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中文：
李佳晏 (2001) 「股價指數報酬率厚尾程度之研究」政治大學國際貿易所碩士論文
陳俊宏 (2002) 「非齊質變異下尾端風險的衡量」 政治大學國際貿易所碩士論文
魏輝娥 (2003) 「最適尾端參數估計之探討：台灣股票報酬風險值之應用」 中正大學國際經濟所碩士論文 |
