一、國內文獻
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2.周業熙,(2002),GARCH-type模型在VaR之應用,東吳大學經濟學系碩士論文。3.洪瑞成,(2002),風險值之探討-對稱與不對稱波動GARCH模型之應用,淡江大學財務金融研究所碩士論文。4.殷惠緡,(2001),股價與匯價關聯性分析-多變量GARCH模式運用,淡江大學財務金融所碩士論文。5.許傑翔,(2004),多變量財務時間數列模型之風險值計算,東吳大學商用數學系碩士論文。6.張維敉,(2002),金融危機與風險外溢-DCC模型之應用,國立中央大學財務金融研究所碩士論文。7.郭憲鍾,(2004),國際股市之動態關連,暨南國際大學國際企業學系碩士論文。8.謝家和,(1999),風險值之衡量-多元變數GARCH模型之應用,暨南國際大學國際企業學系碩士論文。9.聶瑋瑩,(2004),台灣電子產業海外存託憑證報酬率之匯率風險,國立政治大學國際貿易研究所碩士論文。二、國外文獻:
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