\u672c\u9662\u7d93\u6fdf\u7814\u7a76\u6240\u671f\u520a\u300a\u81fa\u7063\u7d93\u6fdf\u9810\u6e2c\u8207\u653f\u7b56\u300b\u7b2c52\u5377\u7b2c2\u671f\u5df2\u51fa\u7248\uff0c\u672c\u671f\u76ee\u9304\u5982\u4e0b\uff1a<\/p>\n
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\n1.\u5085\u7956\u58c7\u3001\u9ec3\u7f8e\u745b\u3001\u5433\u6dd1\u83ef\uff0c\u3008\u80a1\u5e02\u653f\u7b56\u8207\u4e2d\u570b\u8b49\u5238\u696d\u8fd1\u671f\u4e4b\u751f\u7522\u529b\u52d5\u614b\u7e3e\u6548\u7814\u7a76\u3009
\n2.Zixiong Xie, Shyh-Wei Chen, and An-Chi Wu, \u201cThe Impact of External Shocks on the Volatility of Stock Returns: New Evidence from Four Developed Countries\u201d
\n3.Ray Yeutien Chou, Tso-Jung Yen, and Yu-Min Yen, \u201cForecasting Expected Shortfall and Value-at-Risk with Realized Variance Measures and the FZ Loss\u201d<\/p>\n
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\n\u53c3\u3001\u81fa\u7063\u7d93\u6fdf\u8da8\u5411\u5716\u8868\u8207\u7d71\u8a08<\/p>\n
\u5404\u671f\u6587\u7ae0\u53ca\u672c\u520a\u76f8\u95dc\u8a0a\u606f\uff0c\u6b61\u8fce\u67e5\u95b1\u300a\u81fa\u7063\u7d93\u6fdf\u9810\u6e2c\u8207\u653f\u7b56\u300b\u671f\u520a\u7db2\u9801\uff1ahttp:\/www.econ.sinica.edu.tw\/TEFP<\/a><\/p>\n