@article{publication-4490, author={Mittnik, Stefan and Paolella, Marc S}, doi={10.1002/1099-131X(200007)19:4<313::AID-FOR776>3.0.CO;2-E}, issn={0277-6693}, journal={Journal of Forecasting}, number=4, pages={313-333}, publisher={Wiley-Blackwell}, title={Conditional density and value-at-risk prediciton of Asian currency exchange rates}, volume=19, year=2000, }