Ivo Jánský and  Milan Rippel,  VaR Forecasting in Times of Increased Volatility.   journal   = {International Journal of Economics and Management Engineering}, [online]. World Academy of Science, Engineering and Technology.
    November 2011, vol. 59(11). 1513 - 1519
    [viewed 15 April 2021]. Available from: https://publications.waset.org/pdf/14334.