@misc{HartzMittnikPaolella2006,
  author    = {Christoph Hartz and Stefan Mittnik and Marc S. Paolella},
  title     = {Accurate value-at-risk forecast with the (good) old normal-GARCH model},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2006,23},
  number    = {October 2006},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2006, 23},
  type      = {workingpaper},
  pages     = {31},
  year        = {2006},
}