1. Robust Conditional Variance and Value-at-Risk Estimation. (11th August 2014) Authors: Dupuis, Debbie J.; Papageorgiou, Nicolas; Rémillard, Bruno Journal: Journal of financial econometrics Issue: Volume 13:Number 4(2015:Autumn) Page Start: 896 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗