Author,Title,Journal,ISSN,Publisher,Date,Volume,Number,Page,URL,URL(DOI)
Fujiwara Kenichi and Fujimoto Yasutaka,Estimating VaR based on EVT used with GARCH and Wavelet analysis,IPSJ SIG technical reports,09196072,Information Processing Society of Japan (IPSJ),2007-12-20,2007,128,159-162,https://cir.nii.ac.jp/crid/1572261552198905216,