@inproceedings{P100.118, author={Van Assche, S. and Denecker, K. and Crombez, J. and Vander vennet, R. and Lemahieu, I.}, title={Value-at-risk estimation using context modeling}, booktitle={Proceedings of the workshop on circuits, systems and signal processing}, year={2000}, month={11}, pages={537-548}, address={Veldhoven}, }