1. The President's Working Group on Financial Markets, Hedge Funds, Leverage, and the Lessons of Long-Term Capital Management, Washington, DC, April 1999.
2. A Non-Random Walk Down Wall Street;Lo,1999
3. J. Danielsson, Y. Morimoto, Forecasting extreme financial risk: a critical analysis of practical methods for the Japanese market, IMES Discussion Paper Series 2000-E-8, Bank of Japan, 2000.
4. P. Jorion, Risk management lessons from long-term capital management, Working paper, University of California at Irvine, September 2, 1999.
5. T. Imada, JIKOSOSIKISEI (Self Organization), Sobunsha, Tokyo, 1986.