TEAM, S. Dynamic Risk Measurement of Financial Time Series with Heavy-tailed: A New Hybrid Approach: Xinxia Yang, Ratthachat Chatpatanasiri, Pairote Sattayatham. Thai Journal of Mathematics, [S. l.], v. 14, n. 2, p. 265–281, 2016. Disponível em: https://thaijmath2.in.cmu.ac.th/index.php/thaijmath/article/view/596. Acesso em: 22 dec. 2024.