@inproceedings{P100.064, author={Van Assche, S. and Denecker, K. and Crombez, J. and Philips, W.}, title={Value-at-Risk prediction using context modeling}, booktitle={Abstract book of the 2nd Europhysics conference}, year={2000}, month={7}, volume={24}, pages={14}, editor={Bastian, C.}, publisher={European Physical Society}, address={Liege}, }