Value-at-risk bounds for multivariate heavy tailed distribution: an application to the Glosten–Jagannathan–Runkle generalized autoregressive conditional heteroscedasticity model

@inproceedings{Gammoudi2016ValueatriskBF,
  title={Value-at-risk bounds for multivariate heavy tailed distribution: an application to the Glosten–Jagannathan–Runkle generalized autoregressive conditional heteroscedasticity model},
  author={Imed Gammoudi and Mohamed El Ghourabi and Lotfi Belkacem},
  year={2016}
}