| Reference: | 一、中文部分(依作者姓名排序)
王甡，”報酬衝擊對條件波動所造成之不對稱效果—台灣股票市場之實證分析”，證券市場發展季刊，民國八十四年一月，第七券第一期，125-160頁。
林楚雄、劉維琪與吳欽杉，”台灣股票店頭市場股價報酬波動行為的研究”，企業管理學報，民國八十八年三月，第四十四期，165-192頁。
林楚雄、劉維琪與吳欽杉，”不對稱GARCH模型的研究”，管理學報，民國八十八年九月，第十六券第三期，479-515頁。
麥朝成，2002全球經濟展望—從不景氣中再現繁榮，民國九十一年，中央經濟研究院。
二、英文部分(依作者姓氏字母排列)
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Rabemananjara, R. and J. M. Zakoian, (1993), “Threshold ARCH Models and Asymmetries in Volatility”, Journal of Applied Econometrics, Vol. 8, P31-49.
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Schwert, G. W. (1990), “Stock Volatility and the Crash of ’87”, Review of Financial Studies, Vol. 3, P77-102.
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Zakoian, J.M. (1991), “Threshold Heteroskedastic Models”, Journal of Economic Dynamics and Control, Vol. 18, P931-955. |
