@article{P101.051,
author={Denecker, K. and Van Assche, S. and Crombez, J. and Vander Vennet, R. and Lemahieu, I.},
title={Value-at-risk prediction using context modeling},
journal={European Physical Journal B},
year={2001},
month={4},
volume={20},
number={4},
pages={481-492},
}