MAŁECKA, Marta. Comparative analysis of sigma-based, quantile-based and time series VaR estimators. Acta Universitatis Lodziensis. Folia Oeconomica, [S. l.], v. 1, n. 311, 2016. DOI: 10.18778/0208-6018.311.07. Disponível em: https://czasopisma.uni.lodz.pl/foe/article/view/573. Acesso em: 24 jul. 2024.