5Morgan J P. Measuring the risk in value at risk [ J ]. Financial Analysis Journal, 1996 (Nov. /Dec):47 -55.
6Markowitz, H. Portfolio Selection [ J ]. The Journal of Finance, 1952, (7):77-91.
7Engle, R.F. Autoregressive Conditional Hetercskedasticity with Estirmtes of the Variance of United Kingdom Inflation [ J ]. Econometrics, 1982, 50(4) :201-224.
8Jeremy, B. Evaluating the Forecasts of Risk Models [ DB/OL]. www. gloriamundi, org, 1999.
9Bouchaud, J. P. , Poters, M. Worse Fluctuation Method for Fast Value-At Risk Estimates [ DB/OL ] . www. gloriamundi, org, 1999.
10Li, D. Value at Risk Based on the Volatility, Skewness and Kurtosis [ DB/OL ]. www. gloriamundi, org, 1999.