1. Ma Chaoqun, Li Hongquan. VaR method and its application in financial risk management of China. Systems Engineering, 2000, 20(2): 56–59.
2. Giot, Pierre. The information content of implied volatility in agricultural commodity market. Forthcoming in Journal of Futures Markets, 2003, (23) 441–451.
3. Han Dezong. Early warning research of China commodity futures market risk based on VaR. Management Engineering Transaction, 2008, 22 (1): 117–121.
4. Li Jinku, Zhang Qiwen. The application of VaR method in market risk management of commercial banks of China. Business Economic, 2009 (5): 60–62.
5. Zhang Qiao, Wang Chuan, Wang Ke. Livestock market price risk measurement and analysis of China. Economic Issues. 2010 (3): 90–94.