@techreport{72f37be0563547da812e3f217abf08d6,
title = "Modelling daily value-at-risk using realized volatility and arch type models",
author = "P. Giot and S.F.J.A. Laurent",
year = "2001",
month = jan,
day = "1",
doi = "10.26481/umamet.2001026",
language = "English",
series = "METEOR Research Memorandum",
publisher = "METEOR, Maastricht University School of Business and Economics",
number = "026",
type = "WorkingPaper",
institution = "METEOR, Maastricht University School of Business and Economics",
}