一、中文文獻
丁聖祐(2010)。考慮關聯結構之最適投資組合。未出版之碩士論文，國立臺北大學，臺北市。
王文正(2008)。台幣、日幣、澳幣、新加坡四國匯率關聯結構-應用Mixed Copula。未出版之碩士論文，私立淡江大學，新北市。
王冠閔(2004)。不對稱訊息下台灣股、匯市與美國股市蔓延效果之預測檢定。人文暨社會科學期刊，3(1)，69-80。
方文碩、王冠閔、董澍琦(2007)。亞洲金融危機期間股票市場的蔓延效果。管理評論，25(2)，61-82。呉書慧(2006)。長短期零售利率不對稱調整。未出版之碩士論文，僑光技術學院，臺中市。
李沃牆、曾智業、彭敏瑜(2013)。應用copula-Fhs模型於國際投資組合風險值評估。中原企管評論，11(1)，81-110。李美杏、丁聖祐(2011)。關聯結構與最適投資組合－Copula模型的應用。統計與資訊評論，13，69-100。
李莠苓(2011)。應用Copula-GJR-GARCH模型於黃金期貨與白銀期貨之避險。未出版之碩士論文，私立淡江大學，新北市。林勝宏(2004)。國際股市關聯性結構之研究－Copula模型之應用。未出版之碩士論文，國立台灣科技大學資訊管理系研究所碩士論文，基隆市。
林惠娜(2011)。日本TOCOM及美國COMEX黃金與白銀期貨的動態關係、風險值與門檻效果之實證研究。未出版之碩士論文，私立淡江大學，新北市。林煌傑(2007)。極端報酬下亞洲股市之蔓延效果：應用Copula分析法。未出版之碩士論文，國立海洋大學，基隆市。柯星妤(2013)。金磚五國之期貨避險績效─應用Copula-based GJR-GARCH模型。未出版之碩士論文，私立淡江大學，新北市。高蕙芬(2012)。美債危機對台股之傳染效果影響分析-ARMAX-GARCH-Copula Type模型之應用。未出版之碩士論文，私立淡江大學，新北市。
張光亮、黃宗佑(2011)。美國存託憑證與母國股票報酬間之動態關連性－極端尾部相依性以及Kendall's tau之研究，經濟研究期刊，305-356。陳威蓁(2011)。中國上海證券綜合指數與香港恆生中國企業股指數期現貨之連動關係及避險效果之研究-重大事件及VEC DCC GJR GARCH模型與VEC Copula GJR-GARCH-skewed-t模型之應用。未出版之碩士論文，國立臺北大學，臺北市。
陳竑廷(2011)。考慮總體因素與關聯結構之最適資產配置。未出版之碩士論文，國立臺北大學，臺北市。
曾至苹(2006)。Copula-based GARCH模型於期貨避險之應用。未出版之碩士論文，國立中央大學，桃園縣。
曾智業(2012)。國際投資組合之風險值評估。未出版之碩士論文，私立淡江大學，新北市。
黃坤銘(2010)。次級房貸危機及金融海嘯下美國股市與公債期現貨市場動態連動性之研究 －VEC DCC GJR-GARCH 模型 與VEC Copula GJR-GARCH-skewed-t 模型之應用。未出版之碩士論文，國立臺北大學，臺北市。
黃泰源(2013)。應用COPULA函數於金磚五國投資組合相關性及風險值評估。未出版之碩士論文，私立淡江大學，新北市。
葉怡君(2005)。以Copula測度市場風險之探討。未出版之碩士論文，國立中央大學產業經濟研究所，桃園縣。
潘奕涵(2013)。極值理論與關聯結構在國際股票市場間分散化的應用。未出版之碩士論文，國立臺北大學，臺北市。
賴怡洵(2000)。美、日、港、台股價資訊傳遞多元GARCH模式之研究。證券櫃檯月刊，52，1-17。
賴奕豪(2007)。金融市場依存結構、風險評估與避險。未出版之博士論文，私立逢甲大學，台中市。二、英文文獻
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