Nikolaev, Nikolay; De Menezes, L. M. and Smirnov, E.. 2014. Nonlinear filtering of asymmetric stochastic volatility models and Value-at-Risk estimation. In: R. J. Almeida; D. Maringer; V. Palade and A. Serguieva, eds. IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr). IEEE, pp. 310-317. ISBN 978-147992380-9 [Book Section]