期刊論文| 1. | Dacco, Robert、Satchell, Steve(1999)。Why do regime-switching models forecast so badly?。Journal of Forecasting，18，1-16。   |
| 2. | Lai, Y.、Chen, W. S.、Gerlach, R.(2009)。Optimal Dynamic Hedging via Copula-Threshold-GARCH Models。Mathematics and Computers in Simulation，79(8)，2609-2624。 |
| 3. | Lee, Hsiang-Tai、Yoder, Jonathan(2007)。Optimal hedging with a regime-switching time-varying correlation GARCH model。Journal of Futures Markets，27，495-516。 |
| 4. | Lee, H. T.、Yoder, J. K.、Mittelhammer, R. C.、McCluskey, J. J.(2006)。A Random Coefficient Autoregressive Markov Regime Switching Model for Dynamic Futures Hedging。The Journal of Futures Markets，26(2)，103-129。 |
| 5. | Hansen, P. R.(2005)。A Test for Superior Predictive Ability。Journal of Business and Economic Statistics，23(4)，365-380。 |
| 6. | Politis, D. N.、Romano, J. P.(1994)。The Stationary Bootstrap。Journal of the American Statistical Association，89(428)，1303-1313。 |
| 7. | Alizadeh, Amir、Nomikos, Nikos(2004)。A Markov regime switching approach for hedging stock indices。Journal of Futures Markets，24，649-674。 |
| 8. | Chollete, Loran、Heinen, Andreas、Valdesogo, Alfonso(2009)。Modeling international financial returns with a multivariate regime-switching copula。Journal of Financial Econometrics，7，437-480。 |
| 9. | Fratzscher, Marcel(2009)。What explains global exchange rate movements during the financial crisis?。Journal of International Money and Finance，28，1390-1407。 |
| 10. | Garcia, Rene、Tsafack, Georges(2011)。Dependence structure and extreme comovements in international equity and bond markets。Journal of Banking and Finance，35，1954-1970。 |
| 11. | Lai, Yi-Hao(2009)。Copula-based dynamic hedging strategies in stock index futures: International evidence。Review of Futures Markets，18，7-26。 |
| 12. | Lee, Hsiang-Tai(2009)。A copula-based Markov regime switching GARCH model for optimal futures hedging。Journal of Futures Markets，29，946- 972。 |
| 13. | Melvin, Michael、Taylor, Mark P.(2009)。The crisis in the foreign exchange market。Journal of International Money and Finance，28，1317- 1330。 |
| 14. | Sklar, Abe(1959)。Fonctions de Reparition a n Dimensions et Leurs Marges。Publications de l’Institut de Statistique de l’Universite de Paris，8，229-231。 |