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中文部分
[1] 江木偉 (2004). “台指選擇權隱含波動率指標之資訊內涵－新編VIX指標之實證”。
[2] 伍尚文 (2005). “台指選擇權及期貨操作之研究－運用買賣權結構比例即週技術指標”。
[3] 李茂華 (2009). “運用基因演算法於建立最佳隱含波動率估計值之研究－以台指選擇權為例”。
[4] 陳仕庭 (2007). “香港恆生指數未來真實波動度之預測－多因子波動度模型與門檻模型之應用”。
[5] 莊益源、張鍾霖與王祝三 (2003). “波動度模型預測能力的比較－以台指選擇權為例”。
[6] 張富達 (2003). “國內選擇權市場波動率指數(VIX)之建構與分析”。
[7] 盧佳鈺 (2003). “台指選擇權隱含波動率指標之資訊內涵”。 |
