3Pukthuanthong - Le, K. , Visaltanachoti, N. , Commonality in liquidity: Evidence from the Stock Exchange of Thailand, Pacific - Basin Finance Journal 17,2009.
2MICHAEL T..The trading dynamics of close-substitute futures markets: evidence of margin policy spillover effects[J].J, of Multi. Fin. Manag.,2004,14:463-483.
3RUSLAN Y. GOYENKO,CRAIG W. H..Do liquidity measures measure liquidity?[J].Joumal of Financial Economics,2008(6):79-98.
4SRIKETAN M.,AMRUT N.,MARTI S.,GEORGE C..Latent liquidity:A new measure of liquidity,with an application to corporate bonds[J].Journal of Financial Economics,2008,88:272-298.
5CORMELIA E.,SEBASTIAN S.,CHRISTOPH K..Measuring Market Liquidity Risk-Which Model Works Best?[R].Germany:Department of Financial Management and Capital Markets,Technische Universitat Mtinchen,2009:2-37.
6SEBASTIAN S.,CHRISTOPH..Why and How to Integrate Liquidity Risk into a VaR-Framework[R].New York:New York University,2009:43-74.
7E H..Multivariate Models and Dependence Concepts[M].London:Chapman & Hall,1997:123-167.
8NELSEN R.B..An Introduction to Copulas[M].New York:Springer, 1999:123-176.
9NELSEN R.B.,Molina Q.Bounds on Bivariate Distribution Functions with Given Margins and Measures of Association[J].Comm. Statist. Theory Methods,2001,30:1155-1162.
10NELSEN R.B. Molina Q..Best-possible Bounds on Sets of Bivariate Distribution Functions[J].Journal of Multivariate Analysis,2004,90:348-358.