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二、中文部份
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3.邱建良、魏志良、吳佩珊(2004)，TAIEFX與MSCI台股指數期貨與現貨直接避險策略之研究，商管科技季刊，第5卷，第2期，第169-184頁。4.徐清俊、張加民(2003)，臺灣股價指數期貨最適避險比率探討，遠東學報，第20卷，第3期，第531-542頁。5.邱哲修、林卓民、洪瑞成、柯月華(2005)，價格跳躍與避險策略之探討-以道瓊工業指數現貨與期貨為例，經營管理論叢，第1卷 ，第2期，第93-116頁。6.林丙輝、葉仕國(1999)，台灣股票價格非連續跳躍變動與條件變異之研究，證券市場發展季刊，第4期，第61-92頁。7.廖四郎、王昭文(2008)，期貨與選擇權策略型交易與套利實務，新陸書局股份有限公司發行，第2版，第445-464頁。
8.謝育錚、王凱立、陳昭君(2009)，到期日效果於期貨避險績效之研究：緩長記憶與平滑轉換模型的應用，東海大學管理學院財務金融研究所碩士論文。