LECQ, M. van der; VUUREN, G. 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://www.econjournals.com/index.php/ijefi/article/view/15184. Acesso em: 17 may. 2024.