticity with Estimates}\\
\text{of the Variance of United Kingdom Inflation. Econometrica, 50, 987-1007.}
\bibitem{}
\text{Nobel Media (2003). "The Prize in Economic Sciences 2003 – Press Release.”}\\
\texttt{URL https://www.nobelprize.org/nobel\_prizes/economic-sciences\\/laureates/2003/press.html.}
\bibitem{}
\text{Francq, C. and Zakoian, J.M. (2010) GARCH Models: Structure, Statistical}\\
\text{Inference and Financial Applications. John Wiley \& Sons Ltd., Chichester.}\\
\text{https://doi.org/10.1002/9780470670057}
\bibitem{}
\text{Masset, Philippe, Volatility Stylized Facts (September 11, 2011). Available at}\\
\text{SSRN: \texttt{https://ssrn.com/abstract=1804070} or \texttt{http://dx.doi.org/10.2}}\\
\texttt{139/ssrn.1804070}
\bibitem{}
\text{Engle, Robert. 2001. "GARCH 101: The Use of ARCH/GARCH Models in}\\
\text{Applied Econometrics." Journal of Economic Perspectives, 15 (4): 157-168.}\\
\texttt{DOI: 10.1257/jep.15.4.157}
\bibitem{}
\text{Zi-Yi Guo, Risk management of Bitcoin futures with GARCH models, Finance}\\
\text{Research Letters, 2021, 102197, ISSN 1544-6123, \texttt{https://doi.org/10.1016/j.}}\\
\texttt{frl.2021.102197.}
\bibitem{}
\text{Jong-Min Kim, Dong H. Kim, Hojin Jung, Estimating yield spreads volatility using}\\
\text{GARCH-type models, The North American Journal of Economics and Finance,}\\
\text{Volume 57, 2021, 101396, ISSN 1062-9408, \texttt{https://doi.org/10.1016/j.najef.}}\\
\texttt{2021.101396.}
\bibitem{}
\text{Siaw, Richmond and Ofosu-Hene, Eric and Tee, Evans, Investment Portfolio}\\
\text{Optimization with GARCH Models (April 28, 2017). Elk Asia Pacific Journal of}\\
\text{Finance and Risk Management, Volume 8, Issue 2 (2017), Available at SSRN:}\\
\texttt{https://ssrn.com/abstract=2987932}
\bibitem{}
\text{Chou, R.Y. (1998) “Volatility Persistence and Stock Valuation: Some Empirical}\\
\text{Evidence Using GARCH,” Journal of Applied Econometrics, 3(4): 279–294.}
\bibitem{}
\text{Lamoureux, Christopher G., and William D. Lastrapes. “Persistence in Variance,}\\
\text{Structural Change, and the GARCH Model.” Journal of Business \& Economic Statistics,}\\
\text{vol. 8, no. 2, 1990, pp. 225–234. JSTOR, \texttt{www.jstor.org/stable/1391985}.}\\
\text{Accessed 21 Aug. 2021.}
\bibitem{}
\text{West, K.D., Cho, D. 1995. The Predictive Ability of several Models of Exchange}\\
\text{Rate Volatility. Journal of Econometrics 69:367-391.}
\bibitem{}
\text{Rapach, D.E., Strauss, J.K., Wohar, M.E. 2008. Forecasting Stock Return Volatility}\\
\text{in the Presence of Structural Breaks. Frontiers of Economics and Globalisation}\\
\text{3:382-426.}
\bibitem{}
\text{Diebold, F.X. (1986) “Modeling the Persistence of Conditional Variance: A Comment,”}\\
\text{Econometric Reviews, 5(1): 51–56.}
\bibitem{}
\text{Lamoureux, C.G. and Lastrapes, W.D. (1990) “Persistence in Variance, Structural}\\
\text{Change and the GARCH Model,” Journal of Business and Economic Statistics,}\\
\text{8(2):225–234.}
\bibitem{}
\text{M. Angeles Carnero, Daniel Peña, Esther Ruiz, Persistence and Kurtosis in GARCH}\\
\text{and Stochastic Volatility Models, Journal of Financial Econometrics, Volume 2,}\\
\text{Issue 2, March 2004, Pages 319–342, \texttt{https://doi.org/10.1093/jjfinec/nbh012}}
\bibitem{}
\text{Schwert, G.W. and Seguin, P.J. (1990) “Heteroskedasticity in Stock Returns,”}\\
\text{Journal of Finance, 45(4): 1129–1155.}
\bibitem{}
\text{Nelson, D.B. (1991) “Conditional Heteroscedasticity in Asset Pricing: A New}\\
\text{Approach,” Econometrica, 59(2): 347–370.}
\bibitem{}
\text{Engle, R.F. and Mustafa, C. (1992) “Implied ARCH Models from Options Prices,”}\\
\text{Journal of Econometrics, 52(1–2): 289–311.}
\bibitem{}
\text{Hamilton, J.D. (1989) “A New Approach to the Economic Analysis of Nonstationary}\\
\text{Time Series and the Business Cycle,” Econometrica, 57(2): 357–384.}
\bibitem{}
\text{Hamilton, J.D. and Susmel, R. (1994) “Autoregressive Conditional Heteroscedasticity}\\
\text{and Changes in Regime,” Journal of Econometrics,
64(1–2): 307–333.}
\bibitem{}
\text{Cai, J. (1994) “A Markov Model of Unconditional Variance in ARCH,” Journal of}\\
\text{Business and Economic Statistics, 12(3): 309–316.}
\bibitem{}
\text{Gray, S.F. (1996) “Modeling the Conditional Distribution of Interest Rates as A}\\
\text{Regime-switching Process,” Journal of Financial Economics, 42(3): 27–62.}
\bibitem{}
\text{David Ardia, Keven Bluteau, Kris Boudt, Leopoldo Catania, Forecasting risk with}\\
\text{Markov-switching GARCH models:A large-scale performance study, International Journal}\\
\text{of Forecasting, Volume 34, Issue 4, 2018, Pages 733-747, ISSN 0169-2070, \texttt{https://doi.org}}\\
\texttt{/10.1016/j.ijforecast.2018.05.004.}
\bibitem{}
\text{Boonyakunakorn P., Pastpipatkul P., Sriboonchitta S. (2019) Value at Risk of SET}\\
\text{Returns Based on Bayesian Markov-Switching GARCH Approach. In: Kreinovich V.,}\\
\text{Sriboonchitta S. (eds) Structural Changes and their Econometric Modeling. TES}\\
\text{2019. Studies in Computational Intelligence, vol 808. Springer, Cham.}\\
\texttt{https://doi.org/10.1007/978-3-030-04263-9\_25}
\bibitem{}
\text{Runfang, Y., Jiangze, D., \& Xiaotao, L. (2017). Improved Forecast Ability of Oil}\\
\text{Market Volatility Based on combined Markov Switching and GARCH-class Model.}\\
\text{Procedia Computer Science, 122, 415-422.}
\bibitem{}
\text{Nop Sopipan, Pairote Sattayatham, Bhusana Premanode, et al. 2012. Forecasting}\\
\text{volatility of gold price using markov regime switching and trading strategy. Journal}\\
\text{of Mathematical Finance 2, 01 (2012), 121}
\bibitem{}
\text{Thomas H Goodwin. 1993. Business-cycle analysis with a Markov-switching model.}\\
\text{Journal of Business \& Economic Statistics 11, 3 (1993), 331–339}
\bibitem{}
\text{Charles Engel and James D Hamilton. 1990. Long swings in the dollar: Are they in}\\
\text{the data and do markets know it? The American Economic Review (1990), 689–713.}
\bibitem{}
\text{Rene Garcia and Pierre Perron. 1996. An analysis of the real interest rate under}\\
\text{regime shifts. The Review of Economics and Statistics (1996), 111–125}
\bibitem{}
\text{Stephen F Gray. 1996. Modeling the conditional distribution of}\\
\text{interest rates as a regime-switching process. Journal of Financial}\\
\text{Economics 42, 1 (1996), 27–62}
\bibitem{}
\text{Lucio Sarno and Giorgio Valente. 2000. The cost of carry model and regime shifts}\\
\text{in stock index futures markets: An empirical investigation. Journal of Futures}\\
\text{Markets: Futures, Options, and Other Derivative Products 20, 7 (2000), 603–624.}
\bibitem{}
\text{Amir H Alizadeh, Nikos K Nomikos, and Panos K Pouliasis. 2008. A Markov regime}\\
\text{switching approach for hedging energy commodities. Journal of Banking \& Finance}\\
{32, 9 (2008), 1970–1983}
\bibitem{}
\text{Michael Bock and Roland Mestel. 2009. A regime-switching relative value arbi-}\\
\text{trage rule. In Operations research proceedings 2008. Springer, 9–14.}
\bibitem{}
\text{Ying Ma, Leonard MacLean, Kuan Xu, and Yonggan Zhao. 2011. A portfolio}\\
\text{optimization model with regime-switching risk factors for sector exchange traded}\\
\text{funds. Pac J Optim 7, 2 (2011), 281–296.}
\bibitem{}
\text{Timothy D Mount, Yumei Ning, and Xiaobin Cai. 2006. Predicting price spikes}\\
\text{in electricity markets using a regime-switching model with time-varying param-}\\
\text{eters. Energy Economics 28, 1 (2006), 62–80.}
\bibitem{}
\text{Glosten, L., Jagannathan, R., \& Runkle, D. (1993). On the Relation between the}\\
\text{Expected Value and the Volatility of the Nominal Excess Return on Stocks.}\\
\text{The Journal of Finance, 48(5), 1779-1801. \texttt{doi:10.2307/2329067}}
\bibitem{}
\text{Haas M, Mittnik S, Paolella MS (2004). “A New Approach to Markov-Switching}\\
\text{GARCH Models.” Journal of Financial Econometrics, 2(4), 493–530. \texttt{doi: 10.109}}\\
\texttt{3/jjfinec/nbh020.}
\bibitem{}
\text{Klaassen F (2002). “Improving GARCH Volatility Forecasts with Regime Switching}\\
\text{GARCH.” Empirical Economics, 27(2), 363–394. \texttt{doi:10.1007/s001810100100.}}
\bibitem{}
\text{Ardia D (2008). Financial Risk Management with Bayesian Estimation of GARCH}\\
\text{Models: Theory and Applications, volume 612 of Lecture Notes in Economics and}\\
\text{Mathematical Systems. Springer-Verlag, Berlin Heidelberg. \texttt{doi:10.1007/978-3-54}}\\
\texttt{0-78657-3.}
\bibitem{}
\text{Christoffersen, P. (1998). Evaluating Interval Forecasts. International Economic}\\
\text{Review, 39(4), 841-862. \texttt{doi:10.2307/2527341}}
\bibitem{}
\text{Engle, R., \& Manganelli, S. (2004). CAViaR: Conditional Autoregressive Value at}\\
\text{Risk by Regression Quantiles. Journal of Business \& Economic Statistics, 22(4), 367}\\
\text{-381. Retrieved September 2, 2021, from \texttt{http://www.jstor.org/stable/1392044}}
\end{thebibliography}
\end{otherlanguage}
\end{document}
可能是什么问题？提前致谢。
编辑：
我确实按照@Mico 提供的说明操作了，但不幸的是，在 overleaf 中执行 LaTeX 代码时仍然遇到同样的问题。这是新的 LaTeX 源代码：
\documentclass{article}
\usepackage[utf8]{inputenc}
\usepackage{bm}
\usepackage{amsmath}
\usepackage{bbm}
\usepackage{amssymb}
\usepackage{graphicx}
\usepackage[french, british]{babel}
\newcommand\sbullet[1][.5]{\mathbin{\vcenter{\hbox{\scalebox{#1}{$\bullet$}}}}}
\usepackage{appendix}
\usepackage[utf8]{inputenc}
\usepackage{amssymb}
\usepackage{graphicx}
\usepackage{mathtools}
\usepackage[section]{placeins}
\usepackage{multirow}
\usepackage[acronym,nomain,nonumberlist]{glossaries}
\usepackage{bbm}
\usepackage{booktabs}
\usepackage{tabularx}
\usepackage{subcaption}
\usepackage{float}
\usepackage[T1]{fontenc}
\usepackage{siunitx}
%\usepackage{textcomp}
\usepackage[labelfont=bf]{caption}
\usepackage{amsmath}
\usepackage{titlesec}
\usepackage{thmtools}
\setlength\parindent{0pt}
\usepackage[linesnumbered,ruled]{algorithm2e}
\usepackage{hyperref}
\usepackage{caption}
\setcounter{secnumdepth}{4}
\usepackage{xcolor,graphicx}
\begin{document}
\begin{flushleft}
Universit\'{e} Cadi Ayyad \hfill 03 Septembre 2021
Facult\'{e} des Sciences Juridiques, \'{E}conomiques
et Sociales
D\'{e}partement des Sciences \'{E}conomiques
\end{flushleft}
\begin{center}
Travail à Faire
\end{center}
\begin{flushleft}
Effectu\'{e}e par: \hfill Examin\'{e}e par:
\end{flushleft}
\vspace{0.0005cm}
\hrule
\vspace{0.0005cm}
\title{Un Modèle Bayésien à Changement de Régime Markovien de Volatilité des Rendements Boursiers: Cas du MASI}
\date{}
\author{}
\let\newpage\relax%
\maketitle
\begin{otherlanguage}{french}
\bibliographystyle{}
%\thispagestyle{empty}
\bibliography{}
\begin{thebibliography}{}
\bibitem{1}
Nelson, D.B. (1996). “Modelling Stock Market Volatility Changes,” in P. Rossi (ed), Modelling Stock Market Volatility, Academic Press, 3-15.
\bibitem{2}
Mandelbrot, Benoit. (1963). ‘The variation of certain speculative prices’. Journal of Business. Vol. 36, pp 394-419.
\bibitem{3}
Fama, E.F. (1965). “The behaviour of stock market prices,” Journal of Business, 38, 34-105. doi:10.1086/294743, http://dx.doi.org/10.1086/294743
\bibitem{4}
French, K.R. and Roll, R. (1986). “Stock Return Variance:
The Arrival of Information and the Reaction of Traders,” doi:10.1016/0304-405X(86)90004-8, http://dx.doi.org/10.1016/0304-405X(86)90004-8 Journal of Financial Economics, 17, 5-26.
\bibitem{5}
Schwert, G.W. (1988). “Business Cycles, Financial Crises and\
University of Rochester, William E. Simon Graduate SchoolStock Volatility,” Mimeo. of Business, Rochester, NY.
\bibitem{6}
Officer, R.R. (1973). “The Variability of the Market Exchange,” Journal of Business, 46, 434-453.doi:10. 1086/ 295551, http://dx.doi.org/ 10.1086/295551
\bibitem{7}
Fama, E.F., and Schwert, G.W. (1977). “Asset returns and
inflation,” Journal of Business, 38, 34-105. doi:10.10 86/294743, http://dx.doi.org/ 10.1086/294743
\bibitem{8}
Christie, A.A. (1982). “The Stochastic Behaviour of Common
Stock Variances: Value, Leverage and Interest Rate Effects,” Journal of Financial Economics, 10, 407-432. doi:10. 1016/0304- 405X(82) 900 18-6, http:// dx.doi.org/10. 1016/03 04-405 X(82)90018-6
\bibitem{9}
Glosten, L.R., Jagannathan, R., and Runkie, D. (1989). “Relationship Between the Expected Value and the Volatility of the Nominal Excess Return on Stocks,” Banking Research Center Working Paper No.166. Northwestern University, Evanston, IL.
\bibitem{10}
Bollerslev, T. (1986). Generalized autoregressive conditional heteroscedasticity. Journal of Economics, 31, 307-327.
\bibitem{11}
Engle, R. F. (1982). Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, 50, 987-1007.
\bibitem{12}
Nobel Media (2003). "The Prize in Economic Sciences 2003 – Press Release.” URL https://www .nobelprize.org/nobel \_prizes/economic-sciences /laureates/2003/press.html.
\bibitem{13}
Francq, C. and Zakoian, J.M. (2010) GARCH Models: Structure, Statistical Inference and Financial Applications. John Wiley \& Sons Ltd., Chichester.
https://doi.org/10.1002/9780470670057
\bibitem{14}
Masset, Philippe, Volatility Stylized Facts (September 11, 2011). Available at SSRN: https://ssrn.com/ abstract=1804070 or http://dx.doi.org /10.2139/ ssrn.1804070
\bibitem{15}
Engle, Robert. 2001. "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics." Journal of Economic Perspectives, 15 (4): 157-168. DOI: 10.1257/jep.15.4.157
\bibitem{16}
Zi-Yi Guo, Risk management of Bitcoin futures with GARCH models, Finance Research Letters, 2021, 102197, ISSN 1544-6123, https://doi. org/10.1016 /j.frl.2021. 102197.
\bibitem{17}
Jong-Min Kim, Dong H. Kim, Hojin Jung, Estimating yield spreads volatility using GARCH-type models, The North American Journal of Economics and Finance, Volume 57, 2021, 101396, ISSN 1062-9408, https://doi. org/10.1016 /j.najef.2021. 101396.
\bibitem{18}
Siaw, Richmond and Ofosu-Hene, Eric and Tee, Evans, Investment Portfolio Optimization with GARCH Models (April 28, 2017). Elk Asia Pacific Journal of Finance and Risk Management, Volume 8, Issue 2 (2017), Available at SSRN:
https://s srn.com/ abstract=2 987932
\bibitem{19}
Chou, R.Y. (1998) “Volatility Persistence and Stock Valuation: Some Empirical Evidence Using GARCH,” Journal of Applied Econometrics, 3(4): 279–294.
\bibitem{20}
Lamoureux, Christopher G., and William D. Lastrapes. “Persistence in Variance, Structural Change, and the GARCH Model.” Journal of Business \& Economic Statistics, vol. 8, no. 2, 1990, pp. 225–234. JSTOR, www.jstor.org/stable/1391985.
Accessed 21 Aug. 2021.
\bibitem{21}
West, K.D., Cho, D. 1995. The Predictive Ability of several Models of Exchange Rate Volatility. Journal of Econometrics 69:367-391.
\bibitem{22}
Rapach, D.E., Strauss, J.K., Wohar, M.E. 2008. Forecasting Stock Return Volatility in the Presence of Structural Breaks. Frontiers of Economics and Globalisation 3:382-426.
\bibitem{23}
Diebold, F.X. (1986) “Modeling the Persistence of Conditional Variance: A Comment,” Econometric Reviews, 5(1): 51–56.
\bibitem{24}
Lamoureux, C.G. and Lastrapes, W.D. (1990) “Persistence in Variance, Structural Change and the GARCH Model,” Journal of Business and Economic Statistics, 8(2):225–234.
\bibitem{25}
M. Angeles Carnero, Daniel Peña, Esther Ruiz, Persistence and Kurtosis in GARCH and Stochastic Volatility Models, Journal of Financial Econometrics, Volume 2, Issue 2, March 2004, Pages 319–342, https://doi .org/10. 1093/jjfi nec/nbh012
\bibitem{26}
Schwert, G.W. and Seguin, P.J. (1990) “Heteroskedasticity in Stock Returns,” Journal of Finance, 45(4): 1129–1155.
\bibitem{27}
Nelson, D.B. (1991) “Conditional Heteroscedasticity in Asset Pricing: A New Approach,” Econometrica, 59(2): 347–370.
\bibitem{28}
Engle, R.F. and Mustafa, C. (1992) “Implied ARCH Models from Options Prices,” Journal of Econometrics, 52(1–2): 289–311.
\bibitem{29}
Hamilton, J.D. (1989) “A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle,” Econometrica, 57(2): 357–384.
\bibitem{30}
Hamilton, J.D. and Susmel, R. (1994) “Autoregressive Conditional Heteroscedasticity and Changes in Regime,” Journal of Econometrics,
64(1–2): 307–333.
\bibitem{31}
Cai, J. (1994) “A Markov Model of Unconditional Variance in ARCH,” Journal of Business and Economic Statistics, 12(3): 309–316.
\bibitem{32}
Gray, S.F. (1996) “Modeling the Conditional Distribution of Interest Rates as A Regime-switching Process,” Journal of Financial Economics, 42(3): 27–62.
\bibitem{33}
David Ardia, Keven Bluteau, Kris Boudt, Leopoldo Catania, Forecasting risk with Markov-switching GARCH models:A large-scale performance study, International Journal of Forecasting, Volume 34, Issue 4, 2018, Pages 733-747, ISSN 0169-2070, https://doi.org/10.1016/j.ijforecast.2018.05.004.
\bibitem{34}
Boonyakunakorn P., Pastpipatkul P., Sriboonchitta S. (2019) Value at Risk of SET Returns Based on Bayesian Markov-Switching GARCH Approach. In: Kreinovich V., Sriboonchitta S. (eds) Structural Changes and their Econometric Modeling. TES 2019. Studies in Computational Intelligence, vol 808. Springer, Cham.
https://doi.org/10.1007/978-3-030-04263-9\_25
\bibitem{35}
Runfang, Y., Jiangze, D., \& Xiaotao, L. (2017). Improved Forecast Ability of Oil Market Volatility Based on combined Markov Switching and GARCH-class Model. Procedia Computer Science, 122, 415-422.
\bibitem{36}
Nop Sopipan, Pairote Sattayatham, Bhusana Premanode, et al. 2012. Forecasting volatility of gold price using markov regime switching and trading strategy. Journal of Mathematical Finance 2, 01 (2012), 121
\bibitem{37}
Thomas H Goodwin. 1993. Business-cycle analysis with a Markov-switching model. Journal of Business \& Economic Statistics 11, 3 (1993), 331–339
\bibitem{38}
Charles Engel and James D Hamilton. 1990. Long swings in the dollar: Are they in the data and do markets know it? The American Economic Review (1990), 689–713.
\bibitem{39}
Rene Garcia and Pierre Perron. 1996. An analysis of the real interest rate under regime shifts. The Review of Economics and Statistics (1996), 111–125
\bibitem{40}
Stephen F Gray. 1996. Modeling the conditional distribution of interest rates as a regime-switching process. Journal of Financial Economics 42, 1 (1996), 27–62
\bibitem{41}
Lucio Sarno and Giorgio Valente. 2000. The cost of carry model and regime shifts in stock index futures markets: An empirical investigation. Journal of Futures Markets: Futures, Options, and Other Derivative Products 20, 7 (2000), 603–624.
\bibitem{42}
Amir H Alizadeh, Nikos K Nomikos, and Panos K Pouliasis. 2008. A Markov regime switching approach for hedging energy commodities. Journal of Banking \& Finance 32, 9 (2008), 1970–1983
\bibitem{43}
Michael Bock and Roland Mestel. 2009. A regime-switching relative value arbitrage rule. In Operations research proceedings 2008. Springer, 9–14.
\bibitem{44}
Ying Ma, Leonard MacLean, Kuan Xu, and Yonggan Zhao. 2011. A portfolio optimization model with regime-switching risk factors for sector exchange traded funds. Pac J Optim 7, 2 (2011), 281–296.
\bibitem{45}
Timothy D Mount, Yumei Ning, and Xiaobin Cai. 2006. Predicting price spikes in electricity markets using a regime-switching model with time-varying parameters. Energy Economics 28, 1 (2006), 62–80.
\bibitem{46}
Glosten, L., Jagannathan, R., \& Runkle, D. (1993). On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. The Journal of Finance, 48(5), 1779-1801. doi:10.2307/2329067
\bibitem{47}
Haas M, Mittnik S, Paolella MS (2004). “A New Approach to Markov-Switching GARCH Models.” Journal of Financial Econometrics, 2(4), 493 –530. doi: 10. 109 3/ jjfi nec /nbh0 20.
\bibitem{48}
Klaassen F (2002). “Improving GARCH Volatility Forecasts with Regime Switching GARCH.” Empirical Economics, 27(2), 363–394. doi:10. 1007/s0018 10100100.
\bibitem{49}
Ardia D (2008). Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications, volume 612 of Lecture Notes in Economics and Mathematical Systems. Springer-Verlag, Berlin Heidelberg. doi:10.1007/978-3-540-78657-3.
\bibitem{50}
Christoffersen, P. (1998). Evaluating Interval Forecasts. International Economic Review, 39(4), 841-862. doi:10.2307/2527341
\bibitem{51}
Engle, R., \& Manganelli, S. (2004). CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. Journal of Business \& Economic Statistics, 22(4), 367-381. Retrieved September 2, 2021, from http: //www.jstor. org/stable/1392044
\end{thebibliography}
\end{otherlanguage}
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答案1
我们的代码存在三个主要问题：\text在整个thebibliograpy环境中完全不必要和不恰当地使用，同样不必要和不恰当地使用\\强制换行，以及未能使用非空（且唯一）的指令参数\bibitem。综合起来，这些问题解释了为什么 LaTeX 放弃了。消除这些问题，请使用\url而不是\texttt来包裹 url 和 doi 字符串。
更新：
以下是我呈现与参考书目相关的代码的方式：
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\begin{flushleft}
Universit\'{e} Cadi Ayyad \hfill 03 Septembre 2021
Facult\'{e} des Sciences Juridiques, \'{E}conomiques
et Sociales
D\'{e}partement des Sciences \'{E}conomiques
\end{flushleft}
\begin{center}
Travail à Faire
\end{center}
\begin{flushleft}
Effectu\'{e}e par: \hfill Examin\'{e}e par:
\end{flushleft}
\vspace{0.0005cm}
\hrule
\vspace{0.0005cm}
\title{Un Modèle Bayésien à Changement de Régime Markovien de Volatilité des Rendements Boursiers: Cas du MASI}
\date{}
\author{}
\let\newpage\relax%
\maketitle
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\begin{thebibliography}{99}
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Ying Ma, Leonard MacLean, Kuan Xu, and Yonggan Zhao. 2011. A portfolio optimization model with regime-switching risk factors for sector exchange traded funds. Pac J Optim 7, 2 (2011), 281--296.
\bibitem{45}
Timothy D. Mount, Yumei Ning, and Xiaobin Cai. 2006. Predicting price spikes in electricity markets using a regime-switching model with time-varying parameters. Energy Economics 28, 1 (2006), 62--80.
\bibitem{46}
Glosten, L., Jagannathan, R., \& Runkle, D. (1993). On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. The Journal of Finance, 48(5), 1779--1801.
\url{doi:10.2307/2329067}
\bibitem{47}
Markus Haas, Stefan Mittnik, and Marc S. Paolella (2004). “A New Approach to
Markov-Switching GARCH Models.” Journal of Financial Econometrics,
2(4), 493--530.
\url{doi:10.1093/jjfinec/nbh020}.
\bibitem{48}
Klaassen F (2002). “Improving GARCH Volatility Forecasts with Regime Switching GARCH.” Empirical Economics, 27(2), 363--394.
\url{doi:10.1007/s0018 10100100}.
\bibitem{49}
Ardia D (2008). Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications, volume 612 of Lecture Notes in Economics and Mathematical Systems. Springer-Verlag, Berlin Heidelberg.
\url{doi:10.1007/978-3-540-78657-3}.
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Christoffersen, P. (1998). Evaluating Interval Forecasts. International Economic Review, 39(4), 841--862. \url{doi:10.2307/2527341}
\bibitem{51}
Engle, R., \& Manganelli, S. (2004). CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. Journal of Business \& Economic Statistics, 22(4), 367--381. Retrieved September 2, 2021, from
\url{http://www.jstor.org/stable/1392044}
\end{thebibliography}
\end{otherlanguage}
\end{document}