3Bollerslev T. A generalized autoregressive conditional heteroskedasticity[J]. Journal of Econometrics, 1986, 31,307-27.
4Neftci S N. Value at risk calculations, extreme events, and tail estimation[J]. Journal of Derivatives, 2000(4): 23-28.
5Fan J Q, Gu J. Semiparametric estimation of Value at Risk[J]. Econometrics Journal, 2003, 6(2):261-290.
6Ragnar Rosness. Risk influence analysis a methodology for identification and assessment of risk reduction strategies[J]. Reliability Engineering and System Safety, 1998, 60:153-164.
7Reid R C, F loyd S A. Extending the risk analysis model to include market-insurance[J]. Computers & Security, 2001, 20 (4) : 331- 339.
