| Reference: | 中文部份
1. 元大京華證券，2005，風險管理e學苑，http://riskmgmt.yuanta.com.tw/。
2. 阮建豐，2002，「利用混合模型估計風險值的探討」，國立政治大學統計研究所碩士論文。
3. 黃向義，2001，「極值理論應用於風險值估計」，國立臺北大學統計研究所碩士論文。
4. 賴柏志，2003，「關聯結構在信用風險管理之運用」，金融聯合徵信中心，http://www.jcic.org.tw/。
英文部份
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