可以考虑往GARCH和VaR靠。http://xueshu.baidu.com/s?ie=utf-8&tn=SE_baiduxueshu_c1gjeupa&wd=paperuri%3A%28d45e963381266d0cf81b8ec3289793fd%29&filter=sc_long_sign&sc_ks_para=q%3D%E6%96%B0%E8%82%A1%E5%8F%91%E8%A1%8C%E5%AE%A1%E6%A0%B8%E5%88%B6%E5%BA%A6%E5%AF%B9%E4%B8%AD%E5%9B%BD%E8%82%A1%E5%B8%82%E9%A3%8E%E9%99%A9%E7%9A%84%E5%BD%B1%E5%93%8D--%E5%9F%BA%E4%BA%8EVaR-GARCH%E6%A8%A1%E5%9E%8B这篇可以借鉴。