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 ESTIMATING VALUE-AT-RISK (VAR) USING TIVEX-POT MODELS.
<strong>Journal of Advanced Studies in Finance</strong>, [S.l.], v. 1, n. 2, p. 152-170, dec. 2010.
ISSN 2068-8393.
Available at: &lt;<a href="https://www.journals.aserspublishing.eu/jasf/article/view/33" target="_new">https://www.journals.aserspublishing.eu/jasf/article/view/33</a>&gt;. Date accessed: 17 june 2025.