TY  JOUR
TI  Stock market fluctuations simulation within lowly volatile and highly volatile periods
KW  ARMA-GARCH model
KW  Value-at-Risk (VaR)
KW  Average Value-at-Risk (AVaR)
KW  time series
KW  heavy-tailed distributions.
JO  Vestnik of Don State Technical University
AU  Kirillov, K..
PY  2013
IS  13
PB  Don state technical University