| 期刊論文| 1. | Milonas, N. T.(1986)。Price Variability and the Maturity Effect in Futures Markets。Journal of Futures Markets，6(3)，443-460。   | | 2. | Park, Tae H.、Switzer, Lorne N.(1995)。Bivariate GARCH Estimation of the Optimal Hedge Ratios for Stock Index Futures: A Note。Journal of Futures Markets，15(1)，61-67。 | | 3. | Samuelson, Paul A.(1965)。Proof that Properly Anticipated Prices Fluctuate Randomly。Industrial Management Review，6(2)，41-49。 | | 4. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 | | 5. | Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics，52(1/2)，5-59。 | | 6. | Bollerslev, Tim、Wooldridge, Jeffrey M.(1992)。Quasi Maximum Likelihood Estimation and Inference in Dynamic Models with Time Varying Covariances。Econometric Reviews，11(2)，143-172。 | | 7. | Kroner, Kenneth F.、Sultan, Jahangir(1993)。Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures。Journal of Financial and Quantitative Analysis，28(4)，535-551。 | | 8. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 | 其他| 1. | Bera, A. K., & Jarque, C. M.(1982)。Model specification tests: A simultaneous approach。 | | 2. | Castelino, M., & Francis, J.(1982)。Basis specualtion in commodity futures: The maturity effect。 | | 3. | Castelino, M.(1990)。Basis specualtion in commodity futures: The maturity effect。 | | 4. | Khoury, N., & Yourougou, P.(1993)。Determinants of agricultural futures prices volatilities: Evidence from winnipeg commodity exchange。 | | 5. | Rutledge, D. J. S.(1976)。A note on the variability of futures price。 | |