BibTex format
@article{Ibragimov:2011:10.1007/s10436-010-0166-2,
author = {Ibragimov, R and Walden, J},
doi = {10.1007/s10436-010-0166-2},
journal = {Annals of Finance},
pages = {285--318},
title = {Value at risk under dependence and heavy-tailedness: Models with common shocks},
url = {http://dx.doi.org/10.1007/s10436-010-0166-2},
volume = {7},
year = {2011}
}