BibTeX record journals/cms/FrezzaBP22

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@article{DBLP:journals/cms/FrezzaBP22,
  author    = {Massimiliano Frezza and
               Sergio Bianchi and
               Augusto Pianese},
  title     = {Forecasting Value-at-Risk in turbulent stock markets via the local
               regularity of the price process},
  journal   = {Comput. Manag. Sci.},
  volume    = {19},
  number    = {1},
  pages     = {99--132},
  year      = {2022},
  url       = {https://doi.org/10.1007/s10287-021-00412-w},
  doi       = {10.1007/s10287-021-00412-w},
  timestamp = {Tue, 08 Feb 2022 10:42:27 +0100},
  biburl    = {https://dblp.org/rec/journals/cms/FrezzaBP22.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
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