Małecka, Marta. “Comparative Analysis of Sigma-Based, Quantile-Based and Time Series VaR Estimators”. Acta Universitatis Lodziensis. Folia Oeconomica 1, no. 311 (January 7, 2016). Accessed May 1, 2024. https://www.czasopisma.uni.lodz.pl/foe/article/view/573.