| Reference: | 英文部份：
1. Dias , A. (2004) "Copula Inference for Finance and Insurance" , Dissertation , ETH , Zurich.
2. 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.
3. Embrechts P. , McNeil A. J. and Straumann D. (2001) , Handbook of heavy tailed distributions in finance , Amsterdam : Boston : Elsevier
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. Hull , J. and White , A.(1998) , "Value at Risk When Daily Changes in Market Variance Are Not Normally Distribution", The Journal of Derivative , 5 , No.3 , pp.9-1
7. Nelsen , R. B. (1999) , An Introduction to Copulas , New York : Springer
中文部份：
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。http://www.jcic.org.tw/040902.doc
2. 李鴻明，2006，『以AIC與卡方適合度檢定檢驗關聯結構之探討』，國立政治大學統計學系碩士論文，政治大學圖書館 |
