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6. | Holmes, P.(1996)。Stock Index Futures Hedging: Hedging Effectiveness of Foreign Currency Futures。Journal of Futures Markets,23(1),63-77。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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9. | Miller, S.(1985)。Simple and Multiple Cross-Hedging of Millfeeds。Journal of Futures Markets,5(1),21-28。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Wilson, W. W.(1984)。Hedging Effectiveness of U.S. Wheat Futures Markets。Review of Research in Futures Markets,3(1),64-79。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Witt, Harvey J.、Schroeder, Ted C.、Hayenga, Marvin L.(1987)。Comparision of Analytical Approaches for Estimating Hedge Ratio for Agricultural Commodities。Journal of Futures Markets,7(2),135-146。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Breeden, D. T.(1984)。Complexities of Hedging Mortgages。Journal of Fixed Income,4(1),6-41。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | 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) |
14. | 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) |
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16. | Hill, Joanne、Schneeweis, T.(1981)。A Note on the Hedging Effectiveness of Foreign Currency Futures。Journal of Future Markets,1(4),659-664。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Tong, Wilson H. S.(1996)。An Examination of Dynamic Hedging。Journal of International Money and Finance,15(1),19-35。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Lien, D. H. D.、Tse, Y. K.(1999)。Fractional Cointegration and Futures Hedging。Journal of Futures Markets,19(4),457-474。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | 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) |
21. | 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) |
22. | 余尚武、賴昌作(20010100)。股價指數期貨之避險比率與避險效益。管理研究學報,1(1),1-31。 延伸查詢![new window](/gs32/images/newin.png) |
23. | Ederington, Louis H.(1979)。The Hedging Performance of the New Futures Markets。Journal of Finance,34(1),157-170。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Koutmos, G.、Pericli, A.(1999)。Hedging GNMA Mortgage-Backed Securities with T-Note Futures: Dynamic versus Static Hedging。Real Estate Economics,27(2),335-363。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | 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) |
26. | Myers, R. J.(1991)。Estimating Time-Varying Optimal Hedge Ratios on Futures Markets。Journal of Futures Markets,11(1),39-53。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | 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) |