@article{publication-4466,
	author={Paolella, Marc and Hartz, Christoph and Mittnik, Stefan},
	doi={10.1016/j.csda.2006.09.017},
	issn={0167-9473},
	journal={Computational Statistics & Data Analysis},
	number=4,
	pages={2295-2312},
	publisher={Elsevier},
	title={Accurate value-at-risk forecasting based on the Normal-GARCH model},
	volume=51,
	year=2006,
}