@inproceedings{ dblp1669435,
  title = {Nonlinear filtering of asymmetric stochastic volatility models and Value-at-Risk estimation},
  author = {Nikolay Y. Nikolaev and Lilian M. de Menezes and Evgueni N. Smirnov},
  author_short = {Nikolaev, N. Y. and de Menezes, L. M. and Smirnov, E. N.},
  bibtype = {inproceedings},
  type = {inproceedings},
  year = {2014},
  key = {dblp1669435},
  id = {dblp1669435},
  biburl = {http://www.dblp.org/rec/bibtex/conf/cifer/NikolaevMS14},
  url = {http://dx.doi.org/10.1109/CIFEr.2014.6924089},
  conference = {CIFEr},
  pages = {310-317},
  text = {CIFEr 2014:310-317},
  booktitle = {Proceedings of CIFEr}
}

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