@article{article2328474d,
title   = {Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns},
author = {Moralles, Herick Fernando and Rebelatto, Daisy Aparecida do Nascimento and Sartoris, Alexandre},
year = {2013},
doi = {10.1016/j.mcm.2013.07.002},
journal   = {Mathematical and Computer Modelling}
}