5Markowitz H. , Portfolio selection [J], Journal of Finance, 1952, 7 (1): 77 - 91.
6Hendricks D. , Evaluation Value- at- Risk using history data[J], Economy Policy Review, 1996, (2) :39 -70.
7Chew, Lilian. Managing derivative risks[M] , New York: John Wiley&Sons, 1996, 226 -317.
8Duffle, D. , J. Pan, An Overview of Value at Risk[J], The Journal of Derivatives, 1997,(4/3 Spring) : 7 -49.
9Jorion, Philippe, Value at Risk: The New Benchmark for Controlling Market Risk [M], McGraw- Hill, New York, 1997.
10Shukur Ghazi, Mantalos Panagiotis, A Simple Investigation of the Granger - Causality Test in Integrated - cointegrated VaR System [J], Journal Applied Statistics, 2000, 27 : 1021.
