{"title":"Evaluation of Value-at-Risk (VaR) using the Gaussian Mixture Models","authors":"Indrė Morkūnaitė, Dmitrij Celov, R. Leipus","doi":"10.1080/27684520.2024.2346075","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":498437,"journal":{"name":"Research in Statistics","volume":"59 31","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Research in Statistics","FirstCategoryId":"0","ListUrlMain":"https://doi.org/10.1080/27684520.2024.2346075","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}