5Sklar A. Fonctions de repartition d n dimensions et leurs marges [J]. Publication de 1" Institut de Statistique de l'Universit~ de Paris, 1959,8:229--231.
6Kim S, N Shephard, S Chib, Stochastic Volatility: Likelihood Inference, Comparison with ARCH Models[J]. Review of Eco- nomic Studies, 1998, 65:361--393.
7Diebold F X, Hahn J, Tay A S. Multivariate density forecast e- valuation and calibration in financial risk management: high-- frequency returns on foreign exchange[J]. The Review of Eco- nomics and Statistics, 1999, 81(4): 661--673.
8黄违洪 张世英.模型结构变化点检测法.应用数学学报,1987,:267-275.
9Patton A J. Modeling time-varying exchange rate dependence u- sing the conditional eopula[J]. Working Paper of Department of Economics, University of California, San Diego, 2001.
10Dhrymes, P..I. Statistical foundations and applications[M]. Econometrics, springer--Verlag, 1970.
