@article{Giot2004,
	title = {Modelling daily Value-at-Risk using realized volatility and ARCH
	type models},
	author = {Pierre Giot and S{\'e}bastien Laurent},
	journal = {Journal of Empirical Finance},
	month = {Jun},
	number = {3},
	pages = {379--398},
	url = {http://www.sciencedirect.com/science/article/B6VFG-4C47SXF-1/1/9f3c1e4d8d146913ef8812fdf5e3f779},
	volume = {11},
	year = {2004},
	biburl = {http://www.bibsonomy.org/bibtex/2a81c7cdca674f9c601fb56a67eff6a74/smicha},
	keywords = {Value-at-risk }
}