Zhou, Yuhong, and Wenwei Guo. “Study on the Market Risk Measurement of the Style Portfolios in Stock Markets Based on EVT-T-Copula Model”. International Journal of Online and Biomedical Engineering (iJOE), vol. 9, no. S2, Mar. 2013, pp. pp. 50-54, doi:10.3991/ijoe.v9iS2.2595.