4Bangia D,F.X.Diebold,T.Schuermann,J.D.Stroughair. Modeling Liquidity Risk,With Implication for Traditional Market Risk Measurement and Management[R].Financial Institutions Center,1998.
5Hisata.Yoshifumi,Yasuhiro Yamai. Research Toward the Practical Application of Liquidity Risk Evaluation Methods[M].Bank of Japan,2000.
6Hista Y, Yamai Y. Research toward the practical application of liquidity risk evaluation methods [ J ]. Monetary and Economic Studies, 2000, 12: 83-128.