| Reference: | 參考文獻
一.中文文獻
1. 賴柏志，(2004)「關聯結構(copula)在信用風險管理之運用」，金融風險管理季刊，民國九十三年九月號。
一.英文文獻
1. Dobrić, J. and Schmid, F. (2005),"Testing Goodness of Fit for Parametric Families of Copulas -- Application to Financial Data." Communications in Statistics: Simulation and Computation, 34,pp.1053-1068.
2. Embrechts P., McNeil A.J. and Straumann D. (1999), "Correlation And Dependence In Risk Management: Properties And Pitfalls. ", Risk, volume 12 number 5 p69 -71
3. Embrechts P., McNeil A. J. and Straumann D. (2001),Handbook of heavy tailed distributions in finance. ,Amsterdam : Boston : Elsevier, 2003
4. Gan, Q. (2002),"Modelling the Return Distributions of Multivariate Intra-day FX Series: A Comparative Study.",Technical report, ETH Zurich.
5. Greenwood, P. E. and Nikulin, M. S. (1996),"A Guide to Chi-squared Testing.", New York: Wiley.
6. Nelsen, R. B. (1999),An Introduction to Copulas. New York : Springer |
