Debashis Dutta wrote: > Dear Patrick, > [ ... some interesting stuff ...] > > Patrick, I am interesed in your work in eqities. Could you kindly > share with me? "The Quality of Value at Risk via Univariate GARCH" http://www.burns-stat.com/pages/Working/varunigar.pdf Pat > > Kind Regards, > Debashis > > [... more stuff ...]