| Reference: | I. Chinese References
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郭玟秀，陳仁龍，邱永金(2010)，「台指選擇權隱含波動率指標對真實波動率與指數報酬的資訊內涵之研究」，創新與管理，7(2)，127-146。
粘瑞益(1999/2006?)，建構臺灣股市之隱含波動度避險模型—以馬可夫轉換模型為例，第六屆證券暨期貨金椽獎，市場組佳作。
郭維裕，陳鴻隆，陳威光(2013)，「選擇權市場效率性檢定；隱含波動率成對交易檢定法」，管理與系統，23(3)，425-458。
詹錦宏，施介人 (2005)，「台股指數現貨、期貨與選擇權價格發現之研究」，臺灣金融財務季刊，6(1)，31-51。
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