期刊論文| 1. | Bautista, C. C.(2003)。Interest Rate-Exchange Rate Dynamics in the Philippines: A DCC Analysis。Applied Economics Letters，10(2)，107-111。   |
| 2. | Bredin, D.、Hyde, S.(2004)。FOREX Risk: Measurement and Evaluation using Value-at-Risk。Journal of Business Finance and Accounting，31，1389-1417。 |
| 3. | Colm, K.、Patton, A. J.(2000)。Multivariate GARCH Modeling of Exchange Volatility Transmission in the European Monetary System。The Financial Review，41，29-48。 |
| 4. | Hendricks, D.(199604)。Evaluation of ‘Value-at-Risk, Models Using Historica Data。Economic Policy Review，2(1)，39-69。 |
| 5. | Wang, P.、Wang, P.(2001)。Equilibrium Adjustment, Basis Risk and Risk Transmission in Spot and Forward Foreign Exchange Markets。Applied Financial Economics，11，127-136。 |
| 6. | 沈大白、柯瓊鳳、鄒武哲(19980900)。風險值衡量模式之探討--以臺灣上市公司權益證券為例。東吳經濟商學學報，22，57-76。 延伸查詢 |
| 7. | Engle, Robert F.、Kroner, Kenneth F.(1995)。Multivariate simultaneous generalized arch。Econometric Theory，11(1)，122-150。 |
| 8. | 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。 |
| 9. | 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。 |
| 10. | Engle, Robert F.(2002)。Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models。Journal of Business & Economic Statistics，20(3)，339-350。 |
| 11. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 |
| 12. | 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。 |
| 13. | 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。 |
| 14. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 |
| 15. | Kupiec, Paul H.(1995)。Techniques for Verifying the Accuracy of Risk Measurement Models。Journal of Derivatives，3(2)，73-84。 |