1[1]Nelsen, R. B (1998), An Introduction to Copulas, Lectures Notes in Statistics, 139,Springer Verlag, New York.
2[2]Embrechts, P., Lindskog, F. And McNeil, A. (2001), Modelling Dependence with Copulas and Applications to Risk Management. Dept. of Math. CH-8092, Zürich, Switzerland.
3[3]Bouyé, E. (2000), Copulas for Finance, A Reading Guide and Some Applications. City University Business School,London.
4Boyer, B H and M S Gibson and M Loretan Pitfalls in tests for changes in correlations, International Finance Discussion Paper No.597, Board of Governors of thd Federal Reserve System,2000.
5Li, D X. On default correlation: a copula function approach [J] . Journal of Fixed Income, 2000, 9: 43-54.
6Nelson. R B. An Introduction to Copulas [M] . Springer,New York, 1999.
7Bouye, E, V Durrleman, A Nikeghball, G Riboulet, and T Roncalli. Copulas for finance a reading guide and some applications, Working paper, Credit Lyonnais, 2000.
8Malevelgne Y, Somette D. Testing the Gaussian copula hypothesis for financial assets dependences, working paper,University of California, Los Angeles, 2002.
9Amaud de Servigny, Olivler Renault. Default correlation:empirical evidence, working paper, Standard and Poors, Risk Solutions, 2002.
10Hamilton, David, James Jessica, and Nick Webber, 2001,Copula Methods and the Analysis of Credit Risk. ICBC risk management 2000 conference.
