Aloui, C., & Hamida, H. B. Estimation and performance assessment of Value-at-Risk and expected shortfall based on long-memory GARCH-class models.
Successfully copied to clipboard
Copying to clipboard failed
Chicago Style (17th ed.) Citation
Aloui, Chaker, and Hela Ben Hamida. Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-memory GARCH-class Models.
Successfully copied to clipboard
Copying to clipboard failed
MLA (9th ed.) Citation
Aloui, Chaker, and Hela Ben Hamida. Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-memory GARCH-class Models.
Successfully copied to clipboard
Copying to clipboard failed
Warning: These citations may not always be 100% accurate.