8Embrechts P, Mcneil A, Straumann D. Risk management: value at risk and beyond [ M ]. Cambridge: Cambridge University Press, 1999 : 176-223.
9Embrechts P, Hoeing A, Juri A. Using copula to bound the valueat-Risk for functions of dependent risks [ J ]. Finance and Stochastics ,2003 (7) : 145--167.
10Wang Z R, Chen X H, Jin Y B, et al. Estimating risk of foreign exchange portfolio: using var and cvar based on garch-evt-copula model [J]. PhysicaA, 2010, 389(21):4918-4928.
