@misc{HaasMittnikPaolella2005,
  author    = {Markus Haas and Stefan Mittnik and Marc S. Paolella},
  title     = {Modeling and predicting market risk with Laplace-Gaussian mixture distributions},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2005,11},
  number    = {March 2005},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2005, 11},
  type      = {workingpaper},
  year        = {2005},
}