| 期刊論文| 1. | Engle, R. F.(2004)。Risk and Volatility: Econometric Models and Financial Practice。The American Economic Review，94(3)，405-420。   | | 2. | Himino, Ryozo(2004)。Basel II--towards a new common language。BIS Quarterly Review，2004(Sep.)。 | 會議論文| 1. | Committee on the Global Financial System(2002)。Risk Measurement and Systemic Risk。The Third Joint Central Bank Research Conference。Bank for International Settlements。 | 研究報告| 1. | Rosenberg, Joshua V.、Schuermann, Til(2004)。A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risks。Federal Reserve Bank of New York Staff Reports。 | 圖書| 1. | 周大慶、沈大白、張大成、敬永康、柯瓊鳳(2002)。風險管理新標竿：風險值理論與應用。智勝文化出版社。 延伸查詢 | | 2. | 謝劍平(2000)。期貨與選擇權：財務工程的入門捷徑。智勝文化事業有限公司。 延伸查詢 | | 3. | Basel Committee on Banking Supervision(2004)。International Convergence of Capital Measurement and Capital Standards。 | | 4. | Committee on the Global Financial System(2005)。Stress Testing at Major Financial Institutions: Survey Results and Practice。Bank for International Settlements。 | | 5. | Frye, Jon(1997)。Principals of Risk: Finding Value-at-Risk Through Factor-Based Interest Rate Scenarios。Division of Supervision and Regulation, Federal Reserve Bank of Chicago。 | | 6. | Pearson, Neil D.(2002)。Risk budgeting: Portfolio Problem Solving with Value-at-Risk。Wiley Finance。 | | 7. | de Fontnouvelle, Patrick、DeJesus-Rueff, Virginia、Jordan, John、Rosengren, Eric(2003)。Capital and Risk: New Evidence on Implications of Large Operational Losses。Federal Reserve Bank of Boston。 | |