| Reference: | 中文部分：
1.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研究所碩士論文。
2.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
英文部分：
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.Gan, Q. (2002), "Modelling the Return Distributions of Multivariate Intra-day FX Series: A Comparative
Study",Technical report, ETH Zurich.
3.Joe, H (1997), Multivariate Models and Dependence Concepts ,London : Chapman & Hall.
4.Nelsen, R. B. (1999), An Introduction to Copulas ,New York : Springer.
5.Berg, D. and Bakken, H. (2005), "A Goodness-of-fit Test for Copulae Based on the Probability Integral Transform". Note, The Norwegian Computing Centre.
6.Dias, A. (2004), "Copula Inference for Finance and
Insurance", Dissertation,ETH, Zurich. |
