期刊論文| 1. | Spiro, P. S.(1990)。The impact of interest rate changes on stock price volatility。Journal of Portfolio Management，16，63-68。   |
| 2. | 胡星陽、梁敏芳(19950100)。漲跌幅限制與臺灣股票市場波動。證券市場發展，7(1)=25，1-25。 延伸查詢 |
| 3. | French, Kenneth R.、Roll, Richard(1986)。Stock Return Variances: The Arrival of Information and The Reaction of Traders。Journal of Financial Economics，17(1)，5-26。 |
| 4. | Poterba, James M.、Summers, Lawrence H.(1986)。The Persistence of Volatility and Stock Market Fluctuations。American Economic Review，76(5)，1142-1151。 |
| 5. | Edwards, Franklin R.(1988)。Futures trading and cash market volatility: Stock index and interest rate futures。Journal of Futures Markets，8(4)，421-439。 |
| 6. | Davidian, M.、Carroll, R. J.(1987)。Variance Function Estimation。Journal of American Statistical Association，82，1079-1091。 |
| 7. | Glejser, H.(1969)。A New Test For Heteroskedasticity。Journal of the American Statistical Association，64(325)，316-323。 |
| 8. | Amihud, Y.、Mendelson, H.(1987)。Trading Mechanisms and Stock Returns: An Empirical Investigation。The Journal of Finance，42(3)，533-553。 |
| 9. | Hardouvelis, Gikas A.(1990)。Margin requirements, volatility, and the transitory component of stock prices。American Economic Review，80(4)，736-762。 |
| 10. | Schwert, G. W.(1990)。Stock Volatility and the Crash of '87。The Review of Financial Studies，3，77-102。 |
| 11. | Schwert, G. W.(1990)。Stock Market Volatility。Financial Analysts Journal，46(3)，23-34。 |
| 12. | Schwert, G. W.(1989)。Margin Requirements and Stock Volatility。Journal of Financial Service Research，3，153-164。 |
| 13. | Baillie, R. T.、DeGennaro, R. P.(1990)。Stock Returns and Volatility。Journal of Financial and Quantitative Analysis，25，203-215。 |
| 14. | Sill, D. K.(1993)。Predicting Stock: Market Volatility。Business Review--Federal Reserve Bank of Philadelphia，1993(Jan./Feb.)，15-28。 |
| 15. | Black, F.(1976)。Studies of Stock Price Volatility Changes。Journal of American Statistical Association，177-181。 |
| 16. | Fortune, P.(1989)。An Assessment of Financial Market Volatility: Bills, Bonds, and Stocks。New England Economic Review，13-28。 |
| 17. | Kumar, R.、Ferris, S. P.、Chance, D. M.(1993)。The Differential Impact of Federal Reserve Margin Requirements on Stock Market Volatility。The Financial Review，26(3)，343-366。 |
| 18. | Officer, R. R.(1973)。The Variability of the Market Factor of the New York Stock Exchange。Journal of Business，46，434-453。 |
| 19. | Schwert, G. William(1989)。Why Does Stock Market Volatility Change Over Time?。Journal of Finance，44(5)，1115-1153。 |
| 20. | French, Kenneth R.、Schwert, G. William、Stambaugh, Robert F.(1987)。Expected stock returns and volatility。Journal of Financial Economics，19(1)，3-29。 |
| 21. | 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。 |
| 22. | Schwert, G. William、Seguin, Paul J.(1990)。Heteroskedasticity in stock returns。Journal of Finance，45(4)，1129-1155。 |
| 23. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 |
| 24. | Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica，55(3)，703-708。 |