LECQ, Max van der; VUUREN, Gary van. Estimating Value at Risk and Expected Shortfall: A Kalman Filter Approach. International Journal of Economics and Financial Issues, [S. l.], v. 14, n. 1, p. 1–14, 2024. DOI: 10.32479/ijefi.15184. Disponível em: https://mail.econjournals.com/index.php/ijefi/article/view/15184. Acesso em: 22 dec. 2024.