BibTeX record journals/csda/Spierdijk16

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@article{DBLP:journals/csda/Spierdijk16,
  author       = {Laura Spierdijk},
  title        = {Confidence intervals for {ARMA-GARCH} Value-at-Risk: The case of heavy
                  tails and skewness},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {100},
  pages        = {545--559},
  year         = {2016},
  url          = {https://doi.org/10.1016/j.csda.2014.08.011},
  doi          = {10.1016/J.CSDA.2014.08.011},
  timestamp    = {Thu, 14 Oct 2021 09:28:00 +0200},
  biburl       = {https://dblp.org/rec/journals/csda/Spierdijk16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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