一、中文部分
[ 1] 沈中華，何中達，陳江明，「台灣股票市場報酬之預測模型─平均數復歸行為之應用」，管理科學學報，第12卷第1期，84年3月，頁43-61‧
[ 2] 沙益民，「台灣分類股價指數共整合關係之研究」，淡江大學金融研究所碩士論文，85年6月‧
[ 3] 吳柏林，時間數列分析導論，華泰書局，84年9月，頁65-66‧
[ 4] 林茂文，時間數列分析與預測，華泰書局，81年11月，頁221-223‧
[ 5] 林國輝，「台灣地區貨幣供給、利率與股價之因果關係之研究」，政治大學企業管理研究所碩士論文，79年‧
[ 6] 林豐政，「量測資料之調整型迴歸預測法─以話務資料應用為例」，淡江大學管理科學研究所博士論文，84年2月‧
[ 7] 林炯垚、陳文燦，「利率變動對股票價格影響之研究」，中華民國第一屆證券市場發展研討會論文集，財團法人中華民國證券市場發展基金會印行，1989年6月‧
[ 8] 林煜宗，「市場因素對台灣證券市場股價變動之影響」，證交資料，67年6月25日‧
[ 9] 林煜宗，現代投資學─制度、理論與實務，華泰書局，74年‧
[10] 孫維鴻，「金融經濟因素與股價關係─台灣證券市場之實證研究」，中興大學企業管理研究所碩士論文，76年6月‧
[11] 徐維鑫，「日本冷凍鮪魚生魚片價格之長期均衡分析─共整合模型之應用」，海洋大學漁業經濟研究所碩士論文，87年6月‧
[12] 黃柏農，「台灣的股價與總體變數之間的關係」，證券市場發展季刊，10卷4期，87年，頁89-109‧
[13] 張紘炬，統計學，二版，華泰書局，77年，頁521-557‧
[14] 許志義、毛維凌、柏雲昌，台灣中長期能源需求預測，中華經濟研究院，85年6月‧
[15] 陳溢茂、施燕、鄭麗玲，「股價、利率與銀行存款之因果關係─VAR模型之應用」，中央銀行季刊，14卷2期，81年，頁48-59‧
[16] 廖惠珠、黃台心、王美惠，「影響我國家計部門液化石油氣需求要因之探討」，人文社會科學集刊，中央研究院中山人文社會科學研究所，第11卷，第3期，1999年9月‧
[17] 賴宏忠、劉曦敏，「利率、匯率與股價之長期均衡與因果關係─共整合分析法之應用」，證券金融，49期，85年4月20日，頁23-42‧
二、西文部分
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