@article{publication-4496, author={Mittnik, Stefan and Paolella, Marc S and Rachev, Svetlozar T}, doi={10.1023/A:1010016831481}, issn={1387-2834}, journal={Asia - Pacific Financial Markets}, number=2, pages={99-128}, publisher={Springer}, title={Unconditional and conditional distributional models for the Nikkei index}, volume=5, year=1998, }