@article{publication-3591,
	author={Kuester, Keith and Mittnik, Stefan and Paolella, Marc S},
	doi={10.1093/jjfinec/nbj002},
	issn={1479-8409},
	journal={Journal of Financial Econometrics},
	number=1,
	pages={53-89},
	publisher={Oxford},
	title={Value-at-risk prediction: A comparison of alternative strategies},
	volume=4,
	year=2006,
}