2[2]Philippe J.Value at risk:the new bench for controlling market risk[M].The McGraw-Hill Company,Inc.,1997
3[3]Danielsson J,Casper G de Vries.Value at risk and extreme returns[M].Discussion Paper No.273,Lse Financial Markets Group Discussion Paper Series,September 1997.
4[4]Danielsson J,Casper G de Vries.Beyond the sample;extreme quantile and probability estimation,Mimeo,Tinbergen Institute Rotterdam[M].1997a.
5[5]Danielsson J,Casper G de Vries.Tail index and quantile extimation with very high frequency data[J].Journal of Empirical Finance,1997b,4:241-257.
6[6]Bradley E,Tibshirani R J.An introduction to the bootstrap[M].Chapman & Hall,Inc.,1993.
7[7]Bradley E.Bootstrap methods:another look at the jackknife[J].The Annals of Statistics,1979,7(1):1-27
