@misc{MittnikPaolella2003,
  author    = {Stefan Mittnik and Marc S. Paolella},
  title     = {Prediction of financial downside-risk with heavy-tailed conditional distributions},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2003,04},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2003, 04},
  type      = {workingpaper},
  year        = {2003},
}