李志偉(Chih-Wei Lee)郭震坤(Cheng-Kun Kuo)2020-02-142020-02-1420061023-280Xhttps://scholars.lib.ntu.edu.tw/handle/123456789/459078Estimating Extreme Correlation for the EVT-Type VaR-A Copula Approachjournal article10.6529/RSFM.2005.17(4).4http://dx.doi.org/10.6529/RSFM.2005.17(4).4