期刊論文1. | Anderson, R.、Danthine, J. P.(1980)。Hedging and Joint Production: Theory and Illustration。Journal of Finance,35,487-498。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Bera, A. K.、John, S.(1983)。Tests for Multivariate Normality with Pearson Alternatives。Communications in Statistics: Theory and Method,12(1),103-117。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Bera, A. K.、Higgins, M. L.(1992)。A Test for Conditional Heteroskedasicity in the Time Series Models。Journal of Time Series Analysis,13,501-519。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Berndt, E. K.、Hall, B. H.、Hall, R. E.、Hausman, J. A.(1974)。Estimation Inference in Nonlinear Structural Models。Annals of Economic and Social Measurement,4,653-665。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Cecchetti, S. G.、Cumby, R. E.、Figlewski, S.(1988)。Estimation of Optimal Hedge。Review of Economics and Statistics,50,623-630。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Kavussanos, M. G.、Alizadeh, A.(2001)。The Expectation Hypothesis of the Term Structure and Risk Premia in Dry Bulk Shipping Freight Markets。Journal of Transport Economics and Policy,65-76。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Park, H. Y.、Bera, A. K.(1987)。Interest-Rate Volatility, Basis Risk and Heteroskedasticity in Hedging Mortgages。AREUEA Journal,5,79-97。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Pagan, A. R.(1980)。Some Identification and Estimation Results for Regression Models with Stochastically Varying Coefficients。Journal of Econometrics,13,341-363。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Baillie, R. T.、Myers, R. J.(1991)。Bivariate GARCH Estimation of Optimal Commodity Futures Hedge。Journal of Applied Econometrics,6,109-124。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Bos, T.、Newbold, P.(1984)。An Empirical Investigation of the Possibility of Stochastic Systematic Risk in the Market Model。Journal of Business,57(1),35-41。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Chang, Y. T.(1996)。Predictability of the Dry Bulk Shipping Market by BIFFEX。Maritime Policy & Management,23(2),103-114。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Davies, R. B.(1987)。Hypothesis testing when a nuisance parameter is present only under the alternative。Biometrika,74(1),33-43。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Ederington, L. H.(1979)。The Hedging Performance of the New Futures Market。Journal of Finance,34(1),157-170。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Gagnon, L.、Lypny, G.(1995)。Hedging Short-term Interest Risk Under Time-Varying Distributions。Journal of Futures Markets,15(7),767-783。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | 張焯然(20010800)。臺股指數期貨動態避險效果之探討。臺灣管理學刊,1(1),151-164。 延伸查詢![new window](/gs32/images/newin.png) |
16. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Engle, Robert F.、Kroner, Kenneth F.(1995)。Multivariate simultaneous generalized arch。Econometric Theory,11(1),122-150。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Baillie, Richard T.、Bollerslev, Tim(1990)。A Multivariate Generalized ARCH Approach to Modeling Risk Premia in forward Foreign Exchange Rate Markets。Journal of International Money and Finance,9(3),309-324。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Bollerslev, Tim(1990)。Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model。The Review of Economics and Statistics,72(3),498-505。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |