FAŁDZIŃSKI, M. Application of Modified POT Method with Volatility Model for Estimation of Risk Measures. Dynamic Econometric Models, [S. l.], v. 9, p. 119–128, 2009. DOI: 10.12775/DEM.2009.012. Disponível em: https://apcz.umk.pl/DEM/article/view/DEM.2009.012. Acesso em: 19 jul. 2024.