4[1]Gonzalo G, Pedro G, Juan O. Normal versus student in measuring value at risk, An empirical Bayesian overview. in: Society for Computing Economics eds.Computing in Economics and Finance 2001 with number 271. Connecticut: EDIRC at the University of Connecticut. 2001, RePEc: SEC: Scefl: 271
5[3]Paul G, Philip H, Perwez S. Portfolio value-at-Risk with heavy-tailed risk factors. Mathematica Finance,2002, 12(3): 239～269
6[4]Maurice G, Alan S. Kendall's advanced theory of statistics. Oxford: Oxford Univ. Pr., 1992.
7[5]William F. An introduction to probability theory and its applications. New York: Wiley, 1971.
9Black,F.Studies of Stock Price Volatility Changes,Proceedings ofthe American Statistical Association[J].Business and EconomicsStatistics Section,1976:177-181.
10Nelson,D.B.Conditional Heteroskedasticity in Asset Return:ANew Approach[J].Econometrica,1990(59):347-370.
