1 박대근, "아시아 금융위기의 전염효과" 한국응용경제학회 1999.
2 신상기, "동아시아금융ㆍ외환위기원인과 향후과제:동아시아경제론" 서울대학교 출판부 2002.
3 "in Bulletin of the International Statistical Institute Proceedings of the 43rd Session" 859-878, 1981
4 "Volatility Contagion and East Asian Equity Markets A Markov-Switching SWARCH Analysis" 2004
5 "Volatility Comovement A Multifrequency Approach" 2005
6 "Testing for Contagion: a Conditional Correlation Analysis" 476-489, 2005
7 "Refocusing the IMF" 20-33, 1998
8 "Parameter and quantile estimation for the generalised Pareto distribution" 29 : 339-349, 1987
9 김태혁, "POT모형과 Copula를 이용한 주식시장간 극단적 의존성의 측정" 18 (18): 2005
10 "Order statistics of samples from multivariate distributions" 70 : 674-680, 1975
1 박대근, "아시아 금융위기의 전염효과" 한국응용경제학회 1999.
2 신상기, "동아시아금융ㆍ외환위기원인과 향후과제:동아시아경제론" 서울대학교 출판부 2002.
3 "in Bulletin of the International Statistical Institute Proceedings of the 43rd Session" 859-878, 1981
4 "Volatility Contagion and East Asian Equity Markets A Markov-Switching SWARCH Analysis" 2004
5 "Volatility Comovement A Multifrequency Approach" 2005
6 "Testing for Contagion: a Conditional Correlation Analysis" 476-489, 2005
7 "Refocusing the IMF" 20-33, 1998
8 "Parameter and quantile estimation for the generalised Pareto distribution" 29 : 339-349, 1987
9 김태혁, "POT모형과 Copula를 이용한 주식시장간 극단적 의존성의 측정" 18 (18): 2005
10 "Order statistics of samples from multivariate distributions" 70 : 674-680, 1975
11 "Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market" 111-136, 2005
12 "No contagion, only interdependence : Measuring stock market comovements" 57 : 2223-2261, 2002
13 "Multivariate Models and Dependence Concepts" Chapman and Hall,London 1997
14 "Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula:Working Paper" University of California,San Diego 2001a
15 "Modelling Extremal Events for Insurance and Finance" Springer 2003
16 "Modeling Extreme-Value Dependence in International Stock Markets" 13 : 929-953, 2003
17 Beatriz Vaz de Melo Mendes, "Measuring financial risks with copulas" 13 : 27-45, 2004
18 "Measuring contagion conceptual and empirical issues" mimeo 1999
19 "Measuring Financial Contagion: A Copula Approach" 2003
20 "Identification through heteroscedasticity" 2004
21 "Extreme Value Dependence in Financial Markets : Diagnostics, Models, and Financial Implications" 17 (17): 581-610, 2004
22 "Extreme Correlation of International Equity Markets" 56 : 649-676, 2001
23 "Estimation of Copula Models for Time Series of Possible Different Lengths:Working Paper" University of California,San Diego 2001b
24 "Elements Of Financial Risk Management" San Diego,Academic Press 2003.
25 Breymann W, "Dependence structures for multivariate high-frequency data in finance" 3 (3): 1-16, 2003
26 "Dependence measures for extreme value analyses" 2 : 339-365, 1999
27 "Correlation analysis of financial contagion : what one should know before running a test" 406 : 2001
28 "Correlation Pitfalls and Alternatives" 69-71, 1999
29 "Copula Methods in Finance" John Wiley and Sons 2004.
30 "Concomitant tail behaviour for extremes" 30 : 197-215, 1998
31 Bae, K. H, "A New Approach to Measuring Financial Contagion" 16 : 717-763, 2003