BibTeX record journals/anor/BaliT07

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@article{DBLP:journals/anor/BaliT07,
  author       = {Turan G. Bali and
                  Panayiotis Theodossiou},
  title        = {A conditional-SGT-VaR approach with alternative {GARCH} models},
  journal      = {Ann. Oper. Res.},
  volume       = {151},
  number       = {1},
  pages        = {241--267},
  year         = {2007},
  url          = {https://doi.org/10.1007/s10479-006-0118-4},
  doi          = {10.1007/S10479-006-0118-4},
  timestamp    = {Mon, 26 Oct 2020 08:26:31 +0100},
  biburl       = {https://dblp.org/rec/journals/anor/BaliT07.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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