[Barry, C. B., & Rodriguez, M. 2004. Risk and return characteristics of property indices in emerging markets. Emerging Markets Review 5: 131-159.10.1016/j.ememar.2004.03.001]Search in Google Scholar
[Berger, T. 2013. Forecasting value-at-risk using time varying copulas and EVT return distributions. Journal of International Economics 133: 93-106.10.1016/j.inteco.2013.04.002]Search in Google Scholar
[Chen, Q., & Chen R. 2013. Method of Value-at-Risk and empirical research for Shanghai stock market. Procedia Computer Science 17: 671-677.10.1016/j.procs.2013.05.087]Search in Google Scholar
[Cheng, G., Li P., & Shi, P. 2007. A new algorithm based on copulas for VaR valuation with empirical calculations. Journal of Theoretical Computer Science 378: 190-197.10.1016/j.tcs.2007.02.038]Search in Google Scholar
[Fan, Y., Wei, Y., & Xu, W. 2004. Application of VaR methodology to risk management in the stock market in China. Journal of Computers & Industrial Engineering 46: 383-388.10.1016/j.cie.2003.12.018]Search in Google Scholar
[Girard, E., Rahman H., & Zaher, T. 2003. On market price of risk in Asian capital markets around Asian Flu. International Review of Financial Analysis 12: 241-265.10.1016/S1057-5219(03)00012-7]Search in Google Scholar
[Gourieroux, C., Laurent, J. P., & Scaillet, O. 2000. Sensitivity analysis of Value at Risk.Journal of Empirical Finance 7: 225-245.10.1016/S0927-5398(00)00011-6]Search in Google Scholar
[Haas M. 2009. Value- at- Risk via mixture distributions reconsidered. Journal of applied mathematics and Computation 215: 2103-2119.10.1016/j.amc.2009.08.005]Search in Google Scholar
[Lee, C., Shie, F. S., & Chang, Y. C. 2012. How Close a relationship does a capital market have with another such market? The case of Taiwan from the Asian Financial crisis. Pacific- Basin Finance Journal 20: 349-362.10.1016/j.pacfin.2011.11.003]Search in Google Scholar
[Longin, F. M. 2000. From value at risk to stress testing: The extreme value approach. Journal of Banking & Finance 24: 1097-1130.10.1016/S0378-4266(99)00077-1]Search in Google Scholar
[McNeil, A. J., Frey, R., & Embrechts, P. 2005. Quantitative Risk Management: Concepts, Techniques and Tools. Oxfordshire, Princeton University Press.]Search in Google Scholar
[McNeil, A.J., Frey, R., and Embrechts, P. 2006. Quantitative Risk Management: Concepts, Techniques, and Tools. Oxfordshire, Princeton University Press.]Search in Google Scholar
[Prem, K. P., Ng, D., Pasman, H. J., Sawyer, M., Guo Y., &Mannan, M. S. 2010. Risk measures constituting a risk metrics which improved decision making: Value- at- Risk. Journal of Loss Prevention in the Process Industries 23: 211-219.10.1016/j.jlp.2009.08.003]Search in Google Scholar
[Rockafellar T. R.,& Uryasev S. 2002. Conditional Value-atrisk for general loss distributions. Journal of Banking & Finance 26: 1443-1471.10.1016/S0378-4266(02)00271-6]Search in Google Scholar
[Rossignolo A. F., Fethi M. D., & Shaban M. 2012. Value- at- Risk models and Basel capital charges Evidence from Emerging and Frontier stock markets. Journal of Financial Stability 8: 303-319.10.1016/j.jfs.2011.11.003]Search in Google Scholar
[Yamai Y. and Yoshiba T. 2005. Value- at- risk versus expected shortfall: A practical perspective. Journal of Banking & Finance 29: 997-1015.10.1016/j.jbankfin.2004.08.010]Search in Google Scholar