| 期刊論文1. | Chang, K. H.、Kim, M. J.(2001)。Jumps and time-varying correlations in daily foreign exchange rates。Journal of International Money and Finance,20,611-637。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Ball, C. A.、Torous, W. N.(2000)。Stochastic Correlation across International Stock Markets。Journal of Empirical Finance,7(3),373-388。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Erb, C.、Harvey, C. R.、Viskanta, T.(1994)。Forecasting international equity correlations。Financial Analysts Journal,50,32-45。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Longin, Francois、Solnik, Bruno(1995)。Is the correlation in international equity returns constant: 1960-1990?。Journal of International Money and Finance,14(1),3-26。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Bollerslev, Tim、Engle, Robert F.、Wooldridge, Jeffrey M.(1988)。A Capital Asset Pricing Model with Time-Varying Covariances。Journal of Political Economy,96(1),116-131。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Dickey, D. A.、Fuller, W. A.(1981)。Likelihood ratio tests for auto regressive time series with a unit root。Econometrica,49,1057-1072。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 其他1. | Alexander, C.(1996)。Volatility and correlation forecasting。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Berg-Andreassen, J. A.(1997)。Efficiency and interconnectivity in international shipping markets。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Clarkson Research(2002)。Shipping Intelligence Network。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Glen, D., and Rogers, P.(1997)。Does weight matter? A statistical analysis of the SSY Capesize index。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Groenen, P. J. F., and Franses, P. H.(2000)。Visualizing time-varying correlations across stock markets。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Hale, C., and Vanags, A.(1992)。The market for second-hand ships: some results on efficiency using cointegration。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Levy, H. and M. Samat(1973)。International Portfolio Diversification of Investment Portfolios。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Nelson, C. R., Kim, M, -J.(1993)。Predictable Stock Returns: The Role of Small Sample Bias。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Newey, W. and West, K. D.(1987)。A Simple, Positive, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Tse, Y. K., and Tsui, A. K. C.(1998)。A Multivariance GARCH Model with Time-Varying Correction。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |