| 期刊論文| 1. | Lopez, J.(1998)。Methods for Evaluating Value-at-Risk Estimates。FRBNY Economic Policy Review，119-124。   | | 2. | Hendricks, Darryll(1996)。Evaluation of Value-at-Risk Models Using Historical Data。Federal Reserve Bank of New York Economic Policy Review，2(1)，39-69。 | | 3. | Christoffersen, Peter F.(1998)。Evaluating Interval Forecasts。International Economic Review，39(4)，841-862。 | | 4. | Kupiec, Paul H.(1995)。Techniques for Verifying the Accuracy of Risk Measurement Models。Journal of Derivatives，3(2)，73-84。 | | 5. | Hill, B. M.(1975)。A Sample General Approach to Inference About the Tail of a Distribution。The Annals of Statistics，3(5)，1163-1173。 | | 6. | Drachman, J.、Crnkovic, C.(1996)。Quality Control。Risk，9，139-143。 | | 7. | Viskanta, Tadas E.、Erb, Claude B.、Bekaert, Geert、Harvey, Campbell R.(1998)。Distributional Characteristics of Emerging Market Returns and Asset Allocation。The Journal of Portfolio Management，Winter，102-116。 | 研究報告| 1. | Lopez, J. A.(1998)。Regulatory Evaluation of Value-at-Risk Models。New York, NY。 | 圖書| 1. | Davison, A. C.(1997)。Bootstrap Methods and Their Application。Cambridge, MA：Cambridge University Press。 | |