| Reference: | 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，民國九十三年九月號http://www.jcic.org.tw/040902.doc
英文部份：
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. (2001), Handbook of heavy tailed distributions in finance ,Amsterdam : Boston : Elsevier, 2003
3. Gan, Q. (2002), "Modelling the Return Distributions of Multivariate Intra-day FX Series: A Comparative Study",Technical report, ETH Zurich.
4. Greenwood, P. E. and Nikulin, M. S. (1996), "A Guide to Chi-squared Testing", New York: Wiley.
5. 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.9-19
6. Nelsen, R. B. (1999), An Introduction to Copulas ,New York : Springer |
