%0 Journal Article
%T Stock market fluctuations simulation within lowly volatile and highly volatile periods
%A Kirillov, K..
%K ARMA-GARCH model, Value-at-Risk (VaR), Average Value-at-Risk (AVaR), time series, heavy-tailed distributions.
%J Vestnik of Don State Technical University
%D 2013
%N 13
%P 9
%I Don state technical University