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) 9, no. S2 (March 24, 2013): pp. 50–54. Accessed August 17, 2024. https://online-journals.org/index.php/i-joe/article/view/2595.