@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},
}