期刊論文| 1. | Christensen, B. J. and C. S. Hansen(2002)。“New Evidence on the Implied Realized Volatility Relation,”。European Journal of Fiance，vol. 8，187-205。   |
| 2. | Davidson, W. N.、Kim, J. K.、Ors, E.、Szakmary, A.(2001)。Using Implied Volatility on Options to Measure the Relation Between Asset Returns and Variability。Journal of Banking and Finance，25(7)，1245-1269。 |
| 3. | Fair, R. C.、Shiller, R. J.(1990)。Comparing Information in Forecasts from Econometric Models。American Economic Review，80(3)，375-389。 |
| 4. | Brooks, C.(1998)。Predicting stock index volatility: Can market volume help?。Journal of Forecasting，17(1)，59-80。 |
| 5. | Duan, J. C.、Zhang, H.(2001)。Pricing Hang Seng index options around the Asian financial crisis- A GARCH approach。Journal of Banking and Finance，25(11)，1989-2014。 |
| 6. | Gwilym, O.、Buckle, M.(1999)。Volatility forecasting in the framework of the option expiry cycle。The European Journal of Finance，5(1)，73-94。 |
| 7. | Li, K.(2002)。Long-memory versus Option-implied Volatility Prediction。Journal of Derivatives，9(3)，9-25。 |
| 8. | Lamoureux, C. G.、Lastrapes, W. D.(1990)。Heteroscedasticity in Stock Return Data: Volume versus GARCH Effects。Journal of Finance，45(1)，221-229。 |
| 9. | Vasilellis, G. A.、Meade, N.(1996)。Forecasting Volatility for Portfolio Selection。Journal of Business Finance and Accounting，23，125-143。 |
| 10. | Harvey, C. R.、Whaley, R. E.(1991)。S&P 100 Index Option Volatility。The Journal of Finance，46(4)，1551-1561。 |
| 11. | Bessembinder, Hendrik、Seguin, Paul J.(1993)。Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets。Journal of Financial and Quantitative Analysis，28(1)，21-39。 |
| 12. | Lamoureux, Christopher G.、Lastrapes, William D.(1993)。Forecasting Stock-return Variance: Toward an Understanding of Stochastic Implied Volatilities。The Review of Financial Studies，6(2)，293-326。 |
| 13. | Beckers, S.(1981)。Standard Deviations Implied in Option Prices as Predictors of Future Stock Price Variability。Journal of Banking and Finance，5(3)，363-382。 |
| 14. | Bessembinder, Hendrik、Seguin, Paul J.(1992)。Futures-trading Activity and Stock Price Volatility。The Journal of Finance，47(5)，2015-2034。 |
| 15. | Gwilym, O. A.(2001)。Forecasting Volatility for Options Pricing for the U.K. Stock Market。Journal of Financial Management and Analysis，14(2)，55-62。 |
| 16. | Black, Fischer(1976)。The Pricing of Commodity Contracts。Journal of Financial Economics，3(1/2)，167-179。 |
| 17. | Christensen, Bent J.、Prabhala, Nagpumanand R.(1998)。The Relation between Implied and Realized Volatility。Journal of Financial Economics，50(2)，125-150。 |
| 18. | Fleming, Jeff(1998)。The Quality of Market Volatility Forecasts Implied by S&P 100 Index Option Prices。Journal of Empirical Finance，5(4)，317-345。 |
| 19. | Jorion, P.(1995)。Predicting Volatility in the Foreign Exchange Market。Journal of Finance，50(2)，507-528。 |
| 20. | Anthony, Joseph H.(1988)。The Interrelation of Stock and Options Market Trading-volume Data。The Journal of Finance，43(4)，949-964。 |
| 21. | Karpoff, Jonathan M.(1987)。The Relation between Price Changes and Trading Volume: A Survey。Journal of Financial and Quantitative Analysis，22(1)，109-126。 |
| 22. | Chiras, Donald P.、Manaster, Steven(1978)。The Information Content of Option Prices and a Test of Market Efficiency。Journal of Financial Economics，6(2/3)，213-234。 |
| 23. | Day, Theodore E.、Lewis, Craig M.(1992)。Stock Market Volatility and the Information Content of Stock Index Options。Journal of Econometrics，52(1/2)，267-287。 |
| 24. | Canina, Linda、Figlewski, Stephen(1993)。The informational Content of Implied Volatility。The Review of Financial Studies，6(3)，659-681。 |
| 25. | Hwang, S.、Satchell, S. E.(2000)。Market risk and the concept of fundamental volatility: measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets。Journal of Banking and Finance，24(4)，759-785。 |
| 26. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。 |
| 27. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 |
| 28. | 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。 |
| 29. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 |